تطبيق طريقة "LIML_LVR" عمليا وفق صيغة K-CLASS العامة على منظومة معادلات آنية مقترحة *

المؤلفون

  • ايمان محمد عبد الله
  • علاء حسين صبري

DOI:

https://doi.org/10.33095/jeas.v18i69.905

الكلمات المفتاحية:

تطبيق طريقة، : Application of “LIML_LVR”

الملخص

In this paper we try to shed light on one of the methods of estimating the structural parameters of the linear simultaneous equations models Which provide consistent estimates sometimes differ from those that we get from other traditional methods according to the estimators of the general formula K-CLASS .This method is known as the limited information maximum likelihood "LIML" or least variance ratio "LVR" method, which represent by formula (14.2) The other side of the LIML method, which is famous for estimating parameters in linear simultaneous equation (individually) attributed to the system of linear equations so that the identification test for this type of equation be over identified and the advantage of this method in the general formula for the estimators of K-CLASS That the value of k be a variable otherwise known other estimators of K-CLASS in which the value of k is a constant Where the method has been applied to simple real-time system of linear equations constructed by the researcher describe the relationship between economic growth, exports and some variables related to them and draw conclusions using ready-made programs (Excel, Minitab) and finally to comment on the results and viewing the main conclusions and then write some of the recommendations.

التنزيلات

تنزيل البيانات ليس متاحًا بعد.

منشور

2012-12-01

إصدار

القسم

بحوث احصائية

كيفية الاقتباس

عبد الله ا.م. و صبري ع.ح. (2012) "تطبيق طريقة ’LIML_LVR’ عمليا وفق صيغة K-CLASS العامة على منظومة معادلات آنية مقترحة *", مجلة العلوم الاقتصادية والادارية, 18(69), ص 303. doi:10.33095/jeas.v18i69.905.

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