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计量经济模型动态模拟中预测的渐近分布
This paper considers the asymptotic distribution of forecasts made several time periods in the future. Such forecasts typically arise in the dynamic simulation of an econometric model.
教育与迁移决策：委内瑞拉迁移的计量分析
Interstate labor force migration in Venezuela was estimated for 3 groups of migrants classified by their own educational levels. Regional educational levels and education-specific average wages were included as explanatory variables in order to distinguish between the various effects of education on migration and to estimate differences in the response of educated and uneducated migrants to other explanatory variables. The basic model resembled that used in other econometric…
非均衡市场的估计方法：进一步研究
This paper is concerned with the problem of estimating demand and supply schedules in disequilibrium markets. The results of Fair and Jaffee are expanded in three ways. (1) Their directional method I is modified to yield consistent estimates. (2) A maximum likelihood alternative to their quantitative method is proposed. (3) The price equation is generalized to be a multivariate, stochastic function, and a method is proposed for estimating demand and supply schedules in this…
从主观判断导出度量结构：完全与不完全辨别下的尺度构建
Assume that to each pair (x, y) of elements of the set A there corresponds probability p(x, y) that y will be chosen as having more of a certain attribute, if the pair (x, y) is presented to the subject. It is shown that if the p(x, y) satisfy a certain set of (logically independent) conditions, then there exists an (essentially unique) measure f of the attribute of elements of A, such that probabilities p(x, y) depend only on differences between f(x) and f(y).
THE CLASSIC PAPER by Grunfeld and Griliches [3] contains many instructive insights into question of circumstances under which an aggregate dependent variable may be forecasted more precisely with a model based on aggregate variables as opposed to an aggregate of forecasts from individual equations. The statistical model they employ is standard regression framework, a single at macro level and a set of seemingly unrelated regressions (to use Zellner's term) at level. Under…
计算动态乘数的计算机程序
THE DYMULT (dynamic multipliers) program is designed to calculate impact, interim, and total multipliers of a simple linear simultaneous equations model with lags. Builders of an aggregate econometric model have often concentrated on the validity of signs and magnitudes of the estimated regression coefficients of each structural equation and neglected to check the stability conditions of the system, which could be a symptom of specification errors in the model. The DYMULT…
T. A. Yancey, G. G. Judge, M. E. Bock, Wallace's Weak Mean Square Error Criterion for Testing Linear Restrictions in Regression: A Tighter Bound, Econometrica, Vol. 41, No. 6 (Nov., 1973), pp. 1203-1206
This paper sets out a general criterion for the identifiability of a statistical system, based on Kullback's integral. It is shown that the general identification problem is equivalent to a maximisation problem, or where parameter restrictions are present, a problem in nonlinear programming. The relationship of this criterion to that based on the of the underlying distribution is also exhibited. THE COLLECTION OF results on the identification problem in econometrics is by…
结合微观模拟与回归：贫困发生率对失业和增长的“预备式”回归
In most empirical work, the investigator's understanding of the economic process under study is only minimally reflected in the econometric methodology. This paper suggests that in many cases, the construction of a small-scale simulation can prepare the data for regression in a manner which takes cognizance of the theory of the process. Regression is then used to scale the output of the simulation up to observed magnitudes of the variable to be predicted. The simulation has…
含滞后因变量和序列相关误差的回归模型中的序列相关检验
The paper compares the power of two tests for serial correlation in regression models with lagged dependent variables, recently suggested by Durbin, with that of the likelihood ratio test by means of two sets of Monte-Carlo experiments-one in which the exogenous series is taken to be the quarterly GNP series for the USA and the other in which the exogenous series is generated by a known autoregression.