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학술저널

非線型回歸模型에 있어서 攪亂項表記와 非自己相關에 대한 同時的 檢定에 관한 硏究

A Study on Testing Simultaneously for Disturbance Specification and Nonautocorrelation in Nonlinear Regression Model

This paper generalizes the Box-Cox procedure for a nonlinear regression model in which the disturbances follow a first-order autoregressive process. Also this study presents an approach to test simultaneously for disturbance specification and nonautocorrelation. An illustrative example is given in which the method is applied in the context of estimating a Cobb-Douglas production function with the sample data generated artificially.

Ⅰ. 序論

Ⅱ. 理論的 模型의 設定

Ⅲ. 最尤推定과 尤度比檢定

Ⅳ. 하나의 例

Ⅴ. 結論

參考文獻

SUMMARY

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