{"created":"2021-03-01T07:02:48.098071+00:00","id":42857,"links":{},"metadata":{"_buckets":{"deposit":"987800ed-5f69-4a95-8e85-a7430fe3fbef"},"_deposit":{"id":"42857","owners":[],"pid":{"revision_id":0,"type":"depid","value":"42857"},"status":"published"},"_oai":{"id":"oai:repository.dl.itc.u-tokyo.ac.jp:00042857","sets":["62:7433:7434","9:7435:7436"]},"item_8_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2010-01","bibliographicIssueDateType":"Issued"},"bibliographicVolumeNumber":"CIRJE-F-708","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 develop the panel limited information maximum likelihood (PLIML) approach for estimating dynamic panel structural equation models. When there are dynamic effects and endogenous variables with individual effects at the same time, the PLIML estimation method for the filtered data does give not only a consistent estimator, but also it has the asymptotic normality and often attains the asymptotic bound when the number of orthogonal conditions is large. Our formulation includes Alvarez and Arellano (2003), Blundell and Bond (2000) and other linear dynamic panel models as special cases. We also compare the PLIML and dynamic GMM (generalized method of moments) estimation methods and suggest an asymptotically optimal modification of LIML under heteroscedastic disturbances among individuals.","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/2010/2010cf708ab.html","subitem_relation_type_select":"URI"}}]},"item_8_relation_28":{"attribute_name":"置換する","attribute_value_mlt":[{"subitem_relation_type":"replaces","subitem_relation_type_id":{"subitem_relation_type_id_text":"http://hdl.handle.net/2261/7382","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":"Institute of Statistical Mathematics"},{"subitem_text_value":"Graduate School of Economics, University of Tokyo"}]},"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":"Akashi, Kentaro"}],"nameIdentifiers":[{"nameIdentifier":"98525","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"Kunitomo, Naoto"}],"nameIdentifiers":[{"nameIdentifier":"98526","nameIdentifierScheme":"WEKO"}]}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"Dynamic Panel Structural Equations","subitem_subject_scheme":"Other"},{"subitem_subject":"PLIML","subitem_subject_scheme":"Other"},{"subitem_subject":"Dynamic GMM","subitem_subject_scheme":"Other"},{"subitem_subject":"Long Panel","subitem_subject_scheme":"Other"},{"subitem_subject":"Many Orthogonal Conditions","subitem_subject_scheme":"Other"},{"subitem_subject":"Forward Filtering","subitem_subject_scheme":"Other"},{"subitem_subject":"Backward Filtering","subitem_subject_scheme":"Other"},{"subitem_subject":"Asymptotic Optimality","subitem_subject_scheme":"Other"},{"subitem_subject":"Individual Heteroscedasticity","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":"The Limited Information Maximum Likelihood Approach to Dynamic Panel Structural Equations","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"The Limited Information Maximum Likelihood Approach to Dynamic Panel Structural Equations"}]},"item_type_id":"8","owner":"1","path":["7436","7434"],"pubdate":{"attribute_name":"公開日","attribute_value":"2017-01-17"},"publish_date":"2017-01-17","publish_status":"0","recid":"42857","relation_version_is_last":true,"title":["The Limited Information Maximum Likelihood Approach to Dynamic Panel Structural Equations"],"weko_creator_id":"1","weko_shared_id":null},"updated":"2022-12-19T04:18:00.035058+00:00"}