中南财经政法大学：《金融计量学》课程教学课件（双语讲稿）Chapter 07 Difference-in-difference Model 1

1 Motivations All the models we have looked at thus far have been single equations models of the form y=XB+u All of the variables con

11.4 向量误差修正模型(VECM) 11.5 确定性趋势与协整分析 11.6 Johansen协整分析方法 11.7 VECM的估计与统计推断 11.8 Johansen协整分析方法的应用

1 Stationarity and unit Root testing WHy do we need to test for Non-Stationarity? The stationarity or otherwise of a series can strongly influence its behaviour and properties -e.g. persistence of shocks will be infinite for nonstationary series Spurious regressions. If two variables are trending over

1 introduction 单变量时间序列模型 一只利用变量的过去信息和可能的误差项的当前和过去值来建模和预测 的一类模型(设定)

1 Goodness of Fit Statistics We would like some measure of how well our regression model actually fits the data.* We have goodness of fit statistics to test this: i.e. how well the sample regression function (srf) fits the data. The most common goodness of fit statistic is known as R2. One

1 Regression Regression is probably the single most important tool at the econometrician's disposal. What is regression analysis? It is concerned with describing and evaluating the relationship between a given variable (usually called the dependent variable) and one or more other

第一条为了规范金融工具的确认和计量,根据《企业会计准则 基本准则》,制定本准则。 第二条金融工具,是指形成一个企业的金融资产,并形成其他 单位的金融负债或权益工具的合同。 第三条衍生工具,是指本准则涉及的、具有下列特征的金融工 具或其他合同:

广东财经大学：金融学院《金融计量学》实验课程教学大纲

广东财经大学：金融学院《金融计量学》课程教学大纲