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Consistency Of The Estimators In The Structural EV Models

Posted on:2007-04-27Degree:MasterType:Thesis
Country:ChinaCandidate:Y J ZhouFull Text:PDF
GTID:2120360185984753Subject:Probability theory and mathematical statistics
Abstract/Summary:PDF Full Text Request
The paper consists of three sections. In section 1, it is discussed the types of EV model and some methods used and some fruits obtained . We refer to these researth methods in section 2 and section 3 of the paper. In section 2, the consistency of the estimators of the unknown parameters in generally linear structural EV model is gived. In section 3, we obtain the consistency of the estimators of the unknown parameters in the structural EV polynomial model.In [1],Chen Guijing has obtained the consistency and asymptotical normality of the estimators in the simple linear structural EV model by moment method.With the inspiration of the researth in [1],we generalize the results to the generally linear structural EV model in section 2. Considering the following model :Where ξij,Xi,δij are p-dimension vectors,Xi's are random variables, j = 1,...,ni,i = l,...,kThe estimators of the unknown parameters are constructed by moment method and the consistency of the estimators is proved under some suitable conditions.In [2], Marie-Luce Taupin has considered structural nonlinear EV model:...
Keywords/Search Tags:linear structural EV model, structural EV polynomial model, moment estimate, consistency
PDF Full Text Request
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