ECONOMETRIC MODELING OF INTERREGIONAL LABOR MARKET LINKAGES*
提出一种统计方法,利用格兰杰因果定义和滞后长度选择技术,建立多区域就业关联模型,发现考虑区域间就业关系能降低预测误差。
ABSTRACT. This paper presents a statistical procedure for empirically establishing linkages between regional economies. Using Granger's definition of causality and the final prediction error technique for lag‐length specification suggested by Hsiao, a linked, multiregional employment model is developed. The forecast performance of the linked model is compared to models which do not include interregional linkages. It is shown that forecast error is reduced by taking into account employment interrelationships between regions.