摘要
在计量经济学的研究中,计量经济模型的选择问题是一个很重要的课题。本文把一般的计量经济模型化为线性统计模型,用模型参数的最佳线性无偏估计量作为模型选择的标准,从线性统计模型的角度讨论计量经济模型的选择问题。推断结果表明:计量经济模型的选择问题转化为已知矩阵的计算。
The Selection of Econometric models is a very important topic in studying Econometrics.Turning the general econometric models into statistical linear models,this paper discussed the selection of econometric models on the basis of the Best linear Unbiased Estinator.The results indicated that the selection of Econometric models may be reduced to the calculation of known matrics.
