简化式一般是通过结构式变型得到的。
对简化式方程,方程的左边全都是内生变量,方程的右边全都是前定变量(包括外生变量,以及滞后内生变量)。
In econometrics, the reduced form of a system of equations is the product of solving that system for its endogenous variables. In other words, the reduced form of an econometric model is one that has been rearranged algebraically so that each endogenous variable is on the left side of one equation and only predetermined variables (like exogenous variables and lagged endogenous variables) are on the right side.
内生变量 v.s. 外生变量
内生变量是由模型内部决定的变量,而外生变量是由模型外因素决定的变量。
In any model, there will be variables that are created or impacted by the model and others that remain unchanged by the model. Those that are changed by the model are considered endogenous or dependent variables, whereas those that remained unchanged are the exogenous variables. Exogenous variables are assumed to be determined by factors outside of the model and are therefore the autonomous or independent variables.
结构式 v.s.简化式
我们在基于经济学理论构建模型的时候,构建的一般都是结构式,是把一些感兴趣的因变量、解释变量通过方程关联在一起。结构式体现了各个变量之间的关系。
但在计算的时候,我们习惯用简化式。简化式,是通过结构式变型得到的。通过将内生变量放在方程左边,把前定变量放在方程右边,得到简化式。这样可能就失去了变量之间关系上的含义。
即使是简化式,常常只能以函数的形式表示参数,一般难以得到显式解。
网友评论