桂林电子科技大学学报2011，Vol.31Issue(1)：74-77,4.
基于几何分布滞后模型消费与收入的综合应用
The synthetical application based on the geometric distributed lag model
沈卉卉1
作者信息
- 1. 湖北经济学院,统计与应用数学系,武汉,430074
- 折叠
摘要
Abstract
This paper is discussed the adaptive anticipation model and the partial adjustment model based on the geometric distributed lag model. Whereas their different premises that the models are educed the economic hypothesis,and results in the difference of the resid framework. They bring the difference on the estimation of the models, we construct the synthetical model of the partial adjustment and the adaptive anticipation. Using the synthetical model's estimation advantage overcome the impact on the first-order auto-pertinence when we directly estimate the geometric distributed lag model.关键词
几何分布滞后模型/局部调整-自适应预期综合模型/自回归/一阶自相关/Durbin-h统计量Key words
geometric distributed lag model/ synthetical model of partial adjustment and adaptive anticipation/ autoregress/ first-order auto-pertinence/ Durbin-h statistical quantum分类
管理科学引用本文复制引用
沈卉卉..基于几何分布滞后模型消费与收入的综合应用[J].桂林电子科技大学学报,2011,31(1):74-77,4.
