A Flexible Parametric Approach to Nonlinear Data Analysis

非线性数据分析的灵活参数方法

• 批准号: 9707771
• 负责人: James Hamilton
• 金额: $ 18.5万
• 依托单位: University of California-San Diego
• 依托单位国家: 美国
• 项目类别: Continuing Grant
• 财政年份: 1997
• 资助国家: 美国
• 起止时间: 1997-07-01 至 2000-06-30
• 项目状态: 已结题
• 来源: https://www.nsf.gov/awardsearch/showAward?AWD_ID=9707771&HistoricalAwards=false
• 关键词: Flexible; Parametric; Approach; Nonlinear; Data

9707771 Hamilton This project develops new tests of whether an economic relation his nonlinear and a new method for choosing a particular nonlinear specification to use to describe the data. The idea is to view the underlying relation as the outcome of a latent Brownian field. The population parameters of this latent field are estimated by maximum likelihood. Once its probability law has been specified, optimal inferences about the underlying relation can be obtained. Potential economic applications include arriving at a better statistical description and understanding of business cycles, modeling the effects of oil shocks, analyzing how monetary policy affects the economy, and studying the convergence of income levels across different countries. ??

9707771汉密尔顿这个项目开发了关于经济关系是否为非线性的新测试，并开发了一种选择特定非线性规范来描述数据的新方法。这个想法是把潜在的关系看作是潜在的布朗场的结果。用极大似然法估计了该势场的布居参数。一旦它的概率律被指定，就可以得到关于潜在关系的最佳推论。潜在的经济应用包括对商业周期进行更好的统计描述和理解，对石油冲击的影响进行建模，分析货币政策如何影响经济，以及研究不同国家收入水平的趋同。?？