Econometric analysis of nonstationary panel times series
Project/Area Number |
20530180
|
Research Category |
Grant-in-Aid for Scientific Research (C)
|
Allocation Type | Single-year Grants |
Section | 一般 |
Research Field |
Economic statistics
|
Research Institution | Kobe University |
Principal Investigator |
|
Project Period (FY) |
2008 – 2012
|
Project Status |
Completed (Fiscal Year 2012)
|
Budget Amount *help |
¥3,380,000 (Direct Cost: ¥2,600,000、Indirect Cost: ¥780,000)
Fiscal Year 2012: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Fiscal Year 2011: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2010: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2009: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2008: ¥520,000 (Direct Cost: ¥400,000、Indirect Cost: ¥120,000)
|
Keywords | 計量経済学 / パネルデータ / 非定常時系列 / 非定常パネル時系列分析 |
Research Abstract |
This research topic is one of the most advancing research areasin recent econometric analysis and is useful when the sample size obtained from time series data is small. This project focuses on the following two points. (1) We apply various types of nonstationary panel time series techniques to actual data, and examine the economic implications of empirical results. (2) We analyze the small sample properties of CIPS test developed by Pesaran (2007).
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Report
(7 results)
Research Products
(25 results)