伍德里奇计量经济学课后答案

伍德里奇计量经济学课后答案Tag内容描述：<p>1、1 绪论,0.1 课程简介 1.1 计量经济学 1.2 经典计量经济学模型的建模步骤 1.3 计量经济学模型的应用,0.1 计量经济学课程简介,教材及参考书 计量经济学导论，第三版，（美）伍德里奇，中国人民大学出版社 计量经济分析方法与建模，高铁梅，清华大学出版 计量经济学,叶阿忠 ,福建人民出版社,2010 计量经济学，李子奈，高等教育出版社，2005年,课程成绩 习题和大作业：10分 课堂表现： 10分 期末考核： 70分,1.1 计量经济学,一、计量经济学 二、计量经济学模型 三、计量经济学的内容体系 四、计量经济学是一门经济学科 五、计量经济学在经济学。</p><p>2、1,Multiple Regression Analysis,y = b0 + b1x1 + b2x2 + . . . bkxk + u 1. Estimation,2,Parallels with Simple Regression,b0 is still the intercept b1 to bk all called slope parameters u is still the erro。</p><p>3、2013 10 17 1 Chapter 4 Multiple Regression Analysis InferenceInference y X u 1 Chapter Outline Theme of This Chapter Testing hypothesis about the parameters in the population regression model Distribu。</p><p>4、2013 12 17 1 Chapter 12 Serial Correlation and Heteroskedasticity in Time Series Regressions 1 Motivation of the Chapter When in an appropriate sense the dynamics of a model have been completely speci。</p><p>5、1,Welcome to Econometrics,What is Econometrics?,2,Why study Econometrics?,Rare in economics (and many other areas without labs!) to have experimental data Need to use nonexperimental, or observational。</p><p>6、2013 11 20 1 Chapter 8 Heteroskedasticity 1 How this Chapter is Motivated Gauss Markov Assumption MLR 5 Var u x 2implies that conditional on the explanatory variables the variance of the unobserved er。</p><p>7、1,Multiple Regression Analysis,y = b0 + b1x1 + b2x2 + . . . bkxk + u 6. Heteroskedasticity,2,What is Heteroskedasticity,Recall the assumption of homoskedasticity implied that conditional on the explan。</p><p>8、高级计量经济学I 1 1 2 ch2简单一元回归 1 y b0 b1x u 2 3 本章大纲 简单回归模型的定义普通最小二乘法的推导OLS的估计量的统计性质及分布一元线性回归模型的统计检验一元线性回归方程的预测案例分析度量单位和函数。</p><p>9、1,Multiple Regression Analysis,y = b0 + b1x1 + b2x2 + . . . bkxk + u 5. Dummy Variables,2,Dummy Variables,A dummy variable is a variable that takes on the value 1 or 0 Examples: male (= 1 if are male。</p><p>10、1,Time Series Data,yt = b0 + b1xt1 + . . .+ bkxtk + ut 1. Basic Analysis,2,Time Series vs. Cross Sectional,Time series data has a temporal ordering, unlike cross-section data Will need to alter some o。</p><p>11、1，multiple regression analysis，y=b0b1x1b2x2.bkxku3。asymptotic properties，2，consistency，Under the gauss-Markov assumptions ols is blue，but in other cases it wont always be possis under The gauss The o。</p>