| Project/Area Number |
62530013
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| Research Category |
Grant-in-Aid for General Scientific Research (C)
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| Allocation Type | Single-year Grants |
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| Research Field |
統計学
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| Research Institution | Kyoto University |
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Principal Investigator |
MORIMUNE Kimio Institute of Economic Research Kyoto University, 経済研究所, 教授 (20109078)
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| Co-Investigator(Kenkyū-buntansha) |
IMAI Haruo the same as the above, 経済研究所, 助教授 (10144396)
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| Project Period (FY) |
1987 – 1988
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| Project Status |
Completed (Fiscal Year 1988)
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| Budget Amount *help |
¥1,300,000 (Direct Cost: ¥1,300,000)
Fiscal Year 1988: ¥500,000 (Direct Cost: ¥500,000)
Fiscal Year 1987: ¥800,000 (Direct Cost: ¥800,000)
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| Keywords | Econometrics / Simul taneous Equations Model / Maximum Likelihood Estimator / 三段階最小2乗推定量 / 非線型回帰 / 同時連立方程式 / 尤度比検定 / ラグランジェ乗数検定 |
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| Research Abstract |
The Full Information Maximum Likelihood Estimator (FIMLE) is most efficient but less practical because computatic is iterative and complicated. We proposed the Modified Three Stage Least Squares Estimator (M3SLSE) which is as efficient as the FIMLE, and has the same asymptotic expansion of distribution to terms of order O(1/. This M3SLSE is simple to calculate.
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