Scanner data and econometric estimation, while useful, are not necessary.
扫描数据和计量估计虽然有用,但并不是必须。
The problem of estimating time-varying parameters of econometric models is discussed, by analysing the normal moving window method. A new estimation method-optimal moving window method is proposed.
本文在分析普通移动窗法的基础上,对计量经济模型的时变参数估计问题,提出了一种新的估计方法—最优移动窗法。
The risk of econometric models includes model-misspecification risk and estimation risk.
计量经济模型总风险由模型(误设)风险和估计风险构成。
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