摘要
文章主要讨论了变系数回归模型在计量经济学中的应用,变系数回归模型不但有很好的拟合效果,而且可以探讨变量之间的经济结构的非平稳性,这是经典的线性回归模型所不能比拟的.
This paper fited by the varying nonstationarity in the discusses mainly how to apply the varying coefficient regression model in the econometrics, coefficient model, we can not only obtain the well fitted value, but also can explore the economical structure explained
出处
《淮北煤炭师范学院学报（自然科学版）》
2005年第3期5-7,共3页
Journal of Huaibei Coal Industry Teachers College(Natural Science edition)
关键词
变系数回归模型
局部加权最小二乘法
交叉证实法
非平稳性
varying coefficient regression model
locally weighted least squares
cross validation
nonstaionatrity
