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

Testing simultaneously for specific system and homoskedasticity in estimating the pigl engel-curve system

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.