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论坛 计量经济学与统计论坛 五区 计量经济学与统计软件
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2014-02-16


计量模型的误差项要求exchangeability,这里的意思是什么?我认为意思是每个个体都遵循某一分布,误差是随机的,不知对不对?

此外,一段话请进一步讨论,感觉理解不够。
many criticisms of growth regressions amount to arguments that exchangeability has been violated. For example, omitted regressors induce exchangeability violations as these regressors are elements of F. (F is information set, and may include knowledge of a country's history or culture as well as any "economic" variables that are known). Parameter heterogeneity also leads to nonexchangeability. For these cases, the failure of nonexchangeability calls into question the interpretation of the regression. This is not always the case: heteroskedasticity in errors violates exchangeability but does not induce interpretation problems for coefficients.


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