高维面板数据模型中协变量选择和异方差检验-数量经济学专业论文.docxVIP

Ab Abstract PAGE PAGE IV Abstract Panel data are important data types in the fields of econometrics and statistics. A panel data set usually contains observations of individuals at several time points. As the observations at different time points from an individual are probably correlated and possess some common characteristics, treating panel data as a simple random sample from some population is generally inappropriate. To analyze panel data, mixed models with random effects are frequently employed, among which linear mixed models are mostly focused. By introducing random effects, these m