| Budget Amount *help |
¥3,770,000 (Direct Cost: ¥2,900,000、Indirect Cost: ¥870,000)
Fiscal Year 2010: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
Fiscal Year 2009: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
Fiscal Year 2008: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
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| Research Abstract |
Panel data is a data form that gained by repeated observation of same individuals, firms or regions. When we use panel data for regression analysis, we have to care about spatial correlation among the disturbances. We proposed the GM estimator for the panel data SUR model with spatial auto-regressive disturbances, and the GM estimator for the panel data model with serial and spatial autoregressive disturbances. These GM estimators need less computational load and require fewer assumptions on distribution of errors than the conventional ML estimators do. Then we examined their performances by numerical experiments.
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