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dc.contributor.advisor洪永淼
dc.contributor.advisor蔡宗武、方颖
dc.contributor.author张玉鹏
dc.date.accessioned2016-02-14T08:08:35Z
dc.date.available2016-02-14T08:08:35Z
dc.date.issued2011-06-24 16:19:33.0
dc.identifier.urihttps://dspace.xmu.edu.cn/handle/2288/49411
dc.description.abstract预测是关于未来的陈述。经济预测的目的是帮助决策者制定经济政策,好的预测有助于实现好的决策。经济预测模型主要分为两类:一类根据现实经济现象构造经济理论模型,并用此理论模型来预测经济的未来表现,这类模型假定经济结构将保持相对稳定;另一类模型则采用时间序列方法(如ARMA和GARCH模型等),它们主要依据变量本身的数据特征来构建统计预测模型。随着计算技术的快速发展和时间序列数据的日益丰富,新的和更复杂的预测技术不断发展起来,如采用非线性模型和时变参数模型等(GooijerandHyndman,2006),这就使得比较和评估不同预测模型显得尤为重要,这可以帮助我们比较不同模型的预测绩效并有所新发现。本...
dc.description.abstractA forecast is a statement about the future. The purpose of economic forecasts is to help the policy makers to determine appropriate economic policy. In general, a superior forecast contributes to achieving good decision-making. Economic forecasting models are divided into two classes: The first type makes strong use of economic theory to structure the model which assumes that the economic structur...
dc.language.isozh_CN
dc.relation.urihttps://catalog.xmu.edu.cn/opac/openlink.php?strText=27636&doctype=ALL&strSearchType=callno
dc.source.urihttps://etd.xmu.edu.cn/detail.asp?serial=30187
dc.subject密度预测评估
dc.subject数据驱动平滑检验
dc.subject风险价值
dc.subjectDensity Forecast Evaluation
dc.subjectData-driven Smooth Test
dc.subjectValue at Risk
dc.title计量经济学模型预测检验及其应用
dc.title.alternativeEconometric Models Forecast Evaluation and Applications
dc.typethesis
dc.date.replied2011-05-28
dc.description.note学位:经济学博士
dc.description.note院系专业:王亚南经济研究院_西方经济学
dc.description.note学号:27720070153899


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