| 联立方程系统的递推估计形式 |
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| 引用本文： | 马树才,周敬业.联立方程系统的递推估计形式[J].河北大学学报(自然科学版),1992(3). |
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| 作者姓名： | 马树才 周敬业 |
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| 作者单位： | 辽宁大学
(马树才)，辽宁大学(周敬业) |
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| 摘 要： | (1)本文讨论了在经济计量研究中的联立方程系统在新增加样本容量下参数的递推估计问题。(2)给出的是简化式的递推估计方法;(3)给出的是恰好识别条件下,结构方程参数的递推估计方法;(4)给出的是过度识别条件下,结构方程参数的递推估计方法。
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| 关 键 词： | 联立方程 递推估计 |
The Form of Recurrence Estimation for the System of Simultaneous Lquations |
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| Ma Shucai Zhou Jingye.The Form of Recurrence Estimation for the System of Simultaneous Lquations[J].Journal of Hebei University (Natural Science Edition),1992(3). |
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| Authors: | Ma Shucai Zhou Jingye |
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| Institution: | Liaoning University |
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| Abstract: | (1)A problem on the recurrence estimation of the parameter for the system of simultaneous equations in the study of economic mearure is discussed when the content of samples is increased.(2)The simplified form for the method of recurrence estimation is presented.(3)The method of the recurrence estimation for the parameter of structure equation is presented under the conditions of exact recognition.(4)The method of the recurrence ertimation for the parameter of structure equation is presented under the conditions of excess recognition. |
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| Keywords: | Simultaneous equations Recurrence estimation |
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