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An Analysis on the Convergence Rate of the Distribution of OLS and GLS Estimators
Author(s): 
Pages: 3-8
Year: Issue:  5
Journal: NANKAI ECONOMIC STUDIES

Keyword:  自举估计量模拟响应面函数。;
Abstract: 当经济变量表现为非平稳特征,且模型存在自相关时,用解析的方法研究回归系数估计量的分布是困难的。本文采用自举模拟的方法以9种不同类型为条件分别估计回归系数估计量的分布特征,并对回归系数估计量的收敛速度做出定量分析与比较。
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