Econometrics for empirical analyses based on individual preferences 個人の選好に基づいた実証分析のための計量経済学

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Author

    • 吉田, あつし ヨシダ, アツシ

Bibliographic Information

Title

Econometrics for empirical analyses based on individual preferences

Other Title

個人の選好に基づいた実証分析のための計量経済学

Author

吉田, あつし

Author(Another name)

ヨシダ, アツシ

University

大阪大学

Types of degree

博士 (経済学)

Grant ID

乙第6798号

Degree year

1995-12-28

Note and Description

博士論文

Table of Contents

  1. Contents / p1 (0003.jp2)
  2. 1 INTRODUCTION / p2 (0005.jp2)
  3. 2 SPECIFICATION TESTS IN FIXED EFFECTS MODELS / p12 (0015.jp2)
  4. 2.1 Introduction / p12 (0015.jp2)
  5. 2.2 Asymptotic Extension of Analysis of Covariance / p14 (0017.jp2)
  6. 2.3 Specification Test for Classification / p22 (0025.jp2)
  7. 2.4 Test for Sphericity / p26 (0029.jp2)
  8. 3 TWO ERROR COMPONENTS MODELS WITH A HETEROSKEDASTIC ERROR TERM / p30 (0033.jp2)
  9. 3.1 Introduction / p30 (0033.jp2)
  10. 3.2 Test for Heteroskedasticity / p31 (0034.jp2)
  11. 4 AMEMIYA'S INSTRUMENTAL VARIABLES ESTIMATOR / p45 (0048.jp2)
  12. 4.1 Introduction / p45 (0048.jp2)
  13. 4.2 Amemiya's PGLS for Linear 2ECM / p49 (0052.jp2)
  14. 4.3 Estimation When The Regressors Are Exogenous / p55 (0058.jp2)
  15. 4.4 Estimation When The Regrssors Are Endogenous / p61 (0064.jp2)
  16. 4.5 Durbin-Wu-Hausman Test / p64 (0067.jp2)
  17. 5 INFINITELY MANY INSTRUMENTAL VARIABLES ESTIMATORS / p98 (0101.jp2)
  18. 5.1 Introduction / p98 (0101.jp2)
  19. 5.2 Generating Instrumental Variables / p100 (0103.jp2)
  20. 5.3 Infinitely Many Instrumental Variables / p104 (0107.jp2)
  21. 6 GENERALIZED TWO ERROR COMPONENTS MODELS / p117 (0120.jp2)
  22. 6.1 Introduction / p117 (0120.jp2)
  23. 6.2 Generalized Two Error Components Models / p119 (0122.jp2)
  24. 6.3 Hausman's Specification Tests / p121 (0124.jp2)
  25. 7 STOCHASTIC FRONTIER MODELS / p131 (0134.jp2)
  26. 7.1 Introduction / p131 (0134.jp2)
  27. 7.2 The Model And The Tests / p134 (0137.jp2)
  28. 7.3 Empirical example / p143 (0146.jp2)
  29. 8 REASONABLENESS OF RISK PREMIA IN THE GENSAKI MAR-KET / p158 (0161.jp2)
  30. 8.1 Introduction / p158 (0161.jp2)
  31. 8.2 Reasonableness of Risk Premia / p163 (0166.jp2)
  32. 8.3 Empirical Study of the Term Structure with Risk Premia / p167 (0170.jp2)
  33. 9 DEMAND FOR RESIDENTIAL LAND:A TIME VARYING TIME PREFERENCE RATE APPROACH / p181 (0188.jp2)
  34. 9.1 Introduction / p181 (0188.jp2)
  35. 9.2 The Basic Model / p186 (0193.jp2)
  36. 9.3 An Empirical Study / p192 (0199.jp2)
  37. 9.4 Discussion / p196 (0203.jp2)
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Codes

  • NII Article ID (NAID)
    500000130559
  • NII Author ID (NRID)
    • 8000000954307
  • DOI(NDL)
  • Text Lang
    • und
  • NDLBibID
    • 000000294873
  • Source
    • Institutional Repository
    • NDL ONLINE
    • NDL Digital Collections

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