Asymptotical Inference for a Simple Dynamic Panel Data Model when Both N and T Are Large

碩士 === 國立臺北大學 === 經濟學系 === 93 === My thesis investigates the asymptotics of dynamic panel data when cross section and time series dimensions tend to infinity. In traditional dynamic panel data analysis, we only consider asymptotics under N closed to infinity and T fixed. GMM methods always use to ha...

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Bibliographic Details
Main Authors: Li, Chu-Chien, 李竹健
Other Authors: Wang, Chien-Ho
Format: Others
Language:zh-TW
Published: 2005
Online Access:http://ndltd.ncl.edu.tw/handle/48657423842257760654