Discovery Projects - Grant ID: DP150101012

Funding Activity

Website
http://dataportal.arc.gov.au/NCGP/Web/Grant/Grant/DP150101012

Funding Status
Closed

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Funded Activity Summary

Non- and Semi-Parametric Panel Data Econometrics: Theory and Applications. This project proposes to tackle several very important and difficult issues in modelling general climatological, economic and financial panel data that involve possible trending components. This project seeks to establish some general asymptotic theory for model estimation and specification technologies that are suited to such general nonlinear panel data that may be stochastically non-stationary and endogenous. The research outcomes of this project are expected to be applicable in evaluating and improving empirical model building and forecasting from better models in climatology, economics and finance with possible endogeneity and nonlinearity and non-stationarity.

Funded Activity Details

Start Date: 01-01-2015

End Date: 31-12-2019

Funding Scheme: Discovery Projects

Funding Amount: $296,700.00

Funder: Australian Research Council

Research Topics

ANZSRC Field of Research (FoR)

Econometric and Statistical Methods | Panel Data Analysis | Time-Series Analysis | Econometrics

ANZSRC Socio-Economic Objective (SEO)

Consumption | Economic Growth | Climate Change Models |

Other Keywords

Climate Change Models | Consumption | Econometric and Statistical Methods | Econometrics | Economic Growth | Panel Data Analysis | Time-Series Analysis

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