| Budget Amount *help |
¥3,400,000 (Direct Cost: ¥3,400,000)
Fiscal Year 2006: ¥1,000,000 (Direct Cost: ¥1,000,000)
Fiscal Year 2005: ¥1,000,000 (Direct Cost: ¥1,000,000)
Fiscal Year 2004: ¥1,400,000 (Direct Cost: ¥1,400,000)
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| Research Abstract |
The purpose of this research is to investigate the statistical properties of the estimators of the panel data model. The count data is not continuous but discrete. Its likelihood function is complicated to use for the estimation of unknown parameters included in the model. Although the likelihood of the count data model which is static can be evaluated numerically, the estimation of the dynamic model with panel count data is hard because of the incidental parameter problem. In this research, the derivatives of the log-likelihood function of the dynamic model with panel count data have been given. This research shows that the conditional maximum likelihood approach which is used for the static model can not be applied since the likelihood function consisted of convolutions of two non-negative integer-valued random variables.
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