第一节时间序列分析的基本概念 第二节平稳性的检验 第三节协整

第一节联立方程模型的概念 第二节识别问题(The identification problem) 第三节联立方程模型的估计

第一节引言 第二节分布滞后模型的估计 第三节部分调整模型和适应预期模型

第一节误设定 第二节多重共线性 第三节异方差性

第一节多元线性回归模型的概念 第二节多元线性回归模型的估计

11.1 The Nature of Heteroscedasticity Homoscedasticity: equal variance. Heteroscedasticity: unequal variance. Heteroscedasticity is usually found in cross-sectional data

One CLRM assumption is: The model used in empirical analysis is \correctly specified\

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

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?

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)