Budget Amount *help |
¥3,640,000 (Direct Cost: ¥2,800,000、Indirect Cost: ¥840,000)
Fiscal Year 2015: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
Fiscal Year 2014: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
Fiscal Year 2013: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
|
Outline of Final Research Achievements |
We developed statistical procedures for examining the distribution of dynamic structures using panel data when the dynamic structure of economic variables are heterogeneous across observation units. In particular, we developed methods to estimate the distributions of heterogeneous mean, autocovariance, and autocorrelations, and derived the asymptotic properties of the proposed estimation methods. Further, we developed a bias correction method based on jackknife and statistical inference procedures based on bootstrap. Monte Carlo simulations were conducted to examine the finite sample properties of the proposed procedures. We carried out empirical analyses on income and productivity dynamics to illustrate the use of the proposed procedures.
|