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理性预期与分布滞后预期代理AI 解读

exogenous variables which actually generate the variable to be predicted. Empirical researchers, however, have employed a modified (and weaker) form of Muth's hypothesis. Expectations are defined as rational if they fully incorporate all of the information contained in a specified information set that is available at the time that the forecast is made.3 When using distributed lag proxies, researchers implicitly assume that the information set used to generate forecasts…

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分布滞后模型中的季节变动AI 解读

The dependent variable in a distributed lag model frequently exhibits a distinct seasonal pattern which cannot be attributed to the seasonal behavior of the independent variable. This article illustrates the advantages of using the variable lag model to incorporate these seasonal influences directly into the distributed lag relationship.

分布滞后模型中的季节变动AI 解读

The dependent variable in a distributed lag model frequently exhibits a distinct seasonal pattern which cannot be attributed to the seasonal behavior of the independent variable. This article illustrates the advantages of using the variable lag model to incorporate these seasonal influences directly into the distributed lag relationship.