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Title:	追蹤資料分量迴歸之內生性問題 Panel Data Quantile Regression with Endogeneity
Authors:	朱韋杰 Chu, Wei-Chieh
Contributors:	林馨怡 Lin, Hsin-Yi 朱韋杰 Chu, Wei-Chieh
Keywords:	分量迴歸追蹤資料內生性
Date:	2018
Issue Date:	2018-07-03 17:33:51 (UTC+8)
Abstract:	本文結合 Canay(2011)和 Lee(2007)的做法，提出三階段估計，以解決追蹤資料分量迴歸模型的內生性問題。本論文提出的方法具有估計簡便且計算快速的優點，同時本論文利用數學證明其大樣本性質。最後，經由蒙地卡羅(Monte Carlo)模擬，本論文發現，在小樣本之下，本論文提出的三階段估計確實可以有效解決追蹤資料分量迴歸內生性問題。三階段估計相較於文獻的其他估計方法，可大幅地減少估計時間。
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Description:	碩士國立政治大學經濟學系 105258030
Source URI:	http://thesis.lib.nccu.edu.tw/record/#G0105258030
Data Type:	thesis
DOI:	10.6814/THE.NCCU.ECONO.001.2018.F06
Appears in Collections:	[Department of Economics] Theses

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