Model Variable Coefficients Simultaneous Local Linear Gmm Estimates

This paper proposed a kind of varying coefficient simultaneous equation models in the random design case.estimated the varying coefficient of the mod-els by local linear GMM estimator and local linear GMM with variable band-width,and studied the large sample properties of estimator.Consistency and asymptotic normality were proved by using laws of large numbers and central limit theorems in probability.In the first chapter,introduced the research present situation of varying co-efficient models.and gave a general instruction to the generalized method of moments estimator.In chapter two,proposed a kind of varying coefficient simultaneous equation models,estimated the varying coefficient of the models by local linear GMM estimator,and can get Consistency and asymptotic normality.In chapter three,In addition,estimated the varying coefficient of the models mentioned previously by local linear GMM with variable bandwidth,and can get Consistency and asymptotic normality.Last chapter outlines research achievements and assumes related studies in the future.