相異한 ‘同時的 分散-共分散行列’을 갖는 線型엥겔曲線體系의 全情報最尤推定에 관한 硏究

A Study on Full Information Maximum Likelihood Estimation of the System of Linear Engel Curves with Different ‘Contemporaneous’

This paper deals with a procedure to estimate the system of linear Engel curves with different ‘contemporaneous variance-covariance matrices’. The estimation method is the information maximum likelihood method, and the computational method used for maximizing the generated likelihood function is what is called the search method. Also this study presents an approach to test the null hypothesis HO:δ = 2 in different ‘contemporaneous variance-covariance matrices’ Ωh= yhδΩ(h=1,2, ···, H) assumed under the expenditure model of the above system.