摘要
应用一维一阶闭环TAR模型拟合中国的消费与积累关系。并对二维一阶自激TAR模型,研究了它的系数估计,获得了估计的强相容性和渐近正态性的一个充分条件。
We used the first order close cycle TAR model (with one-dimension) to fit the data of consumption and investment in China. By converting the model in-to the first order SETAR model (with two-dimension), we studied the estimations of the coefficients and obtained a sufficient condition for the strong consistency and asymptotic normality of the coefficien estimators.
出处
《中山大学学报(自然科学版)》
CAS
CSCD
1992年第1期20-27,共8页
Acta Scientiarum Naturalium Universitatis Sunyatseni
基金
国家自然科学基金
关键词
消费与积累
强相容性
渐近正态性
consumption and investment
strong consistency
asymptotic normality