计量经济模型的选择和检验

Selection Problem of Econometric Models

  • 摘要: 本文讨论计量经济模型选择的数学基础,介绍这方面国外近年来研究成果,探讨模型函数辨识的某些新的课题.

     

    Abstract: This paper covers the mathematical basis of selection of econometric models,recentresearch results in abroad for model selection problems and some new problems ofmodel function identification.

     

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