重庆工商大学：《计量经济学》课程教学资源（讲义）EViews应用基础（沈民、席尧生）

第一节 化学计量学 第二节 化学反应速率的表示方式 第三节 动力学方程 第四节 气固相催化反应本征动力学方程 第五节 温度对反应速率的影响 第六节 固体催化剂的失活

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

第一节误设定 第二节多重共线性 第三节异方差性

第一节双变量线性回归模型的估计 第二节最小二乘法估计量的性质

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

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

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

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

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: