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我国消费、投资、出口与GDP关系的半参数回归模型研究
引用本文:徐小凡,王巧玲. 我国消费、投资、出口与GDP关系的半参数回归模型研究[J]. 山西师范大学学报:自然科学版, 2012, 0(3): 24-27
作者姓名:徐小凡  王巧玲
作者单位:四川大学数学学院;西南交通大学数学学院
摘    要:运用Eviews5.0和MATLAB7.0对GDP、消费、投资及出口数据进行处理,选用Epanechnikov核函数和交错鉴定窗宽选择法对GDP的影响因素建立半参数回归模型,得出的相关结论是:运用半参数回归模型分析GDP的影响因素是非常有效的;最终消费对GDP增长贡献最大;合理的消费、投资比是保证经济稳定增长的前提.

关 键 词:GDP  交错鉴定法  半参数回归模型

Semi-parametric Regression Model on the Relations of Consumption,Capital,Exports and GDP in China
XU Xiao-fan,WANG Qiao-ling. Semi-parametric Regression Model on the Relations of Consumption,Capital,Exports and GDP in China[J]. Journal of Shanxi Teachers University, 2012, 0(3): 24-27
Authors:XU Xiao-fan  WANG Qiao-ling
Affiliation:1.School of Mathematics,Sichuan University,Chengdu 610065,Sichuan,China; 2.School of Mathematics,South West Jiao tong University,Chengdu 610031,Sichuan,China)
Abstract:Eviews 5.0 and MATLAB 7.0 are used in this paper to process the data of GDP,consumption,capital and net exports.We choose Epanechnikov kernel as the kernel function,use cross validation method to find optimal window width,and establishes a semi-parametric regression model finally.This model is effective to analysis the inflnencing factor of GDP.Final consumption makes the largest contribution to GDP growth.Reasonable consumption and investment ratio is the precondition of stable growth of economy.
Keywords:GDP  cross validation  semi-parametric regression model
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