| 计量经济中一类单指标模型的建模 |
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| 引用本文： | 高仁祥,张世英,刘豹.计量经济中一类单指标模型的建模[J].系统工程学报,1995(1). |
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| 作者姓名： | 高仁祥 张世英 刘豹 |
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| 作者单位： | 天津大学管理学院 |
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| 摘 要： | 本文基于对统计学中广义线性模型的分析、详细研究了计量经济中一类单指标模型的建模问题，提出了相应的参数估计与推断算法，并加以实施。实例分析说明该模型及其方法在实际应用中具有优越性。
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| 关 键 词： | 单指标模型，广义线性模型，建模 |
A METHOD FOR MODELING OF A CLASS OF SINGLE-INDEX ECONOMETRIC MODELS |
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| Gao Renxiang,Zhang Shiying,Liu Bao.A METHOD FOR MODELING OF A CLASS OF SINGLE-INDEX ECONOMETRIC MODELS[J].Journal of Systems Engineering,1995(1). |
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| Authors: | Gao Renxiang Zhang Shiying Liu Bao |
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| Abstract: | Based on Generalized Linear Model,modeling of a class of single-index econometric models is investigated in detail,and corresponding algorithm of parameter estimation and inference is proposed.The efficiency of the method and the algorithm is shown by a practical example given in this paper. |
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| Keywords: | single-index econometric models generalized linear models modeling |
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