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经贸印象_首都经济贸易大学
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回顾“十二五”,首经贸秉承改革发展的理念,高层次项目取得重大突破,承接各类研究课题 1428. 年是“十三五”规划的开局之年,也是澳门百老汇赌场(www.9057.com)加快建设“国内一流、国际知名”财经大学的攻坚之年。 站在这一新的历史起点上,新闻中心特此推出 学术前沿 专栏,对“十二五”期间澳门百老汇赌场(www.9057.com)国家自然科学基金、国家社会科学基金等已结项课题所取得的阶段性成果进行展示。 的国家自然科学基金项目 高维近似因子模型的极大似然分析 理论与方法 紧紧追踪这一新兴的研究课题,系统地研究了因子空间存在动态联系和. 或误差扰动项存在动态联系时,基于动态关系,由极大似然方法提供的对宏观经济变量的预测区间是合意的,甚至可能是最有效的 数据中广泛存在的条件波动性,可能是由一个低维空间的条件波动性在扩散效应下的结果,某些特定的金融数据提供了对这一结论的强烈支持 因子空间部分可观测时,参数的识别问题仍然存在,在合理的识别条件下,其估计的准确程度要比我们想象地要差 在观测数据的线性组合存在因子结构,极大似然分析仍然可以使用,并且对横截面异方差所导致的伴随参数问题有效。
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