行为不当:早期GNP估计中的预测误差与测量误差

Ain't Behavin': Forecast Errors and Measurement Errors in Early GNP Estimates

Journal of Business & Economic Statistics · 1987
被引 76
人大 AABS 4

中文导读

区分了早期GNP估计修订中的测量误差和预测误差,用广义矩估计法检验美国GNP修订数据,发现快速、15天和45天估计行为不当,但75天估计满足良好行为标准。

Abstract

Revisions of the early GNP estimates may contain elements of measurement errors as well as forecast errors. These types of error behave differently but need to satisfy a common set of criteria for well-behavedness. This article tests these criteria for U.S. GNP revisions. The tests are similar to tests of rationality and are based on the generalized method of moments estimator. The flash, 15-day, and 45-day estimates are found to be ill behaved, but the 75-day estimate satisfies the criteria for well-behavedness.

GNP估计修正测量误差预测误差理性检验