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联立方程计量经济学模型在经济政策制定、经济结构分析和经济预测方面起着重要作用.利用变参数计量经济学联立模型研究我国转轨时期的宏观经济,并建立了变参数的局部线性工具向量估计.在经济变量随机设计条件下,研究了估计量的大样本性质.与我国宏观经济经典线性联立模型相比,变参数联立模型拟合效果更优.另外它也有助于克服我国经济数据不多而造成的非参数方法应用困难的现实情况.
The simultaneous equations econometric model plays an important role in economic policy formulation, economic structure analysis and economic forecasting.Using the simultaneous variable econometrics model to study the macroeconomic in the transitional period of our country and to establish a local linear tool with variable parameters Vector Estimation Under the condition of stochastic design of economic variables, the large sample size of estimators is studied.Compared with the classical linear simultaneous model of macroeconomics in China, the simultaneous variable model with variable parameters has a better fitting effect.It also helps to overcome the shortcomings of our country The non-parametric method is difficult to apply due to limited economic data.