• Title/Summary/Keyword: Panel model

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A Test for Autocorrelation in Dynamic Panel Data Models

  • Jung, Ho-Sung
    • Proceedings of the Korean Statistical Society Conference
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    • 2005.11a
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    • pp.167-173
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    • 2005
  • This paper presents an autocorrelation test that is applicable to dynamic panel data models with serially correlated errors. The residual-based GMM t-test is a significance test that is applied after estimating a dynamic model by using the instrumental variable(IV) method and is directly applicable to any other consistently estimated residuals. Monte Carlo simulations show that the t-test has considerably more power than the $m_2$ test or the Sargan test under both forms of serial correlation (i.e., AR(1) and MA(1)).

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A TEST FOR AUTOCORRELATION IN DYNAMIC PANEL DATA MODELS

  • Jung, Ho-Sung
    • Journal of the Korean Statistical Society
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    • v.34 no.4
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    • pp.367-375
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    • 2005
  • This paper presents an autocorrelation test that is applicable to dynamic panel data models with serially correlated errors. The residual-based GMM t-test is a significance test that is applied after estimating a dynamic model by using the instrumental variable (IV) method and is directly applicable to any other consistently estimated residuals. Monte Carlo simulations show that the t-test has considerably more power than the $m_2$ test or the Sargan test under both forms of serial correlation (i.e., AR(1) and MA(1)).

Tests for Panel Regression Model with Unbalanced Data

  • Song, Suck-Heun;Jung, Byoung-Cheol
    • Journal of the Korean Statistical Society
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    • v.30 no.3
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    • pp.511-527
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    • 2001
  • This paper consider the testing problem of variance component for the unbalanced tow=-way error component model. We provide a conditional LM test statistic for testing zero individual(time) effects assuming that the other time-specific(individual)efefcts are present. This test is extension of Baltagi, Chang and Li(1998, 1992). Monte Carlo experiments are conducted to study the performance of this LM test.

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Asymptotic Distribution of the LM Test Statistic for the Nested Error Component Regression Model

  • Jung, Byoung-Cheol;Myoungshic Jhun;Song, Seuck-Heun
    • Journal of the Korean Statistical Society
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    • v.28 no.4
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    • pp.489-501
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    • 1999
  • In this paper, we consider the panel data regression model in which the disturbances have nested error component. We derive a Lagrange Multiplier(LM) test which is jointly testing for the presence of random individual effects and nested effects under the normality assumption of the disturbances. This test extends the earlier work of Breusch and Pagan(1980) and Baltagi and Li(1991). Further, it is shown that this LM test has the same asymptotic distribution without normality assumption of the disturbances.

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중국의 주택수급요인 변화성에 관한 연구 - 도시화, 소득변동, 수급가 변화에 대한 마르코프 체인(Markov Chains)과 패널모형(Panel Model) 응용을 중심으로 -

  • Chae, Dong-U;Jin, Guk-Hwa;Kim, Si-Yong
    • 중국학논총
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    • no.72
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    • pp.123-143
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    • 2021
  • 自2000年以來, 中國通過經濟的高速增長迅速成爲世界第二大經濟體。与其他發展中國家一樣, 中國通過以政府爲主導的經濟增長方式推動了城市化進程進而助長了住房需求的增加和住房价格的上漲, 幷由此造成貧富差距不斷加大等各种社會問題。本硏究主要分析影響中國住房供給因素的中國住房生態系統。 通過自2001-2019年馬爾可夫鏈模型和效應模型的分析結果表明, 不同地區的城市化發展程度和收入的變化等与住房供需的相關因素, 存在有意義的顯著差异。特别是人口密度和收入最高的地區, 大部分在20年的持續城市化和收入差距的影響下没有發生變化, 幷且大部分在集群内移動。考慮住房城市化變化因素和收入變化因素, 20年投資供需价格變化彈性約爲0.628, 銷售需求价格變化彈性約爲0.748。换言之, 在中國住房也是具有財務屬性的商品。基于這一論点, 如果中國政府實施符合住房供需關系的住房供給政策, 卽可縮小貧富差距, 也將能够實現收入再分配和促進經濟增長兩个目標。

Analysis of a Panel Contribution of a Vehicle Compartment Using the Acoustic Reciprocal Theorem (음향 상호성 이론을 이용한 승용차 차실 판넬의 기여도 해석)

  • Kim, M.G.;Park, T.W.;Lee, S.H.
    • Transactions of the Korean Society of Automotive Engineers
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    • v.2 no.2
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    • pp.59-72
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    • 1994
  • For a panel contribution of the passenger vehicle compartment, a model was created for acoustic analysis of the passenger vehicle compartment and through the acoustic normal modal analysis, frequencies and mode shapes of the resonance modes were calculated. Also, the contribution analysis of each panel was executed using acoustic reciprocal theorem, and through this analysis, normalized responses at the particular point indicate the relative contribution of each panel for generating noise and vibration

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Analysis of Inspection Ability of Panel Using BMPC Method

  • Shinji, Ohyama;Kim, Doh-Hyun
    • 제어로봇시스템학회:학술대회논문집
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    • 2001.10a
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    • pp.158.6-158
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    • 2001
  • A band function model paired comparison(BMPC) method is a kind of paired comparison methods. Considering that human has ambiguity, the BMPC method uses a monotonous increase function with the width as the human judgment characteristic. Since panel´s judgments do not always have enough response, it is very important to examine inspection abilities of each panel. In this study. We focus on the difference of band functions in each panel, which is the characteristic function of judgment in the BMPC method, and examine the method of obtaining panels inspection abilities. Three kinds of evaluation functions, "the dispersion of judgments", "the resolution", and "the difference of the judgments" are defined from Panel´s characteristic function of ...

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Electric Current Accelerated Degradation Test Design for OLED TV (OLED TV Panel의 전류가속열화시험 설계)

  • You, Ji-Sun;Lee, Duek-Jung;Oh, Chang-Suk;Jang, Joong Soon
    • Journal of Applied Reliability
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    • v.17 no.1
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    • pp.22-27
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    • 2017
  • Purpose: The purpose of this study is to estimate the life time of OLED TV panel through electric current ADT(Accelerated Degradation Test). Methods: We performed accelerated degradation test for OLED TV Panel at the room temperature to avoid high temperature impact on the luminance. Results: we got more accurately the life time of the OLED TV when we applied ADT without temperature factor than including both current and temperature. Conclusion: Until now, the ADT of the OLED TV has been conducted with temperature and current at the same time for reducing test time and costs. We estimate incorrect life time when the temperature is adopted as an accelerated factor. Due to the high temperature impact on the luminance of the OLED TV panel. So as to solve this problem, we discard temperature and use electric current only.

Nonlinear thermal buckling behaviour of laminated composite panel structure including the stretching effect and higher-order finite element

  • Katariya, Pankaj V.;Panda, Subrata K.;Mahapatra, Trupti R.
    • Advances in materials Research
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    • v.6 no.4
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    • pp.349-361
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    • 2017
  • The nonlinear thermal buckling load parameter of the laminated composite panel structure is investigated numerically using the higher-order theory including the stretching effect through the thickness and presented in this research article. The large geometrical distortion of the curved panel structure due to the elevated thermal loading is modeled via Green-Lagrange strain field including all of the higher-order terms to achieve the required generality. The desired solutions are obtained numerically using the finite element steps in conjunction with the direct iterative method. The concurrence of the present nonlinear panel model has been established via adequate comparison study with available published data. Finally, the effect of different influential parameters which affect the nonlinear buckling strength of laminated composite structure are examined through numerous numerical examples and discussed in details.

Dynamic Model Considering the Biases in SP Panel data (SP 패널데이터의 Bias를 고려한 동적모델)

  • 남궁문;성수련;최기주;이백진
    • Journal of Korean Society of Transportation
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    • v.18 no.6
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    • pp.63-75
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    • 2000
  • Stated Preference (SP) data has been regarded as more useful than Revealed Preference (RP) data, because researchers can investigate the respondents\` Preference and attitude for a traffic condition or a new traffic system by using the SP data. However, the SP data has two bias: the first one is the bias inherent in SP data and the latter one is the attrition bias in SP panel data. If the biases do not corrected, the choice model using SP data may predict a erroneous future demand. In this Paper, six route choice models are constructed to deal with the SP biases, and. these six models are classified into cross-sectional models (model I∼IH) and dynamic models (model IV∼VI) From the six models. some remarkable results are obtained. The cross-sectional model that incorporate RP choice results of responders with SP cross-sectional model can correct the biases inherent in SP data, and also the dynamic models can consider the temporal variations of the effectiveness of state dependence in SP responses by assuming a simple exponential function of the state dependence. WESML method that use the estimated attrition probability is also adopted to correct the attrition bias in SP Panel data. The results can be contributed to the dynamic modeling of SP Panel data and also useful to predict more exact demand.

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