關鍵字查詢 | 類別:研究報告 | | 關鍵字:具衡量誤差的追蹤資料隨機邊界模型之估計方法

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序號 學年期 教師動態
1 102/1 經濟系 陳怡宜 副教授 研究報告 發佈 具衡量誤差的追蹤資料隨機邊界模型之估計方法 , [102-1] :具衡量誤差的追蹤資料隨機邊界模型之估計方法研究報告具衡量誤差的追蹤資料隨機邊界模型之估計方法Estimation of Panel Stochastic Frontier Models with Errors in Variables陳怡宜淡江大學經濟學系衡量誤差; 隨機邊界模型; 長期追蹤資料; 一般化動差估計法; measurement errors; stochastic frontier model; panel data; GMM計畫編號:NSC102-2410-H032-012
 研究期間:201308~201407
 研究經費:270,000行政院國家科學委員會In this research we propose a GMM estimator for a panel stochastic frontier model where one of the explanatory variables is measured with errors. The problem of mismeasured variables are prevalent in empirical studies. The mismeasurement may arise from data aggregation, the use of self-reporting data, or the use of proxy variables when the actual data are not available. Under the assumption of classical measurement errors, the errors in variables would bias the coefficient estimate downward. The situation is particularly serious for fixed effect panel data models because the bias is magnified in the estimation process (Griliches and Hausman 1986). Although a few studies have devoted to the
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