摘要
在介绍分位数回归估计方法理论和局部线性回归估计方法理论基础上,分别建立模型分析了2008–2011年我通货膨胀和海关进出口总额之间关系,结表明:分位数回归估计方法具有更加稳特点;在研究通货膨胀和海关进出口总额之间关系时,使用分位数回归模型更加有效.
Based on the introduction of theory of quantile regression estimation method and of local linear regression estimation method, separate models were established to analyze relations between China's inflation and volume of customs import and export from 2008 to 2011. Results showed that: while quantile regression estimation method is more robust; in study of relations between inflation and the volume of customs import and export, quantile regression model is more effective.
出处
《温州大学学报(自然科学版)》
2012年第6期7-12,共6页
Journal of Wenzhou University(Natural Science Edition)
关键词
分位数回归
局部线性回归
通货膨胀
海关进出口总额
稳健性
Quantile Regression
Local Linear Regression
Inflation
Volume of Customs Import and Export
Robustness