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 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。
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