Functional form e We' ve seen that a linear regression can really fit nonlinear relationships 2 Can use logs on RHS, LHS or both Can use quadratic forms ofx's Can use interactions ofx's e How do we know if we've gotten the right functional form for our model? Economics 20- Prof anderson

Stationary Stochastic Process e A stochastic process is stationary if for every collection of time indices 11 e Thus, stationarity implies that the x,'s are dentically distributed and that the nature of any correlation between adjacent terms is

A True panel vs a Pooled cross section Often loosely use the term panel data to refer to any data set that has both a cross sectional dimension and a time-series dimension More precisely it's only data following the same cross-section units over time Otherwise it's a pooled cross-section Economics 20- Prof anderson

Why Use Instrumental Variables? e Instrumental Variables(IV)estimation is used when your model has endogenous xs That is, whenever Cov(x,l)≠0 Thus. i can be used to address the problem of omitted variable bias 2 Additionally iv can be used to solve the classic errors-in-variables problem Economics 20- Prof anderson

一、“好中求好”—最大最大决策准则 二、“坏中求好”—最大最小决策准则 三、a系数赫威斯决策准则 四、最小的最大后悔值准则

Φ的确定 基本思路:Φ的确定是一个反复迭代不断 逼近的过程,它是依据最优化原理以预测误差 平方和为小为目标函数,按照最速下降法逼近 (调整)

一、专家预测法 二、Delphi法 三、主观概率法

一、趋势曲线模型的基本类型 二、趋势曲线的参数估计 三、趋势曲线模型的识别方法 四、应用实例

一、预测模型结构 二、预测模型的参数确定 三、预测模型的检验 四、用预测模型进行预测 五、预测结果的精确度

1、方法简介 蒙特卡罗( Monte Carlo)是摩纳哥的一个世界著名赌城,但在 统计学中,“蒙特卡罗”已演变成数字模拟试验的专用术语。蒙特 卡罗模拟方法的实质是利用服从某种分布的随机数来模拟现实系统 中可能出现的随机现象