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含不等式约束的多元回归：预检验偏差、假设检验与效率AI 解读

This article analyzes, within the context of the standard multiple regression model, the problem of handling inequality constraints specifying the signs of certain regression coefficients. It is common econometric practice when regression coefficients are encountered with incorrect sign to delete the variables in question and reestimate the equation. This article shows that this procedure causes bias and can lead to inefficient parameter estimates. Furthermore, we show that…

季节调整的不同公理化体系AI 解读

The Jorgenson and Lovell axiomatizations of the process of seasonal adjustment are contrasted in this paper. It is argued that dummy variables rather than data subject to prior seasonal adjustment should be employed when time series are utilized in estimating the parameters of a linear economic model.

季节调整的不同公理化方案AI 解读

The Jorgenson and Lovell axiomatizations of the process of seasonal adjustment are contrasted in this paper. It is argued that dummy variables rather than data subject to prior seasonal adjustment should be employed when time series are utilized in estimating the parameters of a linear economic model.

经济时间序列的季节调整与多元回归分析AI 解读

The logical implications of certain simple consistency requirements for appraising alternative procedures for seasonal adjustment constitute the first problem considered in this paper. It is shown that any sum preserving technique of seasonal adjustment that satisfies the quite reasonable requirements of orthogonality and idempotency can be executed on the electronic computer by standard least squares regression procedures. Problems involved in utilizing seasonally adjusted…