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Economic Thery and Econometrics of Qualitatiue Response Models

Research Project

Project/Area Number 62530013
Research Category

Grant-in-Aid for General Scientific Research (C)

Allocation TypeSingle-year Grants
Research Field 統計学
Research InstitutionKyoto University

Principal Investigator

MORIMUNE Kimio  Institute of Economic Research Kyoto University, 経済研究所, 教授 (20109078)

Co-Investigator(Kenkyū-buntansha) IMAI Haruo  the same as the above, 経済研究所, 助教授 (10144396)
Project Period (FY) 1987 – 1988
Project Status Completed (Fiscal Year 1988)
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)
KeywordsEconometrics / 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
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.

Report

(3 results)
  • 1988 Annual Research Report   Final Research Report Summary
  • 1987 Annual Research Report
  • Research Products

    (10 results)

All Other

All Publications (10 results)

  • [Publications] MORIMUNE,K.: Econometric Theory. Vol.5. 1-28 (1988)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] MORIMUNE,K.: Econometrica. 58. (1990)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] 鈴木雪夫,竹内啓 編: "社会科学の計量分析 第二章 確率的選択の考え方" 東京大学出版会, (1987)

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] MORIMUNE, K: "Higher Order Approximation to the Nall Oistribution of Test statistics for Nonlimear Restrictions on Coefficient" E conometric Theory. 5. 1-28 (1988)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] MORIMUNE, K: "t Ratios in a Structural Equation" Econometrics. 58. (1990)

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      1988 Final Research Report Summary
  • [Publications] MORIMUNE,K.: Econometric Theory. Vol.5. 1-28 (1988)

    • Related Report
      1988 Annual Research Report
  • [Publications] MORIMUNE,K.: Econometrica. 58. (1990)

    • Related Report
      1988 Annual Research Report
  • [Publications] 鈴木雪夫,竹内啓 編: "社会科学の計量分析第二章 確率的選択の考え方" 東京大学出版会, 19 (1987)

    • Related Report
      1988 Annual Research Report
  • [Publications] MORIMUNE, K: Econometric Theory. Vo15. 1-28 (1988)

    • Related Report
      1987 Annual Research Report
  • [Publications] 鈴木雪夫, 竹内啓編: 社会科学の計量分析第二章(確率的選択の考え方)を執筆. 19 (1987)

    • Related Report
      1987 Annual Research Report

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Published: 1987-04-01   Modified: 2016-04-21  

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