摘要
研究了变系数联立模型的参数的估计问题,利用变窗宽局部线性两阶段最小二乘法对变系数联立模型的系数进行了估计,进而得到了估计量的大样本性质。
In this paper, parameter estimation problem for varying coefficient simultaneous equation models were investigated. We estimate its coefficient via local linear estimation by 2SLS with variable bandwidth for every structural equation. Further, large sample properties were obtained.
出处
《广东石油化工学院学报》
2013年第3期71-74,78,共5页
Journal of Guangdong University of Petrochemical Technology
关键词
联立模型
变窗宽估计
两阶段最小二乘法
simuhaneous equation models
variable bandwidth estimation
two stage least squares
