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
この論文にアクセスする
この論文をさがす
著者
書誌事項
- タイトル
-
Econometrics for empirical analyses based on individual preferences
- タイトル別名
-
個人の選好に基づいた実証分析のための計量経済学
- 著者名
-
吉田, あつし
- 著者別名
-
ヨシダ, アツシ
- 学位授与大学
-
大阪大学
- 取得学位
-
博士 (経済学)
- 学位授与番号
-
乙第6798号
- 学位授与年月日
-
1995-12-28
注記・抄録
博士論文
目次
- Contents / p1 (0003.jp2)
- 1 INTRODUCTION / p2 (0005.jp2)
- 2 SPECIFICATION TESTS IN FIXED EFFECTS MODELS / p12 (0015.jp2)
- 2.1 Introduction / p12 (0015.jp2)
- 2.2 Asymptotic Extension of Analysis of Covariance / p14 (0017.jp2)
- 2.3 Specification Test for Classification / p22 (0025.jp2)
- 2.4 Test for Sphericity / p26 (0029.jp2)
- 3 TWO ERROR COMPONENTS MODELS WITH A HETEROSKEDASTIC ERROR TERM / p30 (0033.jp2)
- 3.1 Introduction / p30 (0033.jp2)
- 3.2 Test for Heteroskedasticity / p31 (0034.jp2)
- 4 AMEMIYA'S INSTRUMENTAL VARIABLES ESTIMATOR / p45 (0048.jp2)
- 4.1 Introduction / p45 (0048.jp2)
- 4.2 Amemiya's PGLS for Linear 2ECM / p49 (0052.jp2)
- 4.3 Estimation When The Regressors Are Exogenous / p55 (0058.jp2)
- 4.4 Estimation When The Regrssors Are Endogenous / p61 (0064.jp2)
- 4.5 Durbin-Wu-Hausman Test / p64 (0067.jp2)
- 5 INFINITELY MANY INSTRUMENTAL VARIABLES ESTIMATORS / p98 (0101.jp2)
- 5.1 Introduction / p98 (0101.jp2)
- 5.2 Generating Instrumental Variables / p100 (0103.jp2)
- 5.3 Infinitely Many Instrumental Variables / p104 (0107.jp2)
- 6 GENERALIZED TWO ERROR COMPONENTS MODELS / p117 (0120.jp2)
- 6.1 Introduction / p117 (0120.jp2)
- 6.2 Generalized Two Error Components Models / p119 (0122.jp2)
- 6.3 Hausman's Specification Tests / p121 (0124.jp2)
- 7 STOCHASTIC FRONTIER MODELS / p131 (0134.jp2)
- 7.1 Introduction / p131 (0134.jp2)
- 7.2 The Model And The Tests / p134 (0137.jp2)
- 7.3 Empirical example / p143 (0146.jp2)
- 8 REASONABLENESS OF RISK PREMIA IN THE GENSAKI MAR-KET / p158 (0161.jp2)
- 8.1 Introduction / p158 (0161.jp2)
- 8.2 Reasonableness of Risk Premia / p163 (0166.jp2)
- 8.3 Empirical Study of the Term Structure with Risk Premia / p167 (0170.jp2)
- 9 DEMAND FOR RESIDENTIAL LAND:A TIME VARYING TIME PREFERENCE RATE APPROACH / p181 (0188.jp2)
- 9.1 Introduction / p181 (0188.jp2)
- 9.2 The Basic Model / p186 (0193.jp2)
- 9.3 An Empirical Study / p192 (0199.jp2)
- 9.4 Discussion / p196 (0203.jp2)
