联立方程计量经济学模型的结构识别

中国管理科学 ›› 1997, Vol. ›› Issue (3): 53-56.

联立方程计量经济学模型的结构识别

毛定祥

上海大学经济管理学院, 20072

收稿日期:1997-05-20 出版日期:1997-09-28 发布日期:2012-03-06

Strucforal Identifiability of Simutaneous Equations Model of Econometrics

Mao Dingxiang

School of Management, Shanghai University

Received:1997-05-20 Online:1997-09-28 Published:2012-03-06

摘要/Abstract

摘要： 本文提出了联立方程计量经济学模型结构识别的概念与方法。应用该方法识别模型与统计数据无关,并且与模型参数的具体数值也无关,对计量经济学建模与分析有实际意义.

关键词: 联立方程模型, 结构识别, 生成秩

Abstract: This paper proposes the concept and method of structura1 identifiability of simultaneous equations model of econometrics, which reveals the fundamental characteristic of model structurally and de-pends neither on staistica1 data nor sPecific valucs of model parameters. It has practical significance in econometric mode1ing and analysing.

Key words: Simultaneous equations model, Structural identifiability, Generic rank

毛定祥. 联立方程计量经济学模型的结构识别[J]. 中国管理科学, 1997, (3): 53-56.

Mao Dingxiang. Strucforal Identifiability of Simutaneous Equations Model of Econometrics[J]. Chinese Journal of Management Science, 1997, (3): 53-56.