正在加载图片...
Model specification errors(模型设定失误) 1. Missing key independent variables true model: y=B2x2+B3x3+8 specified model y=B,x,+E (here suppose x,=x=y=0 Then ECB*)=B,+B In general, the estimator is biased Example( USing Eviews):Y支出,X—可支 配收入,Z时间趋势变量。Model specification errors(模型设定失误): 1. Missing key independent variables true model: specified model: (here suppose ) Then In general, the estimator is biased. Example (Using Eviews):Y—支出,X—可支 配收入,Z—时间趋势变量。 2 2 3 3 y x x = + +    * * 2 2 y x = +   2 3 x x y = = = 0 * 2 3 2 2 3 2 2 ˆ ( ) x x E x    = +  
<<向上翻页向下翻页>>
©2008-现在 cucdc.com 高等教育资讯网 版权所有