| 最小二乘法在计量经济模型中的应用 |
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| 引用本文： | 张金力,陈广伏.最小二乘法在计量经济模型中的应用[J].沈阳航空工业学院学报,1999,16(4):57-60. |
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| 作者姓名： | 张金力 陈广伏 |
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| 作者单位： | 沈阳大学经济学院(张金力)，辽宁省工商行政干部学校(陈广伏) |
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| 摘 要： | 本文从古典计量经济模型的建立谈起，又从异方差模型，自相关模型和联立方程模型中，论述了由最小二乘法派生出的加权最小二乘法、广义最小二乘法和间接最小二乘法等。
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| 关 键 词： | 最小二乘法 计量经济模型 随机扰动项 |
An Application of Least-Square Method on Econometric Model |
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| Zhang Jinli, Chen Guangfu.An Application of Least-Square Method on Econometric Model[J].Journal of Shenyang Institute of Aeronautical Engineering,1999,16(4):57-60. |
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| Authors: | Zhang Jinli Chen Guangfu |
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| Institution: | Zhang Jinli; Chen Guangfu |
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| Abstract: | This paper discusses the theory of least - squares methed from building of clas-sical econometric medels. first, then heteroscedastic model, autocorrelation model and si-multaneous equations medel, and expounds the weighted least square mechod, generalizedleast square method and indirect least square method derived from least - squares methed. |
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| Keywords: | least square method economtric method random disturbance term |
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