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A Generalized Spatial Two-Stage Least Squares Procedure for Estimating a Spatial Autoregressive Model with Autoregressive Disturbances
Spatial autoregressive model two-stage least squares generalized moments estimation
2015/9/24
Cross-sectional spatial models frequently contain a spatial lag of the dependent variable as a regressor or a disturbance term that is spatially autoregressive. In this article we describe a computati...
Estimating discriminatory power and PD curves when the number of defaults is small
Estimating discriminatory power PD curves defaults
2010/11/1
The intention with this paper is to provide all the estimation concepts and techniques that
are needed to implement a two-phases approach to the parametric estimation of probability
of default (PD) ...
Money Demand in General Equilibrium Endogenous Growth: Estimating the Role of a Variable Interest Elasticity
Money demand interest elasticity exchange credit cash-in-advance
2010/9/7
The paper presents and tests a theory of the demand for money that is derived from a general equilibrium,endogenous growth economy, which in effect combines a special case of the shopping time exchang...