1 Motivations All the models we have looked at thus far have been single equations models of the form y=XB+u All of the variables con

非线性最小二乘法 非线性回归的Stata命令及实例 门限回归 面板数据的门限回归

为什么需要分位数回归 总体分位数 样本分位数 分位数回归的估计方法

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

回归分析 1.根据经济理论或考察样本数据去设定回 归方程 X…Z Y: dependent variable; independent random error or disturbance term

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

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）

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