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Permanent Sequential Variation of Parameter : An Alternative Specification

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  • Iksoon Im

Abstract

Makalah ini mengetengahkan suatu alternatif terhadap model "Cooleyl Priscott" yang di dalamnya variasi "sequential parameter" diuraikan ke dalam dua komponen bebas; yang tetap dan yang sementara. Dalam model ini, komponen tetap dari variasi "sequential parameter" ditunjukkan sebagai pengganti pecahan (kg) dari variasi yang sementara. Sifat-sifat "asymptotic" dari penaksir yang bersifat "maximum likelihood" terhadap parameter kunci, kg, dan pengujian maknanya diuraikan juga dalam artikel ini.

Suggested Citation

  • Iksoon Im, 1984. "Permanent Sequential Variation of Parameter : An Alternative Specification," Economics and Finance in Indonesia, Faculty of Economics and Business, University of Indonesia, vol. 32, pages 341-355, September.
    • Handle: RePEc:lpe:efijnl:198414
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