THE NUMERICAL VALUES OF SOME KEY PARAMETERS IN ECONOMETRIC-MODELS

被引：13

作者：

ANDERSON, TW ^{[1
]}

MORIMUNE, K ^{[1
]}

SAWA, T ^{[1
]}

机构：

[1] KYOTO UNIV,SAKYO KU,KYOTO 606,JAPAN

来源：

JOURNAL OF ECONOMETRICS | 1983年 / 21卷 / 02期

关键词：

D O I：

10.1016/0304-4076(83)90015-5

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：229 / 243

页数：15

共 22 条

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ANDERSON, TW ;

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ANDERSON, TW ;

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[3] EVALUATION OF THE DISTRIBUTION FUNCTION OF THE 2-STAGE LEAST-SQUARES ESTIMATE [J].

ANDERSON, TW ;

SAWA, T .

ECONOMETRICA, 1979, 47 (01) :163-182

[4] EVALUATION OF THE DISTRIBUTION FUNCTION OF THE LIMITED INFORMATION MAXIMUM-LIKELIHOOD ESTIMATOR [J].

ANDERSON, TW ;

KUNITOMO, N ;

SAWA, T .

ECONOMETRICA, 1982, 50 (04) :1009-1027

[5] ASYMPTOTIC EXPANSION OF DISTRIBUTION OF LIMITED INFORMATION MAXIMUM LIKELIHOOD ESTIMATE OF A COEFFICIENT IN A SIMULTANEOUS EQUATION SYSTEM [J].

ANDERSON, TW .

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION, 1974, 69 (346) :565-573

[6] ASYMPTOTIC EXPANSIONS OF DISTRIBUTIONS OF ESTIMATES IN SIMULTANEOUS EQUATIONS FOR ALTERNATIVE PARAMETER SEQUENCES [J].

ANDERSON, TW .

ECONOMETRICA, 1977, 45 (02) :509-518

[7]

ANDERSON TW, 1950, ANN MATH STATISTICS, V21, P77

[8]

ANDERSON TW, 1977, EC SERIES I MATH STU, V239

[9] A SYSTEM OF EQUATIONS EXPLAINING THE UNITED STATES TRADE CYCLE, 1921 TO 1941 [J].

Clark, Colin .

ECONOMETRICA, 1949, 17 (02) :93-124

[10]

GIRSHICK MA, 1953, STATISTICAL ANAL DEM

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