中国主要宏观变量的非参数稳定性检验

蔡楠, 蔡宗武 and 方颖

No 2013-10-14, Working Papers from Wang Yanan Institute for Studies in Economics (WISE), Xiamen University

Abstract: 基于非参数广义F 检验与Wild Bootstrap 的方法，本文对从1997年1月到2010年12月共92个中国主要月度宏观经济变量的双变量关系进行稳定性检验。检验结果表明，在所有8370 组双变量关系中，有超过70%的比例是显著不稳定的。

Keywords: 非参数时变系数模型；稳定性检验；LASSO; 型的模型选择；Wild; Bootstrap (search for similar items in EconPapers)
Date: 2013-10-14
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