基于贝叶斯PSECM模型的非线性协整能源需求研究被引量：1

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摘要文章通过面板数据平滑转换模型研究影响能源需求的主要因素。针对面板数据平滑转换模型的序列差分容易造成信息缺失的问题,进行误差修正,构建PSECM模型,刻画变量的非线性特征与变量之间的长期稳定的非线性关系。由于非线性最小二乘算法难以收敛,容易造成参数估计不准确,运用贝叶斯方法分析模型结构,估计模型参数;在此基础上,对新兴市场国家进行实证分析,研究结果表明:贝叶斯算法能够准确地估计模型各参数,证明了贝叶斯PSECM模型的有效性,能源需求弹性与经济水平、能源价格、金融发展水平之间存在长期稳定非线性协整关系。

作者朱慧明李小依游万海彭成

机构地区湖南大学工商管理学院

出处《统计与决策》 CSSCI 北大核心 2016年第7期122-127,共6页 Statistics & Decision

基金国家自然科学基金创新研究群体项目(71221001) 国家自然科学基金资助项目(71171075 71031004) 教育部博士点基金资助项目(20110161110025) 湖南省自然科学基金资助项目(11JJ3090)

关键词能源需求金融发展面板数据平滑转换模型贝叶斯分析

分类号 F831.5 [经济管理—金融学]

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参考文献14

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