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交叉估计
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交叉估计
利用合并时间序列数据和截面数据(即同时包含时间序列数据和截面数据)建立模型时,估计模型参数的一种方法。该估计方法,是先使用截面数据估计回归方程中具有长期效应的变量的回归系数,然后再用时序数据估计具有短期效应的变量的回归系数。
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