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研究生: 黃春松
論文名稱: 動態線性計量模型 : 理性預期的統計分析
指導教授: 張金裕
學位類別: 碩士
Master
系所名稱: 商學院 - 統計學系
Department of Statistics
論文出版年: 1983
畢業學年度: 71
論文頁數: 93
相關次數: 點閱:226下載:0
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  • 第一章:緒言1
    第一節:前言1
    第二節:研究動機1
    第三節:研究目的與研究方法2
    第二章:理性預期假設之含意及其應用3
    第一節:適應預期假設的觀念3
    第二節:理性預期假設的觀念4
    第三節:理性預期假設之應用6
    第三章:REH之理論模型10
    第一節:簡單的RE模型11
    第二節:靜態的RE模型13
    第三節:簡單的動態RE模型16
    第四節:納入遲延的外生變數之動態RE模型19
    第五節:納入遲延的內生變數之動態RE模型20
    第四章:理性預期模型的統計特性23
    第一節:認定問題23
    第二節:估計方法38
    第三節:假設檢定48
    第四節:漸近定常性50
    第五章:理性預期與移動平均的預測比較56
    第一節:誤認所引起的誤差56
    第二節:效用上的比較58
    第三節:MSE上的比較60
    第六竟:理性預期之實證研究--台灣地區之經濟模型68
    第七章:結論與建議79
    註解81
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