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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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
資料形態 : テキストデータ プレーンテキスト
コレクション : 国立国会図書館デジタルコレクション > デジタル化資料 > 博士論文
Table of Contents
- Contents
- 1 INTRODUCTION
- 2 SPECIFICATION TESTS IN FIXED EFFECTS MODELS
- 2.1 Introduction
- 2.2 Asymptotic Extension of Analysis of Covariance
- 2.3 Specification Test for Classification
- 2.4 Test for Sphericity
- 3 TWO ERROR COMPONENTS MODELS WITH A HETEROSKEDASTIC ERROR TERM
- 3.1 Introduction
- 3.2 Test for Heteroskedasticity
- 4 AMEMIYA'S INSTRUMENTAL VARIABLES ESTIMATOR
- 4.1 Introduction
- 4.2 Amemiya's PGLS for Linear 2ECM
- 4.3 Estimation When The Regressors Are Exogenous
- 4.4 Estimation When The Regrssors Are Endogenous
- 4.5 Durbin-Wu-Hausman Test
- 5 INFINITELY MANY INSTRUMENTAL VARIABLES ESTIMATORS
- 5.1 Introduction
- 5.2 Generating Instrumental Variables
- 5.3 Infinitely Many Instrumental Variables
- 6 GENERALIZED TWO ERROR COMPONENTS MODELS
- 6.1 Introduction
- 6.2 Generalized Two Error Components Models
- 6.3 Hausman's Specification Tests
- 7 STOCHASTIC FRONTIER MODELS
- 7.1 Introduction
- 7.2 The Model And The Tests
- 7.3 Empirical example
- 8 REASONABLENESS OF RISK PREMIA IN THE GENSAKI MAR-KET
- 8.1 Introduction
- 8.2 Reasonableness of Risk Premia
- 8.3 Empirical Study of the Term Structure with Risk Premia
- 9 DEMAND FOR RESIDENTIAL LAND:A TIME VARYING TIME PREFERENCE RATE APPROACH
- 9.1 Introduction
- 9.2 The Basic Model
- 9.3 An Empirical Study
- 9.4 Discussion
