Econometric model building and estimation

计量经济模型的建立和估计

• 批准号: DP170104421
• 负责人: Prof Jiti Gao
• 金额: $ 23.59万
• 依托单位: Monash University
• 依托单位国家: 澳大利亚
• 项目类别: Discovery Projects
• 财政年份: 2017
• 资助国家: 澳大利亚
• 起止时间: 2017-01-01 至 2021-12-31
• 项目状态: 已结题
• 来源: https://dataportal.arc.gov.au/RGS/Web/Grants/DP170104421
• 关键词: Econometric; model; building; estimation

This project aims to tackle issues in econometric model building and estimation under cross sectional dependence, heterogeneity and nonlinearity. This project will seek to establish flexible econometric models associated with estimation methods and user-friendly computational techniques to try to solve real world problems. The research outcomes are expected to be useful to empirical researchers in evaluating and improving model building and forecasting from better models in climatology, demography, economics, environment, finance, machine learning and neural networks.

本项目旨在解决截面依赖性、异质性和非线性下的计量经济模型建立和估计问题。该项目将寻求建立与估计方法和用户友好计算技术相关的灵活计量经济模型，以试图解决现实世界的问题。研究结果有望为实证研究人员评估和改进气候学、人口学、经济学、环境、金融、机器学习和神经网络等领域的模型构建和预测提供参考。