关于联立方程模型识别概念的思考  

Deliberation about the Definition of Identification in Simultaneous Equation Models

作　　者：李景华[1] 

机构地区：[1]山西财经大学统计系,山西太原030006

出　　处：《数学的实践与认识》2003年第4期38-45,共8页Mathematics in Practice and Theory

摘　　要：本文首先就经济计量学学科中有关联立方程模型识别问题中流行的几种识别概念提出质疑 ,之后给出笔者对识别概念的思考与表述 。In this paper,some queries are raised about the definition of identification in simultaneous equation models of econometrics.A new concept of identification is proposed and criteria of identification are given based on the new definition.

关 键 词：经济计量学 联立方程模型 识别概念 统计形式 识别程度 内生变量 前定变量 模型参数 

分 类 号：F224.0[经济管理—国民经济]