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空间滞后模型的稳健检验
Authors
张进峰
方颖
Publication date
15 January 2012
Publisher
Abstract
针对现有空间滞后模型检验存在的问题,首先用矩估计方法得到空间误差参数的一致估计量,然后以局部稳健检验方法为理论基础,构造稳健检验统计量.该方法既成功回避了采用极大似然估计法构造检验统计量时遇到的繁琐计算问题,又有效解决了现有局部稳健检验方法适用范围受限的缺陷.同时,相对于直接采用矩估计法构造检验统计量的方法,该方法也有明显优势.蒙特卡罗模拟的结果支持上述论断
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Xiamen University Institutional Repository
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oai:dspace.xmu.edu.cn:2288/170...
Last time updated on 16/06/2016
Xiamen University Institutional Repository
See this paper in CORE
Go to the repository landing page
Download from data provider
oai:dspace.xmu.edu.cn:2288/569...
Last time updated on 16/06/2016