| 货币需求函数形式的变量转换方法 |
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| 引用本文： | 任若恩.货币需求函数形式的变量转换方法[J].北京航空航天大学学报,1990(3):72-77. |
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| 作者姓名： | 任若恩 |
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| 作者单位： | 北京航空航天大学航空工业系统工程系 |
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| 摘 要： | 研究Box-Cox转换在经济计量学中货币需求函数的函数形式设定方面的应用。并讨论与此有关的极大似然估计方法和似然比检验统计量的构造。并指出Box-Cox变换应用中的几个需要注意的问题。
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| 关 键 词： | 货币 需求函数 变量转换 |
A STUDY ON THE TRANSFORMATION OF VARIABLES IN FUNCTION FORM IN THE DEMAND FOR MONEY |
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| Ren Ruoen.A STUDY ON THE TRANSFORMATION OF VARIABLES IN FUNCTION FORM IN THE DEMAND FOR MONEY[J].Journal of Beijing University of Aeronautics and Astronautics,1990(3):72-77. |
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| Authors: | Ren Ruoen |
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| Institution: | Dept. of Systems Eng. of Aero. Industry |
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| Abstract: | The application of Box-Cox transformation in econometrics is discussed in detail.The specification of function form in the demand for money is a special case of those applications.The statistical inference of Box-Cox transformation is considered.A related use of maximum likelihood method is given.The paper ended with some remarks. |
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| Keywords: | transformation of variables demand for maney likelihood ratio statistics truncated distribution |
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