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Title: 一般化動差估計分析方法資產訂價模型之應用
Authors: 李沃牆
Contributors: 毛維凌
Keywords: 一般化動差估計法
Date: 1992
Issue Date: 2016-05-02 17:11:36 (UTC+8)
Abstract: Lucas(1976) 批評當時總體時間序列的計量分析方法,且主張傳統計量模型參數會隨體制及政策而改變,基於這些評論,於是許多對。嗜好(Taste)"及"技術"(Technology)" 結構參數估計的進論方法偭開始使用動態模型中的尤拉最適化條件(Euler Optimality Conditios)來進行估計。
Lucas(1976) criticized the existing strategies for econometricic analysis of macroeconomic time series and argues that papameters of traditional econometric models are not invariant with respect to shifts in policy regimes. In response to that criticism, several inference strategies for "taste and technology" structural parameter models using Euler optimality conditions in dynamic models were suggested.
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