淡江大學機構典藏:Item 987654321/72440
English  |  正體中文  |  简体中文  |  全文笔数/总笔数 : 62830/95882 (66%)
造访人次 : 4043121      在线人数 : 1000
RC Version 7.0 © Powered By DSPACE, MIT. Enhanced by NTU Library & TKU Library IR team.
搜寻范围 查询小技巧：
  • 您可在西文检索词汇前后加上"双引号"，以获取较精准的检索结果
  • 若欲以作者姓名搜寻，建议至进阶搜寻限定作者字段，可获得较完整数据
    •  进阶搜寻


    jsp.display-item.identifier=請使用永久網址來引用或連結此文件: https://tkuir.lib.tku.edu.tw/dspace/handle/987654321/72440


    题名: Estimation of the probit model with autocorrelated errors via the MCECM algorithm
    作者: Huang, Ho-Chuan (River)
    贡献者: 淡江大學財務金融學系
    日期: 1999-07
    上传时间: 2013-05-31 10:49:28 (UTC+8)
    出版者: Abingdon: Routledge
    摘要: Estimation of the probit model with autocorrelated errors often involves the calculation of a multiple integral which is usually intractable. A stochastic version of the EM algorithm is proposed to solve the problem. The approach implements the E-step by retrieving the latent values via a Monte Carlo method (MCE-step) and replaces the M-step by a sequence of conditional maximizations (CM-step). The practicality of this MCECM algorithm is illustrated by estimating the reaction function of the monetary policy in Taiwan by a probit model with first-order serial correlation.
    關聯: Applied Economics Letters 6(7), pp.409-412
    DOI: 10.1080/135048599352907
    显示于类别:[財務金融學系暨研究所] 期刊論文

    文件中的档案:

    档案 描述 大小格式浏览次数
    Estimation of the probit model with autocorrelated errors via the MCECM algorithm.pdf116KbAdobe PDF1检视/开启
    index.html0KbHTML36检视/开启

    在機構典藏中所有的数据项都受到原著作权保护.

    TAIR相关文章

    DSpace Software Copyright © 2002-2004  MIT &  Hewlett-Packard  /   Enhanced by   NTU Library & TKU Library IR teams. Copyright ©   - 回馈