基于实数阶累加的累积法改进及其应用

The Improvement and Application of Accumulation Method Based on the Real Order Accumulation

基于普通累积法估计模型参数的基本原理,将普通累积法由整数推广到实数,并用推广后的实数阶累积法估计计量经济学模型参数,且运用实例与普通累积法估计的结果进行比较。结果表明,实数阶累积法也能像最小二乘法及普通累积法一样,对模型参数进行很好的估计,因此可将累积法推广到其他模型的参数估计中,以满足更大范围的应用。

This article is based on the principle of ordinary accumulation method, and will promote the ordinary method to real. Use the promoting realorder accumulation method to estimate the econometric mod- el, and compare the instance＇ s estimated results with ordinary accumulation method. Results showed that the real order accumulation method can be like the least square method and ordinary accumulation methodto estimate the model parameters is very good. So the accumulation method can be extended to other model parameter estimation, in order to satisfy a wider range of applications.