如何进入 EViews 1、开始 2、程序 3、 Econometrics 4、 EViews

问题的提出 1、计量经济学模型,需要经常考虑属性因素的影响。例如,职业、战争与和平、繁荣与萧条、文化程度、灾害、季节 2、属性因素往往很难直接度量它们的大小。只能给出它们的“Yes—D=1”或”No一D=0”、或者它们的程度或等级

2.1 SOME NOTATION 1. The Summation Notation X, =X1++...+n can be abbreviated as:Σx,orΣx 2. Properties of the Summation Operator

Statistical inference draws conclusions about a population [i.e., probability density function(DF)] from random sample that has supposedly been drawn from that population

The Object of Hypothesis Testing To answer- How \good\ is the estimated regression line. How can we be sure that the estimated regression function (i.e., the SRF) is in fact a good estimator of the true PRF?

The models we discussed are models that are linear in parameters; variables Y and Xs do not necessarily have to be linear The price elasticity of demand~the log-linear models The rate of growth~semilog model Functional forms of regression models which are linear in parameters, but not necessarily linear in variables:

One of the CLRM assumptions is: there is no perfect multicollinearity-no exact linear relationships among explanatory variables, Xs, in a multiple regression. In practice, one rarely encounters perfect multicollinearity, but cases of near or very high multicollinearity where explanatory variables are approximately linearly related frequently arise in many applications

12.1 The Nature of Autocorrelation 1. Definition (1) CLRM assumption: No autocorrelation exist in dishurbances ui; E(iμi)=0 Autocorrelation means: E(μiμ)≠0 (2) Autocorrelation is usually associated with time series data, but it can also occur in cross-sectional data, which is called spatial correlation

14.1 Restricted Least Squares (RLS) 1. OLS and RLS ()Unrestricted least squares(ULS) When using the ordinary least square method(OLS) to estimate the parameters, we do not put any prior constraint() or restriction(s) on the parameters. So we can estimate the parameters without any restrictions. This is ULS

开设本课程的意义 一、计量经济学作为一个经济学分支,其地位越来越重要*很多诺贝尔经济学奖得主是计量经济学家,如:R. Frisch,J, Tinbergen,LR.Klen等 二、计量经济学已成为经济类专业的必修课计量经济学得到日益广泛的重视和应用