基于特征样本的变参数模型估计方法研究OA北大核心CHSSCDCSTPCD

Based on the characteristic sample sampling method,this paper designs a new variable parameter model estima-tion method by recombining the characteristic samples to realize the variable parameter estimation in the case of small and medi-um-sized samples of economic and social problems.The method is used to reorganize the characteristic samples into the ones of each period of the time series according to the sampling order.The variable parameters of each period are estimated by staging re-gression,and the significance and fit of the estimated results are tested.The method is simple and feasible,and conforms to Bayes principle and Monte Carlo principle,providing a new way to estimate the variable parameter model.