变系数联立模型的变窗宽局部线性两阶段最小二乘估计  

Local Linear Estimation by 2SLS with Variable Bandwidthfor Varying Coefficient Simultaneous Equation Models

作　　者：孙营[1] 

机构地区：[1]广东石油化工学院高州师范学院,广东高州525200

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

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.

关 键 词：联立模型 变窗宽估计 两阶段最小二乘法 

分 类 号：O212.1[理学—概率论与数理统计]