{"created":"2023-05-15T12:19:08.421121+00:00","id":9300,"links":{},"metadata":{"_buckets":{"deposit":"6189e95f-89ce-4aa5-ab1e-c72533150fb9"},"_deposit":{"created_by":1,"id":"9300","owners":[1],"pid":{"revision_id":0,"type":"depid","value":"9300"},"status":"published"},"_oai":{"id":"oai:kansai-u.repo.nii.ac.jp:00009300","sets":["528:1287:1304:1378"]},"author_link":["18477","18478"],"item_10_alternative_title_20":{"attribute_name":"その他のタイトル","attribute_value_mlt":[{"subitem_alternative_title":"Theory and application of the Fama-MacBeth and the Cluster-robust methods in panel data analysis"}]},"item_10_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2017-09-25","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"2","bibliographicPageEnd":"67","bibliographicPageStart":"43","bibliographicVolumeNumber":"62","bibliographic_titles":[{"bibliographic_title":"關西大學商學論集"}]}]},"item_10_description_4":{"attribute_name":"概要","attribute_value_mlt":[{"subitem_description":"本稿では，パネル推定で，誤差項が標準的仮定を満たしていない場合の対処法として会計・ファイナンスの実証研究で頻繁に用いられていFamaMacBeth (FM)および Clusterrobust (CR) の手法について，理論的分析を行うと共に，その使用に関する実務的指針を述べている。本稿の理論的分析からは，FMとCRの手法ではその発想が全く異なっているが，説明変数の変動が年度間でそれ程大きくない場合には，FMの手法は，年度に関するOne-way CRの手法と同様に，誤差項の未知のクロスセクショナルな相関に対処することができるという結論を得ている。さらに，企業数に比して年度数の少ないショート・パネルを用いた場合には，FMの手法，Two-way CRの手法，年度に関するOne-way CRの手法の何れの手法を用いても，得られる標準誤差には大差がないという考察を導いており，実証分析においてもそれを支持する結果を得ている。本稿の結果は，その広範な普及にも関わらずこれまで理論的な分析が殆ど行われてこなかったFMの手法を理論的に解明し，CRの手法との関連性を導いている点で，今後の両手法の使用に関して一定の指針を与えるものと考えられる。","subitem_description_type":"Other"}]},"item_10_description_5":{"attribute_name":"内容記述","attribute_value_mlt":[{"subitem_description":"本研究は，平成28年度関西大学研修員研修費およびJSPS科研費16K03762の助成を受けて行\nったものである。","subitem_description_type":"Other"}]},"item_10_full_name_3":{"attribute_name":"著者別名","attribute_value_mlt":[{"nameIdentifiers":[{"nameIdentifier":"18478","nameIdentifierScheme":"WEKO"}],"names":[{"name":"Ota, Koji"}]}]},"item_10_publisher_34":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"關西大學商學會"}]},"item_10_source_id_10":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AN00047023","subitem_source_identifier_type":"NCID"}]},"item_10_source_id_8":{"attribute_name":"ISSN","attribute_value_mlt":[{"subitem_source_identifier":"04513401","subitem_source_identifier_type":"ISSN"}]},"item_10_version_type_17":{"attribute_name":"著者版フラグ","attribute_value_mlt":[{"subitem_version_resource":"http://purl.org/coar/version/c_970fb48d4fbd8a85","subitem_version_type":"VoR"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"太田, 浩司"}],"nameIdentifiers":[{},{},{}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2019-05-22"}],"displaytype":"detail","filename":"KU-1100-20170925-03.pdf","filesize":[{"value":"14.6 MB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"KU-1100-20170925-03.pdf","url":"https://kansai-u.repo.nii.ac.jp/record/9300/files/KU-1100-20170925-03.pdf"},"version_id":"fd2a3f7d-bf8b-47f9-b651-6d97324a200f"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"関西大学商学論集","subitem_subject_scheme":"Other"},{"subitem_subject":"関西大学","subitem_subject_scheme":"Other"},{"subitem_subject":"Kansai University","subitem_subject_scheme":"Other"},{"subitem_subject":"Fama-MacBeth (1973)手法","subitem_subject_scheme":"Other"},{"subitem_subject":"Cluster-robust手法","subitem_subject_scheme":"Other"},{"subitem_subject":"頑健性のある標準誤差","subitem_subject_scheme":"Other"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"jpn"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"departmental bulletin paper","resourceuri":"http://purl.org/coar/resource_type/c_6501"}]},"item_title":"パネル分析におけるFama-MacBethとCluster-robustの手法の理論と応用","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"パネル分析におけるFama-MacBethとCluster-robustの手法の理論と応用"}]},"item_type_id":"10","owner":"1","path":["1378"],"pubdate":{"attribute_name":"公開日","attribute_value":"2017-09-28"},"publish_date":"2017-09-28","publish_status":"0","recid":"9300","relation_version_is_last":true,"title":["パネル分析におけるFama-MacBethとCluster-robustの手法の理論と応用"],"weko_creator_id":"1","weko_shared_id":1},"updated":"2023-05-15T15:43:25.575482+00:00"}