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一、问题的提出 二、变量之间的直接影响与间接影响 三、变量的内生性与外生性 四、变量的随机性和确定性
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一、模型的关系类型 二、模型关系误设的后果 三、模型关系设定的指导原则 四、模型关系设定检验 五、案例——以要素替代性质描述为线索的生产函数模型的发展
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One CLRM assumption is: The model used in empirical analysis is \correctly specified\
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Dummy variables (also indicator variables; binary variables categorical variables; dichotomous variables.) Qualitative variables in regression model For example: sex, race, color, religion, nationalit y, marital status, etc
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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?
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5.1 The Meaning of Regression Analysis 1.Regression analysisthe study of the relationship between one variable Y (the explained, or dependent variable) and one or more other variables X/Xs (explanatory, or independent variables)
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Statistical inference draws conclusions about a population [i.e., probability density function(DF)] from random sample that has supposedly been drawn from that population
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《计量经济学》课程教学资源(国外经典教科书)Introductory Econometrics
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Part 1 Introduction Part 2 Towards Neoclassical Growth Part 3 Neoclassical Growth Part 4 Endogenous Technological Change
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《计量经济学》课程教学资源(国外经典教科书)Gujarati - Basic Econometrics, Fourth Edition
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