一、数据及其类型 二、变量及其类型 三、参数 四、随机扰动项 五、方程及其种类 六、模型

一、P82三种函数形式估计结果汇总

问题的提出 1.对LS方法得到的模型的可靠性进行检验 2.验证经济理论或对理论假设进行实证检验

如何进入 EViews 1、开始 2、程序 3、 Econometrics 4、 EViews

Definition (1) Econometrics: economic measurement. (2) Econometrics: the social science in which the tools of economic theory, mathematics, and statistical inference are applied to the analysis of economic phenomena. (3) Econometrics: the result of a certain outlook on the role of economics, consists of the application of mathematical statistics to economic data to lend

The Normal Distribution: the distribution of a continuous r.v. whose value depends on a number of factors, yet no single factor dominates the other. 1. Properties of the normal distribution: 1)The normal distribution curve is symmetrical around its mean valueu. 2)The PDF of the distribution is the highest at its mean value but tails off at its extremities

5.1 The Meaning of Regression Analysis 1.Regression analysisthe study of the relationship between one variable Y (the explained, or dependent variable) and one or more other variables X/Xs (explanatory, or independent variables)

Multiple Regression Model: A regression model with more than one explanatory variable, multiple because multiple nfluences (i.e., variables)affect the dependent variable

Dummy variables (also indicator variables; binary variables categorical variables; dichotomous variables.) Qualitative variables in regression model For example: sex, race, color, religion, nationalit y, marital status, etc

11.1 The Nature of Heteroscedasticity Homoscedasticity: equal variance. Heteroscedasticity: unequal variance. Heteroscedasticity is usually found in cross-sectional data