MODELING DYNAMIC INTERINDUSTRY REGIONAL GROWTH IN THE PRESENCE OF STRUCTURAL SHIFTS AND OUTLIERS*
扩展了Kraybill和Dorfman的模型，通过多过程混合估计处理产业与出口产出关系中的结构变化和异常值，并用俄亥俄州月度就业数据验证，对区域增长动态分析有参考价值。
ABSTRACT. Kraybill and Dorfman (1992) propose a model of intermediate and export demand which uses ordinary least‐squares and linear systems techniques to produce a state‐space representation of the time element of output change. Their model produces dynamic multipliers which trace the temporal path of regional growth, and has many advantages over previously employed time series methods. This study extends their methodology to accommodate structural shifts and outliers found in the least‐squares relationship between industry and export output by using a recently‐introduced technique–multiprocess mixture estimation. An application of the Kraybill‐Dorfman method and the extensions proposed here to monthly time series data on Ohio employment is used to illustrate these issues.