石河子大学：《计量经济学》课程教学大纲 ECONOMETRICS

Chapter 1 Introduction 1.1 What is econometrics? Application of st atistical and mathematical met hods to the analysis of economic Purposes 1. Testing economic theories 2. Policy analysis(simultaneous equations model, vector autoregressive model

计量第一次上机实习 主要内容: 1、熟悉eviews的基本功能,如作图、导入导出数据等。 2、蒙特卡罗实验 3、CAPM实证检验 4、动态CAPM实证检验

4.1回顾第三章对干扰项的假定

12.1自相关的性质 一、随机干扰项之间存在相互依存性。 二、区分一对概念:自相关与序列相关

General linear models Suppose that we have a model: 1 It is inherently linear for the parameters if it can be transformed into Examples: 1. Exponential model: Y

1. Recall the assumption for the CMLRM: (Homoskedasticity) 2. Counterexamples 1、rich family and poor family expenditures; 2、large company and small company sales. There exists heteroskedasticity in lots of econometric problems

Classical Multiple linear regression model (CMLRM): 1. model 2. random sample

1.1 General methodology of modern economic research 1.2 Roles of Econometrics 1.3 Illustrative Examples 1.4 Roles of Probability and Statistics

厦门大学：《高级计量经济学》课程教学资源（教学大纲）A Course on Advanced Econometrics（主讲：洪永淼）