Panel Database and its Statistical Analysis on the Network

网络面板数据库及其统计分析

• 批准号: 08209114
• 负责人: BAN Kanemi
• 金额: $ 11.26万
• 依托单位: OSAKA UNIVERSITY
• 依托单位国家: 日本
• 项目类别: Grant-in-Aid for Scientific Research on Priority Areas
• 财政年份: 1996
• 资助国家: 日本
• 起止时间: 1996 至 1998
• 项目状态: 已结题
• 来源: https://kaken.nii.ac.jp/en/grant/KAKENHI-PROJECT-08209114/
• 关键词: Pseudo; Panel; Cohort; Repeated Cross Section; Liquidity; 最適階層選択; 単位根; 共和分; 疑似パネル; 企業データ; 全国消費実態調査; パネルデータ; 疑似パネルデータ; 財務データ; 企業投資; パネル分析; 企業財務; 企業行動; コ-ホ-ト; ミクロデータ; 計量経済学; 日経金融行動調査

Least squares on the pooled cross-section and time series data yields inconsistent estimator if unobserved individual effects and disturbances are correlated. It is well known that an instrumental variable estimator yields a consistent estimator for these repeated cross section. The most important class of instruments is based on functions of time, because the fixed effect is time-invariant and hence must be uncorrelated with functions of time. Micro data usually contain information on exogenous time invariant characteristic such as the year of birth. The special case of this instrumental variable estimator is to compute group means of age-cohort cells, and use them in regression with cohort dummy. This method is called "Pseudo Panel Data".We constructed pseudo panel data from the Family Income and Expenditure Survey conducted in 1984, 1989 and 1994. We consider the age of household heads and the residential location as the time-invariant variables. We aggregate the sample of household … More s by ages and locations, in which age of head was between 20 and 70 years old in 1984, and the 47 prefectures are treated as locations. Consequently, we have the following cohorts.Then, we estimated the model of consumption and liquidity constraints. In this model, implications for consumption in the presence borrowing constraints are derived and tested using the pseudo panel data. The estimated results support, the hypothesis that an inability to borrow against future labor income affects the consumption expenditures.We developed a database of corporate firms, which includes financial data of more than 2000 companies in Japan over 40 years. The Japan Development Bank supplies original data. The database is constructed on the WWW server at the Faculty of Economics, Osaka University. The URL address is http://panel.econ.osaka-u.ac.jp/micro/. Using these data, we examine the relationship between uncertainty and corporate fixed investment for Japanese manufacturing industries by estimating the investment function. Less

如果未观察到的单个效果和干扰是基于时间的功能，则在工具的跨系列数据上产生估计值。出生年份。头部和时间不变的可变性。和流动性的限制，在存在借用的限制中对消费的影响，并使用伪面板数据进行了测试。其中包括日本超过40多家公司的财务数据。日本开发银行提供原始数据。通过估计投资功能，对日本制造业的投资进行了固定的投资。

项目成果

小川一夫・鈴木和志: "Land Value and Corporade Investrent" Journal of the Japanese and International Economies. Vol.12. 232-249 (1998)

Kazuo Okawa 和 Kazushi Suzuki：“土地价值和企业投资”《日本和国际经济杂志》第 12 卷（1998 年）。

伴金美: "擬似パネルデータ"統計. 49巻6号. 39-40 (1998)

Ban Kanemi：“伪面板数据”统计，第 49 卷，第 6 期，39-40 (1998)。

小川一夫・鈴木和志: "土地価格の変動と設備投資:パネルデータによる分析"経済研究. 48巻3号. 218-226 (1997)

Kazuo Okawa 和 Kazushi Suzuki：“土地价格波动和资本投资：使用面板数据进行分析”《经济研究》第 48 卷，第 3 期。218-226（1997 年）。

伴 金美: "疑似パネルデータの作成" 統計. 49巻6号. 39-40 (1998)

Kanemi Ban：“伪面板数据的创建”统计，第 49 卷，第 6 期，39-40。

小川一夫・鈴木和志: "土地価格の変動と設備投資:パネルデータによる分析" 経済研究. 48巻3号. 218-226 (1997)

Kazuo Okawa 和 Kazushi Suzuki：“土地价格波动和资本投资：使用面板数据进行分析”《经济研究》第 48 卷，第 3 期。218-226（1997 年）。