面板数据和混合数据分析相关总结.pdf

面板数据相关总结 如果不愿意看理论部分，请直接跳到第11 页，看eviews 操作部分。 （一）概念 1.古扎拉蒂认为面板数据就是横截面和时间序列的混合。但是面板数据观测 对象是既定的，《计量经济学基础》第四版，英文版第17 章，636 页。 In Chapter 1 we discussed briefly the types of data that are generally availablefor empirical analysis, namely, time series, cross section, and panel. In time series data we observe the values of one or more variables over a period of time (e.g., GDP for several quarters or years). In cross-section data,values of one or more variables are collected for several sample units, or entities,at the same point in time (e.g., crime rates for 50 states in the UnitedStates for a given year). In panel data the same cross-sectional unit (say afamily or a firm or a state) is surveyed over time. In short, panel data have space as well as time dimensions. There are other names for panel data, such as pooled data (pooling of time series and cross-sectional observations), combination of time series and cross-section data, micropanel data, longitudinal data (a study overtime of a variable or group of subjects), event history analysis (e.g., studyingthe movement over time of subjects through successive states or conditions),cohort analysis (e.g., following the career path of 1965 graduates of a businessschool). Although there are subtle variations, all these names essentially connote movement over time of cross-sectional units.We will therefore use theterm panel data in a generic sense to include one or more of these terms. And we will call regression models based on such data panel data regression models. 2.伍德里奇认为面板数据有别于(独立)横截面和时间序列的混合。但和古扎拉蒂 相仿，伍德里奇认为，面板数据中不同时期的观测个体不变。而(独立)横截面和 时间序列的混合中，观测个体是随机的，由此引出的方法是可以令截距或斜率变 动，来进行独立横截面和时间序列的分析。《计量经济学导论》第2 版，英文版 第13 章，408 页。 We will analyze two kinds of data sets in this chapter. An independently pooled cross