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| 存在遗漏变量时的内生性研究 | |
| 引用本文： | 张荷观. 存在遗漏变量时的内生性研究[J]. 数量经济技术经济研究, 2013, 30(10): 151-160 |
| 作者姓名： | 张荷观 |
| 作者单位： | 江南大学商学院 |
| 摘 要： | 存在遗漏变量时回归系数的估计是计量经济学的一个重要内容。本文讨论单方程计量经济模型中随机解释变量的内生性，指出了目前的计量经济理论所存在的问题，提出了普通最小二乘估计一致性判别的新方法，并证明了存在遗漏变量情况下的普通最小二乘估计仍是一致估计。 |
| 关 键 词： | 随机解释变量；遗漏变量；内生性；一致性 |
The Analysis of the Endogeneity while Presenting Omitted Variables |
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| Zhang Heguan. The Analysis of the Endogeneity while Presenting Omitted Variables[J]. The Journal of Quantitative & Technical Economics, 2013, 30(10): 151-160 | |
| Authors: | Zhang Heguan |
| Abstract: | Estimation on model presenting omitted variables is an important part of econometrics. In this paper, endogeneity of stochastic explanatory variables in single equation econometric model was discussed. The problems existing in econometric were pointed out. A new discriminated method for consistency of OLS was presented. We showed that OLS is consistent under omitted variables. |
| Keywords: | Stochastic Explanatory Variables Omitted Variable Endogeneity Consistency |
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