<meta content="text/html; charset=utf-8" http-equiv="Content-Type"></meta><meta content="Word.Document" name="ProgId"></meta><meta content="Microsoft Word 12" name="Generator"></meta><meta content="Microsoft Word 12" name="Originator"></meta><link href="file:///C:\DOCUME~1\JACKYT~1\LOCALS~1\Temp\msohtmlclip1\01\clip_filelist.xml" rel="File-List"></link><link href="file:///C:\DOCUME~1\JACKYT~1\LOCALS~1\Temp\msohtmlclip1\01\clip_themedata.thmx" rel="themeData"></link><link href="file:///C:\DOCUME~1\JACKYT~1\LOCALS~1\Temp\msohtmlclip1\01\clip_colorschememapping.xml" rel="colorSchemeMapping"></link><style> <!-- /* Font Definitions */ @font-face {font-family:宋體; panose-1:2 1 6 0 3 1 1 1 1 1; mso-font-alt:SimSun; mso-font-charset:134; mso-generic-font-family:auto; mso-font-pitch:variable; mso-font-signature:3 135135232 16 0 262145 0;} @font-face {font-family:"Cambria Math"; panose-1:2 4 5 3 5 4 6 3 2 4; mso-font-charset:0; mso-generic-font-family:roman; mso-font-pitch:variable; mso-font-signature:-1610611985 1107304683 0 0 159 0;} @font-face {font-family:"\@宋體"; panose-1:2 1 6 0 3 1 1 1 1 1; mso-font-charset:134; mso-generic-font-family:auto; mso-font-pitch:variable; mso-font-signature:3 135135232 16 0 262145 0;} /* Style Definitions */ p.MsoNormal, li.MsoNormal, div.MsoNormal {mso-style-unhide:no; mso-style-qformat:yes; mso-style-parent:""; margin:0cm; margin-bottom:.0001pt; text-align:justify; text-justify:inter-ideograph; mso-pagination:none; font-size:10.5pt; mso-bidi-font-size:12.0pt; font-family:"Times New Roman","serif"; mso-fareast-font-family:宋體; mso-font-kerning:1.0pt;} .MsoChpDefault {mso-style-type:export-only; mso-default-props:yes; font-size:10.0pt; mso-ansi-font-size:10.0pt; mso-bidi-font-size:10.0pt; mso-ascii-font-family:"Times New Roman"; mso-fareast-font-family:宋體; mso-hansi-font-family:"Times New Roman"; mso-font-kerning:0pt;} /* Page Definitions */ @page {mso-page-border-surround-header:no; mso-page-border-surround-footer:no;} @page Section1 {size:612.0pt 792.0pt; margin:72.0pt 90.0pt 72.0pt 90.0pt; mso-header-margin:36.0pt; mso-footer-margin:36.0pt; mso-paper-source:0;} div.Section1 {page:Section1;} --> </style>
聯(lián)立方程模型估計方法有兩種:單方程估計方法,系統(tǒng)估計方法。
單方程估計方法,每次只對系統(tǒng)中的一個方程進行估計,如果沒有不同方程系數(shù)之間的約束,它和單獨估計每個方程得到的結果相同,由于該方程只應用了有限信息,對于方程之間的關系信息,沒有完全利用,所以也稱有限信息法,主要有:OLS,WLS,2SLS,W2SLS
SUR。
系統(tǒng)估計方法,同時估計全部結構方程,同時得到所有方程的參數(shù)估計。顯然,這種方法利用了全部的信息,所以也稱完全信息法,但是使用系統(tǒng)估計方法錯誤指定的方程中較差的參數(shù)估計會傳播給系統(tǒng)的其他方程,主要有:3SLS,FIML,GMM。