双重异类持续时间模型的联合逻辑分布解

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摘要本文展现了一种新的分析持续时间变量的计量经济学模型。在持续性分析中,我们会遇到两种不同状态的时间持续变量共存的情况,这个模型是用来估计这类情况持续时间模型的参数的。这个模型的特点是采用联合逻辑分布的函数方程式来设计可能性方程,从而可用最大似然法来求解。本文还用实际数据检验了这个方法的有效性。

作者黄少敏

机构地区刘易斯-科拉克州立大学

出处《经济科学》 CSSCI 北大核心 2004年第3期83-91,共9页 Economic Science

关键词双重异类持续时间模型计量经济学模型时间持续变量最大似然法持续性分析风险方程联合逻辑分布解

参考文献12

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经济科学

2004年第3期

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