分块弱可分离性检验的蒙特卡洛研究

A Monte Carlo Study of Tests of Blockwise Weak Separability

Journal of Business & Economic Statistics · 1989
被引 35
人大 AABS 4

中文导读

通过蒙特卡洛模拟,检验现有分块弱可分离性检验方法的推断能力,帮助研究者判断这些方法在实证中的可靠性。

Abstract

Separability assumptions on functional structure have received a great deal of attention from econometricians and economic theorists because (a) separability provides the fundamental linkage between aggregation over goods and the maximization principles in economic theory, (b) separability provides the theoretical basis for partitioning the economy's structure into sectors, and (c) separability provides a theoretical hypothesis, which can produce parameter restrictions, permitting great simplification in estimation of large demand systems. The power of the various available tests for separability has never been determined, however. We conduct Monte Carlo studies to examine the capability of currently available methods to provide correct inferences about separability.

蒙特卡洛模拟块状弱可分性检验检验功效