论文检索

扰动协方差矩阵未知时的系数先验信息AI 解读

usefulness of prior information. Viewed broadly, this theme has encompassed such diverse topics as the estimation of a system of simultaneous structural equations, the specification and estimation of distributed lags, and the formal integration of stochastic prior and sample information through Bayes' theorem. Without exception, the results have encouraged the incorporation of further prior information into our statistical procedures, in the sense that the judicious use of…

若干收入不平等测度的大样本理论AI 解读

THE MEASUREMENT of economic inequality is a timely and important topic. Often the Gini index or the entire Lorenz curve is used; however, the relative mean deviation (or Pietra ratio) has been used by Schutz [9] and Budd [1] to study United States data. Eltet6 and Frigyes [2] developed new measures to aid in their analysis of Hungary's income distribution, and Kondor [6] has shown that these new indices are related to the relative mean deviation. In order to draw valid…

摘要暂缺

摘要暂缺

摘要暂缺

摘要暂缺

未知参数非线性计量经济系统的控制AI 解读

An approximate solution, based on the method of dynamic programming, is provided for the optimal control of a system of nonlinear structural equations in econometrics with unknown parameters using a quadratic loss function. It generalizes the methods previously proposed by the author for the control of a nonlinear econometric model with constant parameters and of a linear econometric model with uncertain parameters. It is an improvement over the method of certainty…

摘要暂缺

摘要暂缺

摘要暂缺

摘要暂缺

摘要暂缺

摘要暂缺

摘要暂缺

基于分组数据的洛伦兹曲线与基尼指数插值AI 解读

ECONOMISTS OFTEN SUMMARIZE the income distribution by the Lorenz curve and Gini index. A variety of parametric methods (e.g., [1 and 8]) have been developed to estimate these measures from the grouped income data governments provide (e.g., [3 and 12]). Previously, one of the authors developed a distribution-free approach [5] which yielded accurate bounds on the Gini index. While analogous bounds on the Lorenz curve can be obtained [5 and 10], the resulting curve is not…

摘要暂缺

乘法模型中的点估计AI 解读

In a multiplicative model it is usual to assume that the logarithm of the disturbance variable is normally distributed with unknown variance a2 and with a mean which is either zero or - la2 according to the viewpoint taken of the object of the model. It is shown that, for each of several estimation criteria, the two assumptions lead to precisely the same point estimators of the exponents of the explanatory variables in the model and of the conditional mean, median, and mode…

迭代最小距离估计量与准极大似然估计量AI 解读

A multiple equation nonlinear regression model with serially independent disturbances is considered. The estimation of the parameters in this model by maximum likelihood and minimum distance methods is discussed and our main subject is the relationship between these procedures. We establish that if the number of observations in a sample is sufficiently large, the iterated minimum distance procedure converges almost surely and the limit of this sequence of iterations is the…

摘要暂缺

摘要暂缺

摘要暂缺

The following sections are included:INTRODUCTIONSTABILITY OF DISTRIBUTED LAG MODELS IN THE MORISHIMA CASECONCLUSIONS AND EXTENSIONSREFERENCES(This abstract was borrowed from another version of this item.)

摘要暂缺

摘要暂缺