PIGL엥겔曲線體系의 推定에 있어서 特定體系와 等分散性에 대한 同時的 檢定

• 영문명: Testing simultaneously for specific system and homoskedasticity in estimating the pigl engel-curve system
• 발행기관: 건국대학교 경제경영연구소
• 저자명: Seok Koo Lee(李錫求)
• 간행물 정보: 『상경연구』제26권 제1호, 1~20쪽, 전체 20쪽
• 주제분류: 경제경영 > 경제학
• 파일형태: PDF
• 발행일자: 2001.06.30

영문 초록

This paper deals with a procedure to estimate the PIGL Engel-Curve system, Ci=αiy+βiyy(λ) (i= 1, 2, ‥‥, n), including as special cases the two well-known systems, i.e., the linear Engel Curve system(when λ = -1 ) and the Working-Leser Engel Curve system(when λ = 0). Then the assumed generalized variance-covariance matrix Ωh=yδh Ω of a n×1 disturbance vector εh(h= 1,2, ‥‥, H) includes as special cases the homoskedasticity(when δ= 0) and the specific heteroskedasticity(when δ= 2). Also, this study presents an approach to test simultaneously for specific system and homoskedasticity(or specific heteroskedasticity) by specifying various models nested in the generalized heteroskedastic PIGL model.

목차

Ⅰ. 序論

Ⅱ. PIGL엥겔曲線體系

Ⅲ. 추정대상 模型의 表記

Ⅳ. 全情報最尤推定과 尤度比檢定

Ⅴ. 結論

참고문헌

Abstract