摘要
加权最小二乘法是计量经济学模型出现异方差性时的修正估计方法,但是在EViews软件的应用过程中,如果处理不当,将会得到错误的结论。结合具体案例指出加权最小二乘法在应用中易出现的问题,并给出相应的解决方案。
The method of weighted least squares is a modified estimation method when heteroscedasticity appears in econometric models. However, in the application process of EViews software, if it is handled improperly, wrong conclusions will be obtained. Combining with specific case, points out the problem in the application of weighted least squares method, then gives the corresponding solutions.
作者
刘芳
樊为刚
LIU Fang;FAN Weigang(College of Information and Management Science,Henan Agriculture University,Zhengzhou 450046,China)
出处
《河南教育学院学报（自然科学版）》
2021年第1期9-12,共4页
Journal of Henan Institute of Education(Natural Science Edition)
基金
河南省软科学项目(202400410268)。
