石河子大学：《计量经济学》课程习题集（各章拓展训练，无答案）

石河子大学：《计量经济学》课程教学大纲 ECONOMETRICS

Chapter 6 Large Sample Inference and Prediction 6.1 Large sample inference Consider the null hypothesis

4.1回顾第三章对干扰项的假定

13.1模型选择准则 1、R2准则 2、调整的R2准则 3、赤池信息(AIC)准则 4、施瓦茨信息(SIC)准则

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

CHAPTER 10 GENERALIZED LEAST SQUARES ESTIMATION Chapter 10 Generalized Least Squares Estimation 10.1 Model

●联立方程模型及其偏倚 ●联立方程模型的识别 ●联立方程模型的估计

●设定误差 ●设定误差的检验 ●测量误差

●基本概念 ●虚拟变量设置规则