摘要
本文主要对非平稳二元选择模型的显著性检验进行研究.研究结果显示,当真实参数为零时,t统计量依分布收敛于标准正态分布.同时联合显著性检验统计量Wald、LM和LR渐近相等且依分布收敛于卡方分布.
This paper investigates the test of significance for the binary choice model with stochastic trend process. The results show that when the true parameter vector is zero, the limiting distribution of the t statistic follows standard normal distribution. The joint significance test statistics Wald, LM and LR are asymptotically equivalent and have a Chi-square limiting distribution.
出处
《应用概率统计》
CSCD
北大核心
2016年第3期301-312,共12页
Chinese Journal of Applied Probability and Statistics
基金
supported by China Scholarship Council and China's Civil Aviation Social Economic Contribution Evaluation Theory and Empirical Research(3122015Z008)
