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    Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/69526


    Title: 動態總體計量模型之涵蓋原則與其運用
    Other Titles: The Encompassing Approach to Dynamic Macro-Econometric Models
    Authors: 汪義育
    Contributors: 國際經營與貿易學系
    Keywords: 涵蓋原則;錯誤設定模型;非恆定性;向量自迴歸模型
    Encompassing principle;Misspecified model;Nonstationarity;VAR model
    Date: 1994
    Issue Date: 2014-09-02
    Abstract: 本項研究計畫目的在研究涵蓋原則( Encompassing principle)在動態總體計量經濟模型中 之方法並運用於台灣總體實證模型.涵蓋原則 理論建立於錯誤設定模型之估計與檢定而適用於非包含假說,檢定與模型選擇與評估,故相當 重要.本研究計畫著重於此項原則在動態總體 計量模型中之檢定方法;同時特別考慮時間數 列非恆定性與變數外生性對於此項原則檢定之 影響.根據此項原則之理論與概念,本計畫擬針 對台灣重要總體實證模型,建立精簡涵蓋VAR模 型來從事涵蓋檢定,以提供修正或建立台灣總 體實證模型之參考.
    Relation: 行政院國家科學委員會
    計畫編號NSC83-0301-H004-098
    Data Type: report
    Appears in Collections:[國際經營與貿易學系 ] 國科會研究計畫

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