| 蒙特卡罗方法在经济学中的应用——基于河南省农业持续度的实证分析 |
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| 引用本文： | 许晓娜.蒙特卡罗方法在经济学中的应用——基于河南省农业持续度的实证分析[J].统计与信息论坛,2007,22(5):50-54. |
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| 作者姓名： | 许晓娜 |
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| 作者单位： | 湘潭大学,商学院,湖南,湘潭,411105 |
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| 摘 要： | 首先利用蒙特卡罗方法研究小样本或有限样本的统计性质,然后计算ADF检验式中时间趋势项的τ统计量的值,最后用蒙特卡罗方法进行实证分析。通过分析可以看出蒙特卡罗方法在经济中的应用非常广泛,特别是用于解决随机性问题,使得这种方法成为一种优于其它方法的工具。
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| 关 键 词： | OLS估计量 ADF检验 农业系统持续度 蒙特卡罗模拟 |
| 文章编号： | 1007-3116(2007)05-0050-05 |
| 修稿时间： | 2007年5月15日 |
Discuss on the Application of the Monte Carlo Method in the Economics——an Empirical Analysis Based on the Sustainability of Henan Province Agriculture System |
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| XU Xiao-na.Discuss on the Application of the Monte Carlo Method in the Economics——an Empirical Analysis Based on the Sustainability of Henan Province Agriculture System[J].Statistics & Information Tribune,2007,22(5):50-54. |
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| Authors: | XU Xiao-na |
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| Institution: | XU Xiao-na (School of Business, Xiangtan University, Xiangtan 411105, China) |
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| Abstract: | Firstly studies the statistical properties of small sample or limited sample using Monte Carlo method,then calculates the value of trend statistic in ADF formula,and finally uses Monte Carlo method to carry on the empirical diagnosis analysis.From these one can see that the application of Monte Carlo method is extremely widespread in the economics,especially in solving the randomness test problem,which enables this method to surpass other statistic tools. |
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| Keywords: | OLS estimate ADF examination agricultural system sustainability Monte Carlo simulate |
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