摘要
通过分析两种违背计量经济模型基本假设的异方差和序列相关问题,以最小二乘法为主要方法,提出多种新型参数检验和参数修正的方法,从而提高计量模型的合理性和预测的有效性.
Heteroscedasticity and serial correlation are theoretically analyzed on their inconsistency with the important assumptions of the econometric models. To improve those inconsistencies, several new measurements of parameter test and parameter correction are developed on base of the least-squares estimation. The results show that the new measurements can improve the rationality and efficiency of the econometric models.
出处
《中原工学院学报》
CAS
2005年第3期57-59,75,共4页
Journal of Zhongyuan University of Technology
关键词
计量经济模型
异方差
序列相关
检验
修正
econometric models
heteroscedasticity
serial correlation
parameter test
parameter correction
