{"created":"2021-03-01T07:02:01.437976+00:00","id":42171,"links":{},"metadata":{"_buckets":{"deposit":"0dd3298a-5273-440d-836b-0e4c2e535baa"},"_deposit":{"id":"42171","owners":[],"pid":{"revision_id":0,"type":"depid","value":"42171"},"status":"published"},"_oai":{"id":"oai:repository.dl.itc.u-tokyo.ac.jp:00042171","sets":["62:7433:7434","9:7435:7436"]},"item_8_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2010-12","bibliographicIssueDateType":"Issued"},"bibliographicVolumeNumber":"CIRJE-F-780","bibliographic_titles":[{"bibliographic_title":"Discussion paper series. CIRJE-F"}]}]},"item_8_description_13":{"attribute_name":"フォーマット","attribute_value_mlt":[{"subitem_description":"application/pdf","subitem_description_type":"Other"}]},"item_8_description_5":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"We consider the estimation of coefficients of a dynamic panel structural equation in the simultaneous equation models. As a semi-parametric method, we introduce a class of modifications of the limited information maximum likelihood (LIML) estimator to improve its asymptotic properties as well as the small sample properties when we have individual heteroscedasticities. We shall show that an asymptotically optimal modification of the LIML estimator, which is called AOM-LIML, removes the asymptotic bias caused by the forward-filtering and improves the LIML and other estimation methods with individual heteroscedasticities.","subitem_description_type":"Abstract"}]},"item_8_description_6":{"attribute_name":"内容記述","attribute_value_mlt":[{"subitem_description":"本文フィルはリンク先を参照のこと","subitem_description_type":"Other"}]},"item_8_publisher_20":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"日本経済国際共同センター"}]},"item_8_relation_25":{"attribute_name":"関係URI","attribute_value_mlt":[{"subitem_relation_type_id":{"subitem_relation_type_id_text":"http://www.cirje.e.u-tokyo.ac.jp/research/dp/2010/2010cf780ab.html","subitem_relation_type_select":"URI"}}]},"item_8_source_id_10":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AA11450569","subitem_source_identifier_type":"NCID"}]},"item_8_subject_15":{"attribute_name":"日本十進分類法","attribute_value_mlt":[{"subitem_subject":"335","subitem_subject_scheme":"NDC"}]},"item_8_text_21":{"attribute_name":"出版者別名","attribute_value_mlt":[{"subitem_text_value":"Center for International Research on the Japanese Economy"}]},"item_8_text_4":{"attribute_name":"著者所属","attribute_value_mlt":[{"subitem_text_value":"Graduate School of Economics, University of Tokyo"},{"subitem_text_value":"Institute of Statistical Mathematics"}]},"item_access_right":{"attribute_name":"アクセス権","attribute_value_mlt":[{"subitem_access_right":"metadata only access","subitem_access_right_uri":"http://purl.org/coar/access_right/c_14cb"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"Kunitomo, Naoto"}],"nameIdentifiers":[{"nameIdentifier":"97071","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"Akashi, Kentaro"}],"nameIdentifiers":[{"nameIdentifier":"97072","nameIdentifierScheme":"WEKO"}]}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"Dynamic Panel Structural Equation","subitem_subject_scheme":"Other"},{"subitem_subject":"Individual Heteroscedasticity","subitem_subject_scheme":"Other"},{"subitem_subject":"AOM-LIML Estimation","subitem_subject_scheme":"Other"},{"subitem_subject":"Forward-filtering","subitem_subject_scheme":"Other"},{"subitem_subject":"Asymptotic Optimality","subitem_subject_scheme":"Other"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"eng"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"technical report","resourceuri":"http://purl.org/coar/resource_type/c_18gh"}]},"item_title":"An Aysmptotically Optimal Modification of the Panel LIML Estimation for Individual Heteroscedasticity","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"An Aysmptotically Optimal Modification of the Panel LIML Estimation for Individual Heteroscedasticity"}]},"item_type_id":"8","owner":"1","path":["7436","7434"],"pubdate":{"attribute_name":"公開日","attribute_value":"2013-05-31"},"publish_date":"2013-05-31","publish_status":"0","recid":"42171","relation_version_is_last":true,"title":["An Aysmptotically Optimal Modification of the Panel LIML Estimation for Individual Heteroscedasticity"],"weko_creator_id":"1","weko_shared_id":null},"updated":"2022-12-19T04:17:19.070762+00:00"}