首页    期刊浏览 2024年11月28日 星期四
登录注册

文章基本信息

  • 标题:Parameter Estimation of Cobb Douglas Production Function with Multiplicative and Additive Errors using the Frequentist and Bayesian Approaches
  • 本地全文:下载
  • 作者:J.O. Iyaniwura ; A. Adedayo Adepoju ; Oluwaseun A. Adesina
  • 期刊名称:Annals. Computer Science Series
  • 印刷版ISSN:1583-7165
  • 电子版ISSN:2065-7471
  • 出版年度:2019
  • 卷号:17
  • 期号:1
  • 页码:9-15
  • 出版社:Mirton Publishing House, Timisoara
  • 摘要:

    Nonlinear Models are generally classified as intrinsically nonlinear and intrinsically linear based on the specification of the errors. This study was aimed at estimating the parameters of Cobb-Douglas production function with additive and multiplicative errors using the classical and Bayesian approaches. The classical nonlinear method considered is the Gauss-Newton iterative Method while the Bayesian estimation was carried out using the Metropolis-within-Gibbs with independent normal-Gamma prior. For the classical, the results showed that the estimates of the parameters of the Cobb-Douglas function with additive errors performed better than those for the multiplicative errors. However, similar estimates were obtained for both multiplicative and additive errors for the Bayesian approach. Overall, the Bayesian method performed better than the classical approach.

  • 关键词:Cobb-Douglas Production function; Gauss-Newton Method; Normal-Gamma Prior; MCMC
国家哲学社会科学文献中心版权所有