摘要
对随机扰动ε和系数矩阵B、Γ作了一些假定和约束下,推导出联立方程计量经济学模型的结构式YB=XΓ+ε的系数矩阵和随机扰动协差阵的极大似然估计的表达式,避免了方程的识别问题,具有一定的实际意义.
The expressions of maximum likelihood estimates of coefficients matrices and covariance matrix of random disturbance are deduced in the structure equation of simultaneous equations econometrics models with some assumptions and restricts of random disturbance and coefficient matrices. The method avoids identification problem of the equations and has some practical significance.
出处
《太原师范学院学报（自然科学版）》
2006年第3期24-26,57,共4页
Journal of Taiyuan Normal University:Natural Science Edition
关键词
联立方程
计量经济
极大似然估计
Simultaneous equations
Econometrics
Maximum likelihood estimates
