| 数量经济学中的统计分析与预测方法 |
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| 引用本文： | 吴国富,安万福.数量经济学中的统计分析与预测方法[J].数理统计与管理,1993,12(4):59-64. |
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| 作者姓名： | 吴国富 安万福 |
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| 作者单位： | 中国科学院应用数学研究所
(吴国富)，中国科学院应用数学研究所(安万福) |
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| 摘 要： | 本文介绍了数量经济学中的一些基本概念，以及主成分分析在经济波动研究中的应用，并结合例子介绍了经济波动的频率域分析，详细介绍了一种区间控制计量经济模型．
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| 关 键 词： | 计量经济学 主成份分析 频率域分析 |
Statistical Analysis and Forecasting Methods in Econometrics |
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| Wu Guofu,An Wanfu Institute of Applied Mathematics Chinese Academy of Sciences.Statistical Analysis and Forecasting Methods in Econometrics[J].Application of Statistics and Management,1993,12(4):59-64. |
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| Authors: | Wu Guofu An Wanfu Institute of Applied Mathematics Chinese Academy of Sciences |
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| Abstract: | In this Papr we first intoduce some basic concepts in econometrics, and then give an application of principal component analyisis on the research of economic fluctuation, And we also introduce the frequency domain analysis of economic fluctuation With an example. We especially explain in detail the interval controlled econometric nodels and their applications. |
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| Keywords: | Econometrics Principal component analysis Freqency domain analysis |
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