摘要
根据LS估计理论,对Cobb-Douglas生产函数经典参数估计模型存在的问题进行了分析.通过变量变换对该模型中随机误差的方差进行了修正,建立了一个新的参数估计模型.新模型满足Gauss-Markov假定,具有LS估计的优良性质.实例分析表明,新模型的参数估计精确度明显高于经典模型.
According to the theory of least-square estimation, the problems existing in classical parameter estimation model for the Cobb-Douglas production function are analyzed. Variations of random errors in the model are corrected by the transformation of variable. A model of parameter estimation is established which satisfies the gauss-markov hypothesis and possesses good qualities of least-square estimation. The example analysis indicates that the precision of parameter estimation of the model is higher than the one of classical parameter estimation model.
出处
《哈尔滨工业大学学报》
EI
CAS
CSCD
北大核心
2004年第11期1575-1577,共3页
Journal of Harbin Institute of Technology