A method about Considering Heteroskedastic panel data in economical Analyses are given.The suppose test of model and consistent estimator of coefficient are given.The parameter estimation are resolved when μ i∶(0,w ...A method about Considering Heteroskedastic panel data in economical Analyses are given.The suppose test of model and consistent estimator of coefficient are given.The parameter estimation are resolved when μ i∶(0,w 2 i),v it ∶i.i.d(0,σ 2 i) in model (1).At last,We give an empirical analysis for Heteroskedastic problems.展开更多
By combining non-parameter Z test method for unit root test of time-series with IPS test method for panel data unit root test, we propose a new non-parameter unit root test method for panel data.This method solves the...By combining non-parameter Z test method for unit root test of time-series with IPS test method for panel data unit root test, we propose a new non-parameter unit root test method for panel data.This method solves the unit root test’s problem that {ε_ it } is L-order auto-correlaiton.Using random simulation method,we compare LL test with non-parameter unit root test for panel data.We found that the non-parameter unit root test is superior to LL test in this case.展开更多
The paper employs the model of parallel data to conduct an experimental analysis of the relationship between the composition of equity holders’ shares and the outstanding achievements of list companies. The results i...The paper employs the model of parallel data to conduct an experimental analysis of the relationship between the composition of equity holders’ shares and the outstanding achievements of list companies. The results indicate that neither the centralization rate of shares nor the proportion of state owned shares nor the proportion of fictiious person shares nor the proportion of circulating shares have obvious effects on the outstanding achievement of lishing companies of our country.展开更多
文摘A method about Considering Heteroskedastic panel data in economical Analyses are given.The suppose test of model and consistent estimator of coefficient are given.The parameter estimation are resolved when μ i∶(0,w 2 i),v it ∶i.i.d(0,σ 2 i) in model (1).At last,We give an empirical analysis for Heteroskedastic problems.
文摘By combining non-parameter Z test method for unit root test of time-series with IPS test method for panel data unit root test, we propose a new non-parameter unit root test method for panel data.This method solves the unit root test’s problem that {ε_ it } is L-order auto-correlaiton.Using random simulation method,we compare LL test with non-parameter unit root test for panel data.We found that the non-parameter unit root test is superior to LL test in this case.
文摘The paper employs the model of parallel data to conduct an experimental analysis of the relationship between the composition of equity holders’ shares and the outstanding achievements of list companies. The results indicate that neither the centralization rate of shares nor the proportion of state owned shares nor the proportion of fictiious person shares nor the proportion of circulating shares have obvious effects on the outstanding achievement of lishing companies of our country.
