The Estimation of Money Demand Function in Taiwan- An Application of Genetic Programming.
碩士 === 真理大學 === 財經研究所 === 95 === Relative variables of shopping time model proposed by Hueng (1999) are quoted in Genetic Programming (GP) to find out a better model of Money Demand. Comparing with Ordinary Least Squares (OLS) regression model and nonlinear Smooth Transition Error Correction Model...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2007
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| Online Access: | http://ndltd.ncl.edu.tw/handle/81311632094040165606 |
| Summary: | 碩士 === 真理大學 === 財經研究所 === 95 === Relative variables of shopping time model proposed by Hueng (1999) are quoted in Genetic Programming (GP) to find out a better model of Money Demand. Comparing with Ordinary Least Squares (OLS) regression model and nonlinear Smooth Transition Error Correction Model, Genetic Programming outperforms the two models. In the meantime, GP estimation model is also shown as a Non-linear form.
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