一阶闭环TAR模型的应用及其系数估计的渐近性质  

The Application of the First Order Close Cycle TAR Model with Asymptotic Properties of Coefficient Estimations

作　　者：邓集贤[1] 范文宁[1] 宋心远[1] 

机构地区：[1]中山大学数学系

出　　处：《中山大学学报（自然科学版）》1992年第1期20-27,共8页Acta Scientiarum Naturalium Universitatis Sunyatseni

基　　金：国家自然科学基金

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。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.

关 键 词：消费与积累 强相容性 渐近正态性 

分 类 号：F014.5[经济管理—政治经济学]