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观测误差方差未知时变量系统部分间线性关系的确定AI 解读

Given a sufficient number of instrumental variables significantly correlated with the\ninvestigational variables, consistent estimates of the coefficients of the linear relations can be determined (if they exist), without knowledge of the disturbance variances. The estimates are discussed from the viewpoint of probability convergence. In the case of two investigational and one instrumental variable, all three variables distributed on the normal surface, the distribution of…

关于从时间序列统计估计供需关系的札记AI 解读

IN A discussion in this Journal of the estimation from time series of economic relations such as demand and supply equations, G. Tintner developed a technique based on multivariate methods of statistical analysis, the economic relations being identified with the linear relations existing (within the limits of observational error) among the economic variables considered. In the present note a more precise analysis of the same type is adopted in which some of the limitations…

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欧文·费雪的计量经济学AI 解读

THE great American who has departed from us was much more than an economist. But vast realm over which he held sway and intellectual climate of epoch that nourished his thought have been admirably surveyed in this journal,' and I shall confine myself to Fisher's pureLy scientific work in our field. This will restrict our subject. But it will not lower itat least, it could do so only through my own fault. For whatever else Fisher may have been-social philosopher, economic…

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关于一种最大似然估计的札记AI 解读

An estimate of y obtained by applying the method of maximum likelihood under the assumption that ut is normally distributed is consistent and asymptotically normally distributed. The asymptotic standard deviation is given in this note. Although Kendall considers many estimates of the period in his publication, he does not use the maximum-likelihood estimate although it has desirable properties in large samples that several of the other estimates do not have.4 It is…

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关于拉格纳·弗里施一个问题的札记AI 解读

what are the conditions under which the regression of xi on x2 is linear, $, a, and ,B being independent variables and a and b being constants but unknown. The problem requires the condition for linearity of regression of xi on X2 whatever may be the values of a and b. A partial answer was given by H. V. Allen,' who has proved that if the first two moments of a and all the moments of t and ,B are finite then the necessary and sufficient condition for the linearity of…

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以计量经济模型指导经济政策AI 解读

IT IS desirable to provide tools of analysis suited for public economic policy that are, as much as possible, independent of the personal judgments of a particular investigator. Econometric models are put forth in this scientific spirit, because these models, if fully developed and properly used, eventually should lead all investigators to the same conclusions, independent of their personal whims. The usual experience in the field of economic policy is that there are about…

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关于平方根坐标图的札记AI 解读

F. R. MACAULAY' and other writers2 have noted a tendency for changes in the square roots of common-stock prices to be constant regardless of price level. This phenomenon has naturally suggested that when such prices are represented graphically the charts be designed so that vertical distances from the origin are proportional to the square roots of the prices indicated in the margins. There is some reason to believe that charts of this kind might also be useful in plotting…