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dc.contributor.authorYang, CAen_US
dc.contributor.authorChen, WDen_US
dc.date.accessioned2014-12-08T15:20:05Z-
dc.date.available2014-12-08T15:20:05Z-
dc.date.issued1997-01-01en_US
dc.identifier.issn0013-0451en_US
dc.identifier.urihttp://hdl.handle.net/11536/14244-
dc.description.abstractOnce the structure form of demand and supply is translated into a reduced form, one can solve the reduced form with a state space model of the Kalman filter method. This paper discusses an innovation representation that links the structure form with the state space model. For the state space model, the recursive Expectation Maximization (EM) algorithm is used to estimate the parameters of a structure form. This research successfully applied the Kalman filter method to the estimation of the coefficients of simultaneous equations with overidentifying rank restrictions. The empirical monthly data set came from the medium-size scooter market in Taiwan during 1987 to 1992 period.en_US
dc.language.isoen_USen_US
dc.subjectsimultaneous equationsen_US
dc.subjectdemand-supply functionsen_US
dc.subjectstate space modelen_US
dc.subjectexogenous variablesen_US
dc.subjectendogenous variablesen_US
dc.titleApplying Kalman filter on solving simultaneous equations with overidentifying rank restrictions: The analysis of the demand and supply model of medium-size scooter market in Taiwanen_US
dc.typeArticleen_US
dc.identifier.journalECONOMICS OF PLANNINGen_US
dc.citation.volume30en_US
dc.citation.issue1en_US
dc.citation.spage33en_US
dc.citation.epage49en_US
dc.contributor.department交大名義發表zh_TW
dc.contributor.department管理科學系zh_TW
dc.contributor.departmentNational Chiao Tung Universityen_US
dc.contributor.departmentDepartment of Management Scienceen_US
Appears in Collections:Articles


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