计量经济模型中参数线性约束条件的检验方法

Parameter Testing Approaches Under Linear Constraints in Econometric Modeling

在经济分析与研究中,计量经济模型越来越受到重视和普及。但在实际建模中要全面进行计量经济模型的检验是有一定难度的,需要考察模型的参数是否满足某种先验假设,即约束条件。运用参数线性约束F检验、沃尔德检验和t检验三种方法,通过建立生产函数模型,对我国粮食产量与生产劳动力和化肥适用量进行了检验说明。

In economies reasearches econometric model has gaind wide attention. However, there remain the difficulties in practice to test with econometric model, for which need make all the variables concerned satisfy certain presumptions, or constraints. The paper introduces three testing approaches under linear coustraints to model the production function for the grain output and the input of labor and chemical fertilizer in China.