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The Information Approach to the Evaluation of Input-Output Forecasts
On the Use of Incomplete Prior Information in Regression Analysis
回归分析中不完全先验信息的使用
This article deals with the use of prior beliefs in the estimation of regression coefficients; in particular, it considers the problems that arise when the residual variance of the regression equation is unknown and it offers a large-sample solution. Additional contributions deal with testing the hypothesis that prior and sample information are compatible with each other; and with a scalar measure for the shares of these two kinds of information in the posterior precision.
Three-Stage Least Squares: Simultaneous Estimation of Simultaneous Equations
Testing the Independence of Regression Disturbances
回归扰动独立性的检验
This article deals with the distribution of the Von Neumann ratio of least-squares estimated regression disturbances. This distribution is approximated by a beta distribution under the condition that the behaviour of explanatory variables of the regression over time is sufficiently smooth. Two examples are presented, together with a table containing 1 and 5 per cent significance limits for a number of observations ranging from 15 to 100 and a number of coefficients adjusted…