Ch. 20 Processes with Deterministic Trends 1 Traditional Asymptotic Results of OlS Suppose a linear regression model with stochastic regressor given by Y=x!3+e,t=1,2,…,T,;B∈R or in matrix form y=xB+E We are interested in the asymptotic properties such as consistency and limiting

Ch. 22 Unit root in Vector Time series 1 Multivariate Wiener Processes and multivari- ate FCLT Section 2.1 of Chapter 21 described univariate standard Brownian motion W(r) as a scalar continuous-time process(W: rE0, 1-R). The variable W(r) has a N(O, r)distribution across realization, and for any given realization, w(r) is continuous function of the date r with independent increments. If a set of k such independent processes, denoted

1 Regression Regression is probably the single most important tool at the econometrician's disposal. What is regression analysis? It is concerned with describing and evaluating the relationship between a given variable (usually called the dependent variable) and one or more other

1 Goodness of Fit Statistics We would like some measure of how well our regression model actually fits the data.* We have goodness of fit statistics to test this: i.e. how well the sample regression function (srf) fits the data. The most common goodness of fit statistic is known as R2. One

1 Stationarity and unit Root testing WHy do we need to test for Non-Stationarity? The stationarity or otherwise of a series can strongly influence its behaviour and properties -e.g. persistence of shocks will be infinite for nonstationary series Spurious regressions. If two variables are trending over

1 introduction 单变量时间序列模型 一只利用变量的过去信息和可能的误差项的当前和过去值来建模和预测 的一类模型(设定)

Ch. 24 Johansen's mle for Cointegration We have so far considered only single-equation estimation and testing for cointe- gration. While the estimation of single equation is convenient and often consis- tent, for some purpose only estimation of a system provides sufficient information This is true, for example, when we consider the estimation of multiple cointe- grating vectors, and inference about the number of such vectors. This chapter examines methods of finding the cointegrating rank and derive the asymptotic

Ch. 2 Probability Theory 1 Descriptive Study of Data 1.1 Histograms and Their Numerical Characteristics By descriptive study of data we refer to the summarization and exposition(tab- ulation, grouping, graphical representation) of observed data as well as the derivation of numerical characteristics such as measures of location, dispersion and shape

一、总账系统的任务 总账系统是会计信息系统的一个主要子系统,它以货币为主要计量单位,综合、全面、 系统地反映企业的经济活动,由该子系统提供的会计信息所产生的财务报表能反映企业的财 务状况和经营成果。总账系统的整个处理过程就是从凭证到记账、从记账到账表输出的过程

Ch. 3 Estimation 1 The Nature of statistical Inference It is argued that it is important to develop a mathematical model purporting to provide a generalized description of the data generating process. A prob bility model in the form of the parametric family of the density functions p=f(:0),0E e and its various ramifications formulated in last chapter