函数形式的选择:蒙特卡洛实验总结

On the Choice of Functional Forms: Summary of a Monte Carlo Experiment

Journal of Business & Economic Statistics · 1998
被引 37
人大 AABS 4

中文导读

通过蒙特卡洛实验比较了三种灵活函数形式(超越对数、对称McFadden和对称广义Barnett)在检验理论性质和测量技术特征方面的表现,为应用计量研究者选择函数形式提供参考。

Abstract

The use of flexible functional forms is a standard practice in applied econometrics. Many flexible forms have been proposed. In this study, we investigate the behavior of three of them—the translog, the symmetric McFadden, and the symmetric generalized Barnett. Based on Monte Carlo experiments, we assess the ability of these forms to test theoretical properties and to measure technological characteristics.

蒙特卡洛实验函数形式选择超越对数函数对称麦克法登函数