A Discussion about Cross-section Error of Panel Data Following ARCH Distribution

作者：Ren Yanyan^*; Hua Xiaoan

来源：Conference of the International-Institute-of-Applied-Statistics-Studies.

• Panel Data Model
• Matrix Spectral Decomposition
• ARCH Model

This paper discusses about issues oil the model setting and parameter estimation of cross-section error v(it) following ARCH distribution. With the skill-matrix spectral Decomposition-problems initially solved by GLS method can be solved just by OLS method which simplifies the operation process. This paper also verified the predominance Of Our estimation method by Monte-Carlo stochastic Simulation.

• 出版日期2008
• 单位山东大学