摘要
研究Box-Cox转换在经济计量学中货币需求函数的函数形式设定方面的应用。并讨论与此有关的极大似然估计方法和似然比检验统计量的构造。并指出Box-Cox变换应用中的几个需要注意的问题。
The application of Box-Cox transformation in econometrics is discussed in detail.The specification of function form in the demand for money is a special case of those applications.The statistical inference of Box-Cox transformation is considered.A related use of maximum likelihood method is given.The paper ended with some remarks.
出处
《北京航空航天大学学报》
EI
CAS
CSCD
北大核心
1990年第3期72-77,共6页
Journal of Beijing University of Aeronautics and Astronautics
关键词
货币
需求函数
变量转换
transformation of variables,demand for maney,likelihood ratio statistics,truncated distribution.
