计量经济学应用研究的总体回归模型设定

The Specification of Population Regression Models in Econometric Application Studies

本文从计量经济学应用研究中总体回归模型设定的任务和目标出发,通过对总体模型设定的研究目的导向、经济学理论导向、数据关系导向的分析与评价,提出总体模型设定的唯一性、一般性、现实性和统计检验必要性原则;最后,提出总体回归模型设定的"经济主体动力学关系导向"原则和框架。

Taking the target of econometric population models specification as the starting point, the paper analyses and evaluates the study target guidance, the economics theory, guidance and the data guidance of the population models specification, and advances some important criterions about the population models specification. For example, the population model must be sole, general and realistic, and must pass the statistical testing by the data. Finally, the paper raises a new theory, i.e. the population models specification must be directed by the dynamic relationship in economy system.