现实世界中,大多数变量之间的关系都不是线性的。本文在使用时间序列模型对我国城镇化率与经济增长之间的关系进行探究时,协整检验失效,说明二者之间不存在线性协整的关系。因此,本文采用光滑样条估计法来研究我国城镇化率与经济增长之间的关系,并在实际数据集上与经典线性回归方法比较。通过实证分析,得知光滑样条拟合效果优于线性回归模型。
In the real world, the relationship between
most variables is not linear. When using time series model to explore the
relationship between urbanization rate and economic growth in China, the
cointegration test fails, showing that there is no linear cointegration
relationship between them. Therefore, this paper uses smooth spline estimation
to study the relationship between urbanization rate and economic growth in
China, and compares it with the classical linear regression method on the
actual data set. Through empirical analysis, it is found that the fitting
effect of smooth spline is better than that of linear regression model.
References
[1]
Herderson, J.V. (2003) The Urbanization Process and Economic Growth: The So-What Question. Journal of Economical Growth, 8, 47-71.