计量经济学期末考试复习大纲及例题解析（Econometrics final exam review outline and analysis）.docVIP

下载本文档

95
0
约1.81万字
约 30页
2017-07-21 发布于河南
举报
版权申诉

计量经济学期末考试复习大纲及例题解析（Econometrics final exam review outline and analysis）.doc

1、本文档共30页，可阅读全部内容。
2、原创力文档（book118）网站文档一经付费（服务费），不意味着购买了该文档的版权，仅供个人/单位学习、研究之用，不得用于商业用途，未经授权，严禁复制、发行、汇编、翻译或者网络传播等，侵权必究。
3、本站所有内容均由合作方或网友上传，本站不对文档的完整性、权威性及其观点立场正确性做任何保证或承诺！文档内容仅供研究参考，付费前请自行鉴别。如您付费，意味着您自己接受本站规则且自行承担风险，本站不退款、不进行额外附加服务；查看《如何避免下载的几个坑》。如果您已付费下载过本站文档，您可以点击这里二次下载。
4、如文档侵犯商业秘密、侵犯著作权、侵犯人身权等，请点击“版权申诉”（推荐），也可以打举报电话：400-050-0827(电话支持时间：9:00-18:30)。
5、该文档为VIP文档，如果想要下载，成为VIP会员后，下载免费。
6、成为VIP后，下载本文档将扣除1次下载权益。下载后，不支持退款、换文档。如有疑问请联系我们。
7、成为VIP后，您将拥有八大权益，权益包括：VIP文档下载权益、阅读免打扰、文档格式转换、高级专利检索、专属身份标志、高级客服、多端互通、版权登记。
8、VIP文档为合作方或网友上传，每下载1次，网站将根据用户上传文档的质量评分、类型等，对文档贡献者给予高额补贴、流量扶持。如果你也想贡献VIP文档。上传文档

计量经济学期末考试复习大纲及例题解析（Econometrics final exam review outline and analysis）

计量经济学期末考试复习大纲及例题解析（Econometrics final exam review outline and analysis） Econometric analytical Econometrics final exam A, the single item choice question   2 x 10 = 20 points Second, true or false   2 x 5 = 10 points Three, short-answer questions  10 x 2 = 20  Four, math  10 x 2 = 20  Five, the comprehensive analysis of the topic  10 x 3 = 30  1. Basic knowledge points 1. Modeling procedure of econometrics Common data types 3. General regression function and sample regression function  1  meaning and form Concepts of  2   random disturbance, the poor That the relationship between  3  4, the overall regression coefficients and the meaning of the sample regression coefficient  pay special attention to the meaning of the partial regression coefficient  5. Least squares principle and least squares  1  the meaning of the least squares principle and the calculation formula of the OLS estimators  master a yuan linear regression model OLS estimates Measurement of manual calculation   2  master a yuan linear regression model that OLS estimators are derived 6, the assumption of classical linear regression model  memorization and understand  7. The variance of OLS estimator and the calculation formula of standard deviation Gauss - markov theorem 9. Optimal linear unbiased estimator 10, the probability distribution of the OLS estimators  normal distribution, t distribution ) 1, 0 (~ ?? Njj J      number of estimated parameters    n JJT Sj ~ ??    11, random disturbance of variance unbiased estimator  residual sum of squares/number    to estimate parameters of sample size Variable significance test 13. Two equivalent methods for hypothesis testing  1  according to the significance level structure refused domain  see if test statistics value falls in the rejection region.  2  calculation test statistics value of P value directly  to see if less than the significance level. 14, goodness-of-fit test  the decomposition of the total