Ch. 18 Vector Time series 1 Introduction In dealing with economic variables often the value of one variables is not only related to its predecessors in time but, in addition, it depends on past values of other variables. This naturally extends the concept of univariate stochastic process to vector time series analysis. This chapter describes the dynamic in

• 一、多重共线性的概念 • 二、实际经济问题中的多重共线性 • 三、多重共线性的后果 • 四、多重共线性的检验 • 五、克服多重共线性的方法 • 六、案例 • *七、分部回归与多重共线性

一、多重共线性 对于模型 在求最小二乘估计时,要求XX的逆存在。当XX的逆不 存在时,即,x之间存在高相关的情况,我们称之为多重 共线性

Ch. 17 Maximum likelihood estimation e identica ation process having led to a tentative formulation for the model, we then need to obtain efficient estimates of the parameters. After the parameters have been estimated, the fitted model will be subjected to diagnostic checks This chapter contains a general account of likelihood method for estimation of the parameters in the stochastic model

Ch. 15 Forecasting Having considered in Chapter 14 some of the properties of ARMA models, we now show how they may be used to forecast future values of an observed time series. For the present we proceed as if the model were known ecactly Forecasting is an important concept for the studies of time series analysis. In the scope of regression model we usually

Ch. 14 Stationary ARMA Process a general linear stochastic model is described that suppose a time series to be generated by a linear aggregation of random shock. For practical representation it is desirable to employ models that use parameters parsimoniously. Parsimony may often be achieved by representation of the linear process in terms of a small number of autoregressive and moving

一、狭义的工具变量法（IV） 二、间接最小二乘法(ILS) 三、二阶段最小二乘法(2SLS) 四、三种方法的等价性证明 五、简单宏观经济模型实例演示 六、主分量法的应用 七、其它有限信息估计方法简介 八、k级估计式

Ch. 13 Difference Equations 1 First-Order Difference Equations Suppose we are given a dynamic equation relating the value y takes on at date t to another variables Wt and to the value y took in the previous period: where o is a constant. Equation(1)is a linear first-order difference equation a difference equation is an expression relating a variable yt to its previous values

Ch. 11 Panel Data model Data sets that combine time series and cross sections are common in econo- metrics. For example, the published statistics of the OECD contain numerous series of economic aggregate observed yearly for many countries. The PSID is a studies of roughly 6000 families and 15000 individuals who has been interviews periodically from 1968 to the present

计算机辅助分子设计 I.构效关系(QSAR/QSPR研究 II.全新药物设计 III.组合化学与药物设计 二,有机化合物结构解析专家系统 三.计算机辅助合成 四.新的化学计量学方法