| 经济计量模型中误差方差的实用估计 |
| |
| 引用本文： | 胡南桦. 经济计量模型中误差方差的实用估计[J]. 厦门大学学报(自然科学版), 1990, 29(3): 262-264 |
| |
| 作者姓名： | 胡南桦 |
| |
| 作者单位： | 厦门大学数学系 |
| |
| 摘 要： | 在一般条件下讨论了实用的经济计量模型中扰动项方差的上界,并说明在相当大一类估计方法中,Dufour(1998)的结论仍是成立的。
|
| 关 键 词： | 经济计量模型 扰动项方差 估计 |
The Practical Estimators of the Disturbance Variance in Ecoometric Models |
| |
| Hu Nanhua Dept. of Math.. The Practical Estimators of the Disturbance Variance in Ecoometric Models[J]. Journal of Xiamen University(Natural Science), 1990, 29(3): 262-264 |
| |
| Authors: | Hu Nanhua Dept. of Math. |
| |
| Affiliation: | Hu Nanhua Dept. of Math. |
| |
| Abstract: | Under some general assumptions, the upper bound of the estimators of the disturbance variance in econometric models is discussed . The conclusion given in Dufour(1988) is still valid among a quite large class of econometric estimating mathods. |
| |
| Keywords: | Disturbance variance Consistent estimator |
| 本文献已被 CNKI 维普 等数据库收录！ |
