| Budget Amount *help |
¥2,080,000 (Direct Cost: ¥1,600,000、Indirect Cost: ¥480,000)
Fiscal Year 2012: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2011: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000)
Fiscal Year 2010: ¥780,000 (Direct Cost: ¥600,000、Indirect Cost: ¥180,000)
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| Research Abstract |
In this project, I conducted research associated with the statistical analysis of dynamic panel data models. Specifically, (1) an analysis of the impact of initial conditions on the behavior of GMM estimator, (2) an analysis of the maximum likelihood estimator in the presence of cross-sectional heteroskedasticity, (3) an analysis of panel vector autoregressive models and dynamic panel data models with interactive fixed effects as an extension of conventional models.
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