...的波动性度量是有偏的，为避免这点，Hau 使用 了值域(range)作为波动性度量的稳健指标 1 ；最后，采用面板回归(panel regression)研 究了法国证券市场的交易成本和波动率的关系。
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Panel Data Regression 模型 ; 分析
panel data regression model 回归模型
panel probit regression 如下面板概率回归
Poisson panel data regression 卜瓦松经纬资料回归
statistics regression polynomial panel 统计回归多项式面板
panel threshold regression 面板门限回归
Panel Transition Regression 面板转移回归
panel auto-regression model 面板自回归模型
Panel smooth transition regression 面板平滑转换模型
This paper builds a conditional two-factor measure model, and proves the efficiency of this model using panel data regression skill. The samples are 54 Chinese close-end funds.
基于此，本文构建了条件双因子评价模型，并且以中国全部54只封闭式基金为样本采用面板数据回归技巧验证了该模型的有效性。
By using panel data and fixed effects regression models, we have developed in this paper a new method which can be used to correct the omitted variable bias in some regression models.
一般的教材或研究文献没有谈及对其如何补救，该文提出一种采用面板数据和固定效应回归来对这种偏差进行补救的方法。
Panel spurious regression and. cointegration , especially panel cointegration of dependence section, is noteworthy. How to test and estimate the panel cointegration is also a important question.
面板数据的不稳定性导致的伪回归、协整检验及协整方程估计，尤其是部门依赖的协整检验及估计是一个有待解决的重要问题。
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