论文标题
看似无关和固定效应的面板回归：共线性和奇异分散
Seemingly unrelated and fixed-effect panel regressions: collinearity and singular dispersion
论文作者
论文摘要
本文讨论了多元线性回归模型中回归参数的识别条件，表示和关系，例如看似无关和固定效应面板模型。在设计矩阵中的显式和隐式限制，分散体的奇异性和多重共线性的情况下，对无限制的分散结构以及一般异质方程依赖性的识别介绍了结果。
The paper discusses identification conditions, representations and relations of generalized least squares estimators of regression parameters in multivariate linear regression models such as seemingly unrelated and fixed effect panel models. Results are presented on identification for unrestricted dispersion structure and general heteroskedasticity and cross-equation dependence, considering explicit and implicit restrictions, singularity of the dispersion and multicollinearity in the design matrix.
