| 线性回归模型结构稳定性的Eviews诊断 |
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| 引用本文： | 李均立. 线性回归模型结构稳定性的Eviews诊断[J]. 技术经济与管理研究, 2009, 0(1): 10-12 |
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| 作者姓名： | 李均立 |
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| 作者单位： | 海南大学儋州校区管理学院,海南,儋州,571737 |
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| 摘 要： | 线性回归模型是计量经济学中最基本的模型，当模型涉及时间序列数据时就可能出现模型结构稳定性的问题，即模型参数可能随着时间的变化而变化。本文根据Chow检验的方法步骤。介绍线性回归模型结构稳定性的Eviews诊断方法。
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| 关 键 词： | 线性回归模型 结构稳定性 Chow检验 Eviews |
The Eviews Diagnosis of Linear Regression Model Structure's Stability |
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| LI Jun-li. The Eviews Diagnosis of Linear Regression Model Structure's Stability[J]. Technoeconomics & Management Research, 2009, 0(1): 10-12 |
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| Authors: | LI Jun-li |
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| Affiliation: | School Of Management;Danzhou Campus of Hainan University;Danzhou Hainan 571737 |
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| Abstract: | The linear regression model is the most basic model in econometrics. The problem ofmodel structure＇s stability arises when the model touch upon time series data, that is the modelparameters probably change with the time. According to the method and process of Chow tests, this article introduces the Eviews diagnosis method of linear regression model structure＇ s Stability. |
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| Keywords: | Eviews |
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