传统的关于可支配收入与消费支出的计量经济学模型假定回归系数是常数,无法解释可支配收入对消费行为的影响强度在不同时期的差异性.为了研究新疆城镇居民可支配收入对消费支出的影响强度的时变性,尝试将变系数模型估计理论引入到回归模型中来,通过建立变系数回归模型,分析了消费支出关于可支配收入的变化强度随时间变化的动态规律.
The traditional econometric model about disposable income and consumer spending assumes that the regression coefficients are constant. It can not explain the different impact strength of disposable income on consumer behavior at different times. In order to study the time-variety between per capita disposable income and consumer spending of urban residents in Xinjiang, we attempt to introduce the estimation theory of varying coefficient models into the regression mod- el, and then analyze dynamic changes law in strength of consumer spending on disposable income.