Copyright©011PearsonAddison-Wesley.Allrightsreserved.IntroductiontoEconometricsChapters1and3Thestatisticalanalysisofeconomicandrelateddata
第二讲时间序列数据与Matlab入门:平稳性与断点 Stock and Watson(2016): “Introduction to Econometrics” , chapter 14 Wenddy Xu(2019): “User Guide: Dynare 4.5 Advanced topics” Appendix 第三讲自回归模型 Stock and Watson(2016): “Introduction to Econometrics” , chapter 14 第四讲VARs Wenddy Xu(...
542 Notes: This data set can also be used to illustrate the binary response models, probit and logit, in Chapter 17, where, say, pira (an indicator for having an individual retirement account) is the dependent variable, and e401k [the 401(k) eligibility indicator] is the key explan...
2.UsingRegressionModelsforForecasting3.Lags,Differences,Autocorrelation,&Stationarity4.Autoregressions5.TheAutoregressive–DistributedLag(ADL)Model6.ForecastUncertaintyandForecastIntervals7.LagLengthSelection:InformationCriteria8.NonstationarityI:Trends9.NonstationarityII:Breaks10.SummaryCopyright©2011PearsonAddison-Wesley...
TestsofJointHypotheses (SW Section 7.2) Let Expn = expenditures per pupil and consider the population regression model: TestScore i = β 0 + β 1 STR i + β 2 Expn i + β 3 PctEL i + u i The null hypothesis that “school resources don’t matter,” and the alternative that they ...
aSims, C.A., Stock, J.H., and Watson, M.W. 1991. Inference in linear time series modelswith some unit roots. Econometrica 58, 113-144. Sims、C.A.、股票、J.H.和华森, M.W。 1991. 推断在某一单位根源的线性时间数列modelswith。 Econometrica 58, 113-144。 [translate] ...
作者:詹姆斯 H.斯托克 (James H.Stock) 哈佛大学 马克M.沃森 (Mark M.Watson )ISBN:978-7-111-58681-4所属丛书:经济教材译丛新版教材 关注 暂无样章 暂无资源 申请样书,扫描二维码本书是一本经典的计量经济学入门教材,书中全面系统地介绍了计量经济学的基本知识。全书共分5篇,内容包括:导论与知识回顾、...
(X 1it ,X 2it ,…,X kit ,Y it ),i=1,…,n,t=1,…,T n=numberofentities(states) T=numberoftimeperiods(years) Somejargon… •Anothertermforpaneldataislongitudinaldata •balancedpanel:nomissingobservations,thatis,all variablesareobservedforallentities(states)andalltime periods(years) ...