| 一阶闭环TAR模型的应用及其系数估计的渐近性质 |
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| 引用本文： | 邓集贤,范文宁.一阶闭环TAR模型的应用及其系数估计的渐近性质[J].中山大学学报(自然科学版),1992,31(1):20-27. |
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| 作者姓名： | 邓集贤 范文宁 |
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| 作者单位： | 中山大学数学系，中山大学数学系，中山大学数学系 |
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| 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。
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| 关 键 词： | 消费与积累 强相容性 渐近正态性 |
The Application of the First Order Close Cycle TAR Model with Asymptotic Properties of Coefficient Estimations |
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| Deng Jixian,Fan Wenning,Song Xinyuan
Deportment of Mathematics.The Application of the First Order Close Cycle TAR Model with Asymptotic Properties of Coefficient Estimations[J].Acta Scientiarum Naturalium Universitatis Sunyatseni,1992,31(1):20-27. |
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| Authors: | Deng Jixian Fan Wenning Song Xinyuan
Deportment of Mathematics |
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| Institution: | Deng Jixian;Fan Wenning;Song Xinyuan
Deportment of Mathematics |
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| Abstract: | 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. |
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| Keywords: | consumption and investment strong consistency asymptotic normality |
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