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横截面模型中的多项式近似AI 解读

Abstract The time‐series distributed lag techniques of econometrics can be usefully applied to cross‐sectional, spatial and cross‐section time‐series situations. The application is perfectly natural in cross‐section, time‐series models when regression coefficients evolve systematically as the cross‐section grouping variable changes. The evolution of such coefficients lends itself to polynomial approximation or more general smoothing restrictions. These ideas are not new,…

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摘要暂缺

In the first section of this paper the overidentifying restrictions on a system of linear simultaneous equations are expressed in terms of restrictions on the reduced form parameters. These restrictions provide the basis of a test of the structure using only the unrestricted reduced form parameter estimates. Under Ho the test proposed is asymptotically equivalent to a likelihood ratio test. The test may be applied as a single equation or complete system procedure and it may…

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摘要暂缺