最小二乘法在计量经济模型中的应用

An Application of Least-Square Method on Econometric Model

本文从古典计量经济模型的建立谈起，又从异方差模型、自相关模型和联立方程模型中，论述了由最小二乘法派生出的加权最小二乘法、广义最小二乘法和间接最小二乘法等。

This paper discusses the theory of least - squares methed from building of clas-sical econometric medels. first, then heteroscedastic model, autocorrelation model and si-multaneous equations medel, and expounds the weighted least square mechod, generalizedleast square method and indirect least square method derived from least - squares methed.