| 来源类型 | Working Paper
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| 规范类型 | 报告
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| DOI | 10.3386/w0077
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| 来源ID | Working Paper 0077
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| FIML Estimation of Rational Distributed Lag Structural Form Models |
| Kent D. Wall
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| 发表日期 | 1975-03-01
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| 出版年 | 1975
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| 语种 | 英语
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| 摘要 | The Rational Distributed Lag Structural Form (RSF) representation of an econometric model is introduced and its relationship to several standard forms of representation is discussed. The FIML estimation problem for the RSF is then considered and formulated as a nonlinear, unconstrained optimization problem. A solution to the relation optimization problem is then obtained by an application of the Davidon-Fletcher-Powell variable metric method using simple first difference approximations for the necessary gradients. This approach requires a minimum of effort on the part of the model builder since there is no longer any need to analytically determine, and then program, the gradient expressions. The feasibility of the method is demonstrated with several examples. |
| URL | https://www.nber.org/papers/w0077
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| 来源智库 | National Bureau of Economic Research (United States)
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| 引用统计 |
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| 资源类型 | 智库出版物
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| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/557274
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推荐引用方式
GB/T 7714 |
Kent D. Wall. FIML Estimation of Rational Distributed Lag Structural Form Models. 1975.
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文件名：
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w0077.pdf
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格式：
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Adobe PDF
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