计量1-8章分析.ppt

中 级 计 量 经 济 学 主讲：杨宇火 The Bank of Sweden Prize in Economic Sciences in Memory of Alfred Nobel 1969 for having developed and applied dynamic models for the analysis of economic processes The Bank of Sweden Prize in Economic Sciences in Memory of Alfred Nobel 1980 for the creation of econometric models and the application to the analysis of economic fluctuations and economic policies The Bank of Sweden Prize in Economic Sciences in Memory of Alfred Nobel 1984 for having made fundamental contributions to the development of systems of national accounts and hence greatly improved the basis for empirical economic analysis The Bank of Sweden Prize in Economic Sciences in Memory of Alfred Nobel 1989 for his clarification of the probability theory foundations of econometrics and his analyses of simultaneous economic structures §1.2计量经济学的发展概况及当前研究热点 The Bank of Sweden Prize in Economic Sciences in Memory of Alfred Nobel 2000 for his development of theory and methods for analyzing selective samples” The Bank of Sweden Prize in Economic Sciences inMemory of Alfred Nobel 2000 for his development of theory and methods for analyzing discrete choice The Bank of Sweden Prize in Economic Sciences inMemory of Alfred Nobel 2003 for methods of analyzing economic time series with common trends (cointegration) The Bank of Sweden Prize in Economic Sciences inMemory of Alfred Nobel 2003 for methods of analyzing economic time series with time-varying volatility (ARCH) §1.3 计量经济学研究报告格式 一、简介（Introduction） 研究的问题是什么？ 为什么要研究？ 研究的结果是什么？ 二、文献回顾（Literature review） 介绍别人在这类问题的研究情况 （做了什么研究？采用了什么方法？有怎样的结论？） 我的研究与以前的研究成果有什么不同？ （在侧重点、方法、结果等方面） 创新在什么地方？ 第二章 回归分析的基本方法 回归分析概述 线性回归模型及假定 线性回归模型的参数估计 §2.1 回归分析概述 （1）确定性关系或函数关系：研究的是确定现象非随机变量间的关系。 （2）统计依赖或相关关系：研究的是非确定现象随机变量间的关系。 对变量间统计依赖关系的考察主要是通过相关分析(correlation analysis)或回归分析(regression analysis)来完成的： ①不线性相关并不意味着不相关； ②有相关关系并不意味着一定有因果关系； ③回归分析/相关分析研究一个变量对另一个（些）变量的统计依赖关系，但它们