Testing for AR(IS eria Correlation Want to be able to test for whether the errors are serially correlated or not Want to test the null thatp=0 in u,=pu, 1 +et=2.. where u is the model error

Time series vs Cross sectional e Time series data has a temporal ordering unlike cross-section data Will need to alter some of our assumptions to take into account that we no longer have a random sample of individuals Instead. we have one realization of a stochastic(i.e. random) process Economics 20- Prof anderson

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

一、异方差的实质和产生的原因 二、异方差产生的后果 三、异方差的检测方法 四、异方差的补救

发展农业和建筑业会减少财政收入吗？ 为了分析各主要因素对财政收入的影响，建立财政收 入模型: 其中: CS财政收入(亿元) ; NZ农业增加值(亿元); GZ工业增加值(亿元); JZZ建筑业增加值(亿元); TPOP总人口(万人);

• 一、向量自回归模型定义 • 二、VAR的稳定性 • 三、VAR模型滞后期k的选择 • 四、VAR模型的脉冲响应函数和方差分解 • 五、格兰杰非因果性检验 • 六、VAR与协整 • 七、实例

中国经济的快速发展，使居民收入不断增加，数以百万 计的中国人开始得以实现拥有汽车的梦想，中国也成为世界 上成长最快的汽车市场。 中国交通部副部长在中国交通可持续发展论坛上做出预 测 :“2020年，中国的民用汽车保有量将比2003年的数字 增长６倍，达到1.4亿辆左右”

What is Heteroskedasticity Recall the assumption of homoskedastic implied that conditional on the explanator variables the variance of the unobserved error u was constant If this is not true that is if the variance of u is different for different values of thex's. then the errors are heteroskedastic

第四章 非线性模型 第五章 多重共线性 第六章 异方差 第七章 自相关

Ch. 12 Stochastic Process 1 Introduction a particularly important aspect of real observable phenomena, which the random variables concept cannot accommodate, is their time dimension; the concept of random variable is essential static. A number of economic phenomena for which we need to formulate probability models come in the form of dynamic processes