{"created":"2023-07-25T10:29:10.189859+00:00","id":416,"links":{},"metadata":{"_buckets":{"deposit":"81f6516d-6722-484f-b203-44beb0133614"},"_deposit":{"created_by":1,"id":"416","owners":[1],"pid":{"revision_id":0,"type":"depid","value":"416"},"status":"published"},"_oai":{"id":"oai:hue.repo.nii.ac.jp:00000416","sets":["46:120:124:126"]},"author_link":["1074","1073"],"item_10002_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2021-11-30","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"2","bibliographicPageEnd":"32","bibliographicPageStart":"21","bibliographicVolumeNumber":"44","bibliographic_titles":[{"bibliographic_title":"広島経済大学経済研究論集"},{"bibliographic_title":"HUE Journal of Economics and Business","bibliographic_titleLang":"en"}]}]},"item_10002_description_19":{"attribute_name":"フォーマット","attribute_value_mlt":[{"subitem_description":"application/pdf","subitem_description_type":"Other"}]},"item_10002_description_5":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"前回では誤差項が正規分布に従う場合の構造VARモデルの識別性と推定問題を考察したが，今回は非正規誤差の場合について論じる。伝統的な計量経済学に於いては，誤差項は正規分に従う仮定されてきた。この仮定が正しければ，伝統的な統計的推測理論が有効に機能し，構造VARモデルの実証分析に対して，統計的推測はほぼ機械的に進められる。しかし現実のデータ分析においては，誤差項の分布は正規分布に従わない場合が少ない。しかもどのような非正規分布に従っているかに関する情報が得られる場合は限られている。このような状況の下では，尤度関数を構成することができないため最尤法を適用することができない。そこで本稿では，観察された誤差のみを使って非ガウス分布を推定し，推定された非ガウス分布に基づいて疑似尤度を構成するという手続き提案し，さらにこの方法の有効性をモンテカルロ実験によって検証する。","subitem_description_type":"Abstract"}]},"item_10002_identifier_registration":{"attribute_name":"ID登録","attribute_value_mlt":[{"subitem_identifier_reg_text":"10.18996/keizai2021440202","subitem_identifier_reg_type":"JaLC"}]},"item_10002_publisher_8":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"広島経済大学経済学会"}]},"item_10002_source_id_11":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AN00212083","subitem_source_identifier_type":"NCID"}]},"item_10002_source_id_9":{"attribute_name":"ISSN","attribute_value_mlt":[{"subitem_source_identifier":"0387-1436","subitem_source_identifier_type":"ISSN"}]},"item_10002_version_type_20":{"attribute_name":"著者版フラグ","attribute_value_mlt":[{"subitem_version_resource":"http://purl.org/coar/version/c_970fb48d4fbd8a85","subitem_version_type":"VoR"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"前川, 功一"},{"creatorName":"マエカワ, コウイチ","creatorNameLang":"ja-Kana"}],"nameIdentifiers":[{}]},{"creatorNames":[{"creatorName":"Maekawa, Koichi","creatorNameLang":"en"}],"nameIdentifiers":[{}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2023-02-24"}],"displaytype":"detail","filename":"keizai2021440202.pdf","filesize":[{"value":"1.6 MB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"keizai2021440202.pdf","url":"https://hue.repo.nii.ac.jp/record/416/files/keizai2021440202.pdf"},"version_id":"67777138-61b3-45f0-b119-df853b2bbb1f"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"jpn"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"departmental bulletin paper","resourceuri":"http://purl.org/coar/resource_type/c_6501"}]},"item_title":"構造VARモデルの識別性と推定（Ⅱ）─非正規誤差項の場合─","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"構造VARモデルの識別性と推定（Ⅱ）─非正規誤差項の場合─"},{"subitem_title":"Identification and Estimation of Structural VAR Model (II) :  Under the Non-Gaussian Errors","subitem_title_language":"en"}]},"item_type_id":"10002","owner":"1","path":["126"],"pubdate":{"attribute_name":"公開日","attribute_value":"2023-02-24"},"publish_date":"2023-02-24","publish_status":"0","recid":"416","relation_version_is_last":true,"title":["構造VARモデルの識別性と推定（Ⅱ）─非正規誤差項の場合─"],"weko_creator_id":"1","weko_shared_id":-1},"updated":"2023-07-25T11:15:18.831517+00:00"}