计量经济学专业英汉词典.doc

计量经济学专业英汉词典中文英文调整的R2 （确定系数）adjusted R2调整系数adjustment coefficient调整系数矩阵adjustment coefficient matrix赤池信息准则（AIC）Akaikes information criterion (AIC)阿尔蒙分布滞后模型Almen distributed lag model阿尔蒙滞后Almon lags备择假设alternative hypothesis方差分析analysis of variance辅助变量ancillary variable近似协方差矩阵approximate covariance matrix近似正态分布approximate normal distribution自回归模型AR model自回归过程AR process自回归条件异方差模型ARCH model自回归移动平均模型ARMA model假定assumption渐近2分布asymptotic 2 distribution渐近协方差矩阵asymptotic covariance matrix渐近分布asymptotic distribution 渐近有效性asymptotic efficiency渐近性质asymptotic properties渐近抽样特性asymptotic sampling properties渐近设定asymptotic specification渐近标准误差asymptotic standard error渐近检验asymptotic test渐近检验统计量asymptotic test statistic 渐近逼近asymptotically approximation渐近有效估计式asymptotically efficient estimator渐近无偏估计式asymptotically unbiased estimatorADF检验，增项（增广）DF检验Augmented Dickey-Fuller testAEG检验，增项（增广）EG检验Augmented Engle-Granger test自相关方程误差autocorrelated equation error自相关autocorrelation自相关函数autocorrelation function自协方差autocovariance自协方差函数autocovariance function自回归autoregression自回归条件异方差autoregressive conditional heteroscedasticity自回归分布滞后模型autoregressive distributed lag (ADL) model自回归单整移动平均（ARIMA）过程autoregressive integrated moving average process自回归（AR）摸型autoregressive model自回归移动平均（ARMA）过程autoregressive moving-average process自回归算子autoregressive operator辅助回归auxiliary regression平均值average行为方程behavioral equation贝拉哈尔克（BJ）统计量Bera-Jarque statistic贝努利分布Bernoulli distribution最佳决策best decision最佳线性无偏估计式（BLUE）best linear unbiased estimator (BLUE)最佳线性无偏预测best linear unbiased prediction最佳无偏估计式best unbiased estimator偏倚bias偏倚向量bias vector有偏估计式biased estimator二元选择模型binary choice model二项分布binomial distribution二元正态随机变量bivariate normal random variable自举法，靴襻法bootstrap procedure博克斯考克斯变换Box-Cox transformation博克斯詹金斯方法Box-Jenkins approach布罗施帕甘检验Breusch-Pagan test布朗运动Brownian motion典型相关canonical correlation因果性causality中心极限定理central limit theorem特征方程characteristic equation特征根characteristic root特征向量characteristic vector卡埃方分布chi-square distribution古典统计学classical statistics柯布道格拉斯生产函数Cobb-Douglas production function科克伦奥克特方法Cochrane-Orcutt procedure“概率极限”概念concept of “plim”条件推断conditional inference条件概率conditional probability条件概率密度函数conditional probability density function置信区间confidence interval一致性consistency一致估计式consistent estimator一致性检验consistent test消费函数consumption function同期相关contemporaneous correlation同期协方差矩阵contemporaneous covariance matrix同期扰动相关contemporaneous disturbance correlation同期独立随机回归自变量contemporaneous independent stochastic regressor连续映射理论continuous mapping theorem连续随机变量continuous random variable连续回归函数continuous regression function常规抽样理论conventional sampling theory依概率收敛converge in probability收敛convergence依分布收敛convergence in distribution相关correlation相关系数correlation coefficient相关矩阵correlation matrix相关图correlogram成本cost协方差covariance协方差矩阵covariance matrix协方差矩阵估计式covariance matrix estimator克拉美规则Cramr rule克拉美拉奥不等式Cramr-Rao inequality克拉美拉奥下界Cramr-Rao lower bound临界区域critical region临界值critical value截面数据cross-section data累积分布函数cumulative distribution function数据data数据生成过程（dgp）date generation process数据标准化date normalization盲始模型dead-start model决策decision making决策规则decision rule决策规则选择decision rule choice决策理论decision theory演绎系统deductive system定义方程definitional equation解释程度degree of explanation自由度degree of freedom密度函数density function相依变量dependent variable设计矩阵design matrix检验方法detection methods方阵的行列式determinant of a square matrix确定系数，可决系数determination coefficient诊断校验diagnostic checking对角矩阵diagonal matrix对称矩阵的对角化diagonalization of a symmetric matrix差分difference差分方程difference equation离散随机变量discrete random variable离散样本空间discrete sample space离散随机过程discrete stochastic process非均衡误差disequilibrium error不相交集disjoint set分布滞后distributed lag分布滞后模型distributed lag model分布distribution分布函数distribution function分布理论distribution theory扰动协方差矩阵disturbance covariance matrix扰动方差disturbance variance位移项drift虚拟变量dummy variable虚拟变量估计式dummy variable estimatorDW（德宾沃森）统计量Durbin-Watson statisticDW（德宾沃森）检验Durbin-Watson test动态模型dynamic model动态乘数dynamic multiplier动态回归dynamic regression动态联立方程dynamic simultaneous equation计量经济学，经济计量学econometrics经济变量economic variables经济学economics经济economy有效性efficiencyEG检验EG test特征值eigen value弹性elasticity椭圆ellipse空集empty set内生变量endogenous variableEG两步估计量Engel-Granger (EG) two-step estimateEG两步法Engel-Granger (EG) two-step method方程误差equation error方程识别equation identification均衡equilibrium均衡分析equilibrium analysis均衡条件equilibrium condition均衡乘子equilibrium multiplier均衡关系equilibrium relationship均衡状态equilibrium state遍历性ergodicity误差error误差分量error component误差修正机制error correction mechanism误差修正模型error correction model误差修正项error correction term误差平方和error sum of squares误差向量error vector估计量estimate估计estimation估计式estimator欧氏空间Euclidean space外生前定变量exogenous predetermined variable外生变量exogenous variable期望算子expectation operator期望值expected value试验experiment被解释变量explained variable解释变量explaining variable解释explanation指数分布exponential distributionF分布F distributionF统计量F statisticF检验F test因子分解准则factorization criterion反馈feedback最终形式final form有限分布滞后模型finite distribution lag model有限非奇异矩阵finite nonsingular matrix有限多项式滞后finite polynomial lag有限抽样特性finite sampling property有限方差finite variance一阶自回归模型first-order autoregressive model一阶条件first-order condition一阶差分算子first-order difference operator一阶泰勒级数first-order Taylor series拟合值fitted value固定回归自变量fixed regressor预测区间forecast interval预测区域forecast region预测方差forecast variance预测forecasting频数，频率frequency完全信息估计full information estimation完全信息极大似然法full information maximum likelihood method函数形式function form函数空间function space泛函中心极限定理functional central limit theorem (FCLT)伽玛分布Gamma distribution伽玛函数Gamma function广义自回归条件异方差模型GARCH高斯白噪声Gaussian white noise高斯马尔可夫定理Gauss-Markov theorem高斯牛顿算法Gauss-Newton algorithm一般协方差矩阵general covariance matrix一般均衡general equilibrium一般线性假设general linear hypothesis一般线性统计模型general linear statistical model一般随机回归自变量模型general stochastic regressor model“一般到特殊”方法general to special method广义自回归算子generalized autoregressive operator广义最小二乘法generalized least squares广义最小二乘估计generalized least squares estimation广义最小二乘估计式generalized least squares estimator广义最小二乘方法generalized least squares procedure广义最小二乘残差generalized least squares residual广义最小二乘规则generalized least squares rule几何滞后模型估计geometric lag model estimation总体极小值global minimum拟合优度goodness of fit格兰杰因果性Granger causality格兰杰因果性检验Granger causality test格兰杰非因果性Granger noncausality格兰杰定理Granger representation theorem增长率模型growth rate model豪斯曼设定检验Hausman specification test重（厚）尾heavy tail 海赛矩阵Hessian matrix异方差误差heteroscedastic error异方差heteroscedasticity同一性homogeneity同方差误差homoscedastic error同方差homoscedasticity假设hypothesis假设检验hypothesis test同分布随机变量identically distributed random variable识别identification识别规则identification rules单位矩阵identity matrix压缩矩阵，影响矩阵impact matrix影响乘数矩阵impact multiplier matrix非一致性inconsistency 错误约束incorrect restriction独立同一分布independent and identical distribution (IID)独立分布independent distribution独立事件independent event独立随机变量independent random variable独立随机回归自变量independent stochastic regressor独立变量independent variable间接最小二乘法indirect least squares不等式约束inequality restriction推断inference无限分布滞后infinite distributed lag无限累加算子infinite summation operator无限方差infinite variance有影响的观测值influential observation信息矩阵information matrix内积inner product新息过程innovation sequence投入产出关系input-output relationship工具变量instrumental variable工具变量估计instrumental variable estimation单整integration截距intercept区间估计interval estimation区间预测interval forecast不变性invariance逆矩阵inverse matrix信息矩阵的逆inverse of information matrix可逆性invertibility可逆移动平均过程invertible moving-average process投资investment迭代方法iterative procedure大折刀方法jackknife procedure雅可比变换Jacobian of the transformation联合置信区间joint confidence interval联合置信区域joint confidence region联合密度函数joint density function联合扰动向量joint disturbance vector联合假设检验joint hypothesis test联合区间估计joint interval estimation联合零（原）假设joint null hypothesis联合概率分布joint probability distribution联合被确定变量jointly determined variable恰好识别方程just identified equation核kernel凯恩斯消费函数Keynesian consumption function凯恩斯模型Keynesian model克莱因戈德伯格消费函数Klein-Goldberger consumption克莱因鲁滨效用函数Klein-Rubin utility function柯依克变换Koyck transformation克罗内克尔积Kronecker product库恩塔克条件Kuhn-Tucker condition峰度，峭度kurtosis滞后lag滞后长度lag length滞后算子lag operator滞后权数lag weight滞后变量lagged variable拉格朗日乘数Lagrange multiplier拉格朗日乘子检验Lagrange multiplier test拉普拉斯展开Laplace expansion大样本特性large sample properties全概率定律law of total probability前导模型leading indication model最小绝对离差least absolute deviation最小绝对误差估计式least absolute error estimator最小平方偏倚least squares bias最小平方准则least squares criterion最小平方估计式least squares estimator最小平方法least squares procedure最小平方残差least squares residual最小平方规则least squares rule最小平方方差估计式least squares variance estimator左逆矩阵left-inverse matrix显著性水平level of significance杠杆率leverage似然函数likelihood function似然原理likelihood principle似然比原理likelihood ratio principle似然比统计量likelihood ratio statistic似然比检验likelihood ratio test线性代数linear algebra线性联系linear association线性相依linear dependency线性相依向量linear dependent vector线性等式约束linear equality restriction线性方程linear equation线性方程系统linear equation system线性估计式linear estimator线性形式linear form线性参数linear in parameter线性无关向量linear independent vector线性不等式假设linear inequality hypothesis线性不等式约束linear inequality restriction线性损失函数linear loss function线性算子linear operator线性概率模型linear probability model线性规划模型linear programming model线性约束linear restriction线性规则linear rule线性联立方程linear simultaneous equation线性统计模型linear statistical model线性变换linear transformation线性无偏估计式linear unbiased estimator线性linearity局部极小值local minima罗基斯迪随机变量logistic random variable罗基特（Logit）模型logit model对数似然函数log-likelihood function对数线性函数log-linear function长期效应long-run effect损失loss 损失函数loss function下三角矩阵lower triangular matrix矩（M）估计式M estimator移动平均模型MA model 宏观经济学macroeconomics边缘分布marginal distribution边缘概率密度函数marginal probability density function边际消费倾向marginal propensity to consume数理经济学mathematical economics数学期望mathematical expectation矩阵matrix矩阵分解matrix decomposition极大似然估计maximum likelihood estimation极大似然估计式maximum likelihood estimator极大似然法maximum likelihood method均值mean 均方误差mean square error均方误差准则mean square error criterion均方误差矩阵mean square error matrix均值向量mean vector测量误差measurement error中位数median矩法method of moments极小极大准则minimax criterion使损失最小minimizing loss使风险最小minimizing risk最小绝对离差估计式minimum absolute deviation estimator最小方差minimum variance最小方差无偏估计minimum variance unbiased estimation错误设定misspecification混合估计mixed estimation众数mode模型model模型设定model specification模数module复数的模modulus of a complex number矩moment蒙特卡罗Monte Carlo蒙特卡罗数据Monte Carlo data蒙特卡罗试验Monte Carlo experiment蒙特卡罗模拟Monte Carlo simulation移动平均moving average移动平均（MA）模型moving average (MA) model移动平均过程moving average process移动平均表示法moving average representation移动平均季节过滤算子moving average seasonal filter多重共线性multicollinearity多项选择模型multinomial choice models多项分布multinomial distribution多元回归multiple regression多重解multiple solution多重时间序列分析multiple time-series analysis乘法multiplication乘子，乘数multiplier多元分布multivariate distribution多元函数multivariate function多元正态分布multivariate normal distribution多元正态随机变量multivariate normal random variable多元随机变量multivariate random variable多元t 分布multivariate t distribution互斥集mutually exclusive set自然共轭先验概率密度函数natural conjugate prior probability density function半负定矩阵negative semidefinite matrix嵌套nest牛顿拉夫森算法和方法Newton-Raphson algorithm and method非线性函数nonlinear function参数非线性nonlinear in the parameter非线性最小平方法nonlinear least squares非线性最小平方估计nonlinear least squares estimation非线性似然函数nonlinear likelihood function非线性极大似然估计nonlinear maximum likelihood estimation非线性回归nonlinear regression非线性似不相关回归方程nonlinear seemingly unrelated regression equation非线性nonlinearity非负定矩阵nonnegative definite matrix非嵌套模型nonnested models非正态分布nonnormal distribution非正态误差nonnormal error非正定矩阵nonpositive definite matrix非纯量单位协方差矩阵nonscalar identity covariance matrix非奇异矩阵nonsingular matrix非平稳nonstationary非平稳过程nonstationary process非随机变量nonstochatic variable正态分布normal distribution正态分布理论normal distribution theory正态误差的检验normal error testing正态线性统计模型normal linear statistical model正态概率密度函数的核normal probability density function正态随机向量normal random vector正态变量normal variable正态向量normal vector标准化常数normalizing constant正态分布随机变量normally distribution random variable多余参数nuisance parameter零（原）假设null hypothesis零矩阵null matrix空集，零集null set可观测随机变量observable random variable可观测随机向量observable random vector观测值样本observation sample观测上的等价模型observationally equivalent model阶order阶条件order condition普通最小二乘法ordinary least squares正交矩阵orthogonal matrix正交向量orthogonal vector正交orthogonality标准正交线性统计模型orthonormal linear statistical model离群值outliers过度识别方程overidentified equation参数parameter参数估计parameter estimation参数方差parameter variance参数检验parametric test帕累托分布Pareto distribution局部调整分布滞后模型partial adjustment distributed lag model偏（局部）调整模型partial adjustment model偏自相关partial autocorrelation偏自相关系数partial autocorrelation coefficient偏自相关函数partial autocorrelation function偏相关partial correlation偏相关图partial correlogram偏导数partial derivative局部均衡partial equilibrium分块逆规则partitioned inverse rule完全多重共线性perfect multicollinearity长期收入假设permanent income hypothesis分段线性回归piecewise linear regression分段回归函数piecewise regression function点估计量point estimate点估计point estimation点估计式point estimator点估计式性质point estimator properties多项式polynomial多项式滞后polynomial lag多项式矩阵polynomial matrix合并数据pooling data合并模型pooling model合并模型选择pooling model selection合并时间序列pooling time series合并时间序列数据pooling time series data总体population正定矩阵positive definite matrix正定对称矩阵positive definite symmetric matrix半正定矩阵positive semidefinite matrix后验密度posterior density后验密度函数posterior density function 后验分布posterior distribution后验信息posterior information后验均值posterior mean后验优势posterior odds后验优势比posterior odds ratio后验概率posterior probability后验概率密度函数posterior probability density function后验概率区域posterior probability region假设过程postulation process功效函数power function检验功效power of a test前定变量predetermined variable预测误差prediction error随机分量的预测prediction of random components预测精度prediction precision主分量模型principal components model先验协方差矩阵prior covariance matrix先验分布prior distribution先验均值prior mean先验概率prior probability先验概率密度函数prior probability density function先验概率区域prior probability region概率probability概率密度probability density概率分布probability distribution离散随机变量的概率分布probability distribution for discrete random variable概率分布函数probability distribution function概率测度probability measure概率单位（probit）模型probit model积矩product moment积矩量矩阵product moment matrix积算子product operator生产函数production function生产过程production process比例响应模型proportional response model伪样本数据pseudo sample data二次型quadratic form二次损失函数quadratic loss function二次矩阵quadratic matrix定量选择模型quantitative choice model定量因素quantitative factors定量信息quantitative information随机系数模型random coefficient model随机分量预测random component prediction随机误差random error随机试验random experiment随机变量random variable随机向量random vector随机向量分量random vector component随机游走random walk秩rank秩条件rank condition矩阵的秩rank of a matrix简化型reduced form简化型系数reduced form coefficient简化型扰动reduced form disturbance简化型方程reduced form equation简化型估计式reduced form estimator简化型模型reduced form model简化型参数reduced form parameter简化型参数估计reduced form parameters estimation回归regression回归诊断regression diagnostics回归模型regression model回归自变量矩阵regressor matrix回归自变量标准化regressor variable standardization正则性条件regularity condition拒绝域rejection region相对频率（数）relative frequency再参数化reparameterization重复抽样repeated sampling再抽样方法resampling methods残差residual响应面response surface约束估计restricted estimation约束广义最小二乘方估计式restricted generalized least squares estimator约束最小二乘估计式restricted least squares estimator约束极大似然估计restricted maximum likelihood estimation规模报酬ret