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chap9單方程估計(jì)中的高級問題-在線瀏覽

2025-07-13 23:47本頁面
  

【正文】 1 22 0 1 23 0 1 22439bdb d d db d d db d d d?? ? ?? ? ?? ? ? A case study: Y庫存量, X銷售額( lag=3) PDL expression: pdl(series_name,lags,order,options) The constraint options are: ? 1 constrain the near end of the distribution to zero. ? 2 constrain the far end of the distribution to zero. ? 3 constrain both the near and far end of the distribution to zero. By default, EViews does not constrain the endpoints of the PDL. 設(shè)無限分布滯后模型為 Koyck method: Koyck assumption It is easy to obtain 0 0 1 1 2 200 =t t t t ti t i tiY a b X b X b Xa b X???????? ? ? ? ? ????0 ( 0 1 )iibb ??? ? ?0 0 1 1( 1 )t t t t tY a b X Y? ? ? ? ???? ? ? ? ? ?Adaptive expectation models 其中
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