相異한 ‘同時的 分散-共分散行列’을 갖는 線型엥겔曲線體系의 全情報最尤推定에 관한 硏究

• 영문명: A Study on Full Information Maximum Likelihood Estimation of the System of Linear Engel Curves with Different ‘Contemporaneous’
• 발행기관: 건국대학교 경제경영연구소
• 저자명: 이석구(Seok Koo Lee)
• 간행물 정보: 『상경연구』제23권 제1호, 149~167쪽, 전체 19쪽
• 주제분류: 경제경영 > 경제학
• 파일형태: PDF
• 발행일자: 1998.06.30

영문 초록

This paper deals with a procedure to estimate the system of linear Engel curves with different ‘contemporaneous variance-covariance matrices’. The estimation method is the information maximum likelihood method, and the computational method used for maximizing the generated likelihood function is what is called the search method. Also this study presents an approach to test the null hypothesis HO:δ = 2 in different ‘contemporaneous variance-covariance matrices’ Ωh= yhδΩ(h=1,2, ···, H) assumed under the expenditure model of the above system.

목차

Ⅰ. 序論

Ⅱ. 模型의 表記

Ⅲ. 全情報最尤推定과 尤度比檢定

Ⅳ. 結論

참고문헌

Abstract