1 An Excursion into Non-linearity land Motivation: the linear structural (and time series) models cannot explain a number of important features common to much financial data

常用的经济计量软件 EViews (Econometric Views) RATS (Regression Analysis of Time Series) SAS (Statistical Analysis System) SPSS (Statistical Package for Social Science) TSP

一、基本知识 1基本概念 数据 信息 数据处理(Data Processing)是计算机应用中的最大的一个分支。最初指在计算机上加工商业、企业的信息

Simple Linear assumptions: Regression The relationship should be linear; and The level of data must be continuous Simple Linear Regression The regression equation (Bivariate Regression The purpose of simple linear regression is We already looked at measuring

Lecture 5 a distribution is a collection of scores order from lowest to highest value on the horizontal (X)axis, and in terms of T-Test frequency on the vertical (Y) axis. A ormal distribution sometimes referred to as a bell curve has a distribution that forms the shape of a bell. All you need to know to plot the normal distribution is the mean and standard deviation of the data This lecture covers

一、基本概念 1、 Sample Statistic(样本统计量) Any number computed from sample data random variable. Known

To learn the objectives of questionnaire esign. To understand the role of the questionnaire in the data collection process. To become familiar with the criteria for a good questionnaire. To learn the process for questionnaire design

Chapter Objective: This chapter serves to introduce the student to the balance of payments. How it is constructed and how balance of payments data may be interpreted

Air Safety: End of the Golden Age? First-World aviation has become so safe that a passenger who takes a domestic jet flight every day would on average go 36,000 years before succumbing to a fatal crash. But certain aerial dangers that were practically absent from the First World in the 1990s might be poised for a resurgence (Among these hazards are terrorism, mid-air collisions, and ground collisions. We explore recent data about the mortality risk of air travel, and discuss the prospects for the years ahead Arnold barnett

Presentation outline 1、 Matrices and vectors 2、 Random vector 3. Multivariate data matrix 4. Population mean vector, covariance and correlation