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HBP估计是具有高失效点的稳健估计方法,根据生产函数模型,利用LMS和MCD估计方法对浙江省相关年份的GDP进行了定量诊断,发现研究期间的GDP存在异常点和高杠杆点,并对异常点进行了验证,对高杠杆点进行了分析,解释了高杠杆点的产生原因。同时利用RLS估计方法对模型进行回归,根据回归结果对异常点进行了修正。
HBP estimation is a robust estimation method with high failure point. Using the LMS and MCD estimation methods to quantitatively diagnose the GDP of relevant years in Zhejiang Province according to the production function model, we find that there is an abnormal point and a high degree of leverage in the GDP during the study period. Abnormal points were verified, the analysis of high leverage points, explains the reasons for the high leverage point. At the same time, the model is regressed by RLS estimation method, and the abnormal points are corrected according to the regression results.