【導(dǎo)讀】PanelData可譯成“板面數(shù)據(jù)”、“時(shí)空數(shù)據(jù)”，按照比較權(quán)威的。這種多重觀察既包括對樣本單位在某一時(shí)期（時(shí)點(diǎn)）上多個(gè)特性進(jìn)行觀察，也。最早是Mundlak、Balestra和Nerlove把PanelData引入到經(jīng)濟(jì)計(jì)量中。社會學(xué)、心理學(xué)等領(lǐng)域。從1990年到目前為止，已有近1000篇有關(guān)PanelData理論性和。應(yīng)用性的文章發(fā)表，PanelData研究成為近十年來經(jīng)濟(jì)計(jì)量學(xué)的一個(gè)熱點(diǎn)。PanelData在經(jīng)濟(jì)學(xué)領(lǐng)域的應(yīng)用逐漸被經(jīng)濟(jì)計(jì)量學(xué)家推廣。家庭消費(fèi)、入學(xué)、市場營銷等領(lǐng)域。NLS數(shù)據(jù)集包括5個(gè)獨(dú)立的與勞動(dòng)力有關(guān)的板面數(shù)據(jù)集，這5個(gè)板面數(shù)據(jù)集的。觀察了15年，最后一個(gè)青年群體在被連續(xù)觀察了15. 年后，又被繼續(xù)觀察了6年。汽車擁有等方面。收集這些PanelData數(shù)據(jù)集主要是為了研究美國貧窮人口狀況及其貧窮。第九屆國際PanelData會議于2020年6月22-23日在日內(nèi)瓦大學(xué)舉行，入會者均是從事PanelData研究的經(jīng)濟(jì)學(xué)家、經(jīng)濟(jì)計(jì)量學(xué)家、統(tǒng)計(jì)學(xué)家和社會學(xué)家。此外，PanelData分析能夠控制在時(shí)間序列和橫截面研究中不能控制的涉及。允許在有異方差、自相關(guān)性和等相關(guān)矩陣塊情況下，用GLS估計(jì)。

　　

【正文】 * 出版介紹 Panel data 理論和應(yīng)用的書籍 * 在宏觀和微觀領(lǐng)域廣泛應(yīng)用 Panel data 分析 * 舉辦經(jīng)濟(jì)計(jì)量學(xué)博士生論壇 參考文獻(xiàn)： Balestra, P., and M. Nerlove (1966) Pooling CrossSection and TimeSeries Data in the Estimation of a Dynamic Economic Model: The Demand for Natural Gas, Econometric, 34, 585612 Mundlak, Y., (1961) Empirical Productions Free of Management Bias, Journal of Farm Economics, 43, 4456 Honore, E. Bo and Kyriazidou Ekaterini (2020) Panel Data Discrete Choice Models with Lagged Dependent Variables, Econometrica, Vol. 68,839874 Lee MyoungJae (1999) A RootN Consistent Semiparametric Estimation for RelatedEffect Binary Response Panel Data, Econometrica, , , 427433 Charlier Erwin, Melenberg Bertrand and Soest Arthur van (2020) Estimation of a censored regression panel data model using conditional moment restrictions efficiently, Journal of econometrics, Vol. 95,2556 Inkmann Joachim (2020) Misspecified heteroskedasticity in the panel probit model:A small sample parison of GMM and SML estimaitors, Journal of Econometrics , Vol. 97, 227259 Wooldridge M. Jeffrey (1999) Distributionfree estimation of some nonlinear panel data models,Journal of Econometrics, Vol. 90, 7797 Bertschek Irene and Lechner Michael (1998) Convenient estimators for the panel probit model, Journal of Econometrics, ,329371 Li Q., and Hsiao C. (1998) Testing serial correlation in semiparametric panel data models, Journal of Econometrics, Vol. 87,207237 Li Qi and Stengos Thanasis (1996) Semiparametric estimation of Partially linear panel data models,Juornal of Econometrics,389397 A Kamil Tahmiscioglu (2020) Intertemporal variation in financial constraints on investment: A timevarying parameter approach using panel data ,Journal of Business amp。 Econometric Statistics, ,153166 Ahn Seung Chan (2020) GMM estimation of linear panel data models with timevarying individual effects, Journal of Econometrics, , Iss. 2, 219 Banerjee Anindya (1999) Panel data unit roots and cointegration: An overview,Oxford Bulletin of Economics and Statistics,Special Issue,608628 Culver . and Papell . (1997) Is there a unit root in the inflation rate? Evidence from sequential break and panel data models, Journal of Applied Economics,Vol. 12, 435444 Fisher . (1932) statistical Methods for Research Workers,Oliver amp。 Boyd,Edinburgh,4th Edition Funk Mark and Strauss Jack (2020) The longrun relationship between productivity and capital, Economics Letters, Vol. 69 ,213217 Hall . and Urga G. (1998) Stochastic Common Trends and Longrun Relationship in Heterogeneous Panels, Centre for Economic Forecasting, London Business School Harris . Richard and Tzavalis Elias (1999) inference for unit roots in dynamic panels where the time dimension is fixed, Journal of Econometrics,Vol. 91,201226 Im ., Pesaran . and Smith R. (1997) Testing for unit roots in heterogeneous panels,Mimeo,Departmeny of applied Economics , Unversity of Cambridge Kao C (1999) Spurious regression and residualbased tests for cointegrstion in Panel Data, Journal of Econometrics,Vol. 90,144 Kao c and Chiang M (1998) On the estimation and inference of a cointegrated Regression in Panel Data,Mimeo, Centre for policy research,Syracuse Unversity,January Karisson Sune and Lothgren Michael (2020) On the power and interpretation of panel unit root tests, Economics Letters, Vol. 66, 249245 Larsson R , Lyhagen J and Lothgren M (1998) Likelihoodbased cointegration tests ih heterogeneous Panels,Mimeo Lee ., Pesaran . and Smith R (1997) Growth and Convergence in a MultiCountry Empirical Stochastic Solow model, Journal of applied Econometrics,Vol. 12, 357392 Levin A and Lin . (1992) Unit root tests in panel Data asymptotic and finite sample Properties,Department of Economics , University of California at San Diego, Discussion Paper No 9293 Levin A and Lin . (1993) Unit root Tests in panel Data New results, University of California at San Diego, Discussion Paper No 9356 MacDonald R. (1996) panel unit root test for exchange rates, Economics Letters,Vol. 50,711 McCoskey S. and Selden (1998) Health cares and GDP: panel data unit root test result, Journal of health Economics,Vol. 17,569570 McCoskey S and Kao C (1998a) A residualbased test for the null of cointegratopn in panel data, Econometric Reviews,Vol. 17, 157166 McCoskey S and Kao C (1998b) A Monte Carlo parison of tests for cointegration on Panel Data, Mimeo, Centre for policy Research, Syracuse University,February Oh . (1996) Purchasing power parity tests using panel data, journal of international money and finance,Vol. 15, 405418 Papell . (1997) Searching for test purchasing power parity under the current float, Journal of international Economics,Vol. 43, 313352 Pedroni P. (1995) Panel Cointegration asymptotic and finite sample Properties of Pooled time series tests with an application to the PPP Hypothesis , Indians University working papers in Economics No 95013 Pedroni P. (1996) fully modified OLS for Heterogeneous cointegrated Panels and the case of purchasing power parity,Indiana university working Papers in Economics No 96020 Pedroni P. (1997a) Panel Cointegration asymptotic and finite sample Properties of Pooled time Series Tests with an application to the PPP Hypothesis, New Results, Indiana University Working Paper in Economics Pedroni P. (1997b) On the Role of Cross Sectional Dependency inDynamic Panel unit root and Panel Cointegration Exchange rate Studies, Indiana university Working Paper in Economics Pedroni P. (1998) Testing for convergence to mon steady states in Nonstationary Heterogeneous Panels, Indiana university Working Paper in Economics Pedroni P. (1999) critical values for Cointegration tests in heterogeneous Panels with multiple Regression, Oxford Bulletin of Economics and Statistics, Special Issue,653670 Pesaran . and Smith R.