计量经济学名词解释1（Econometric terms 1Ninety-two）.docVIP

计量经济学名词解释1（Econometric terms 1Ninety-two） Explanation and brief answer of econometrics terms Econometrics The first part: the first part is the explanation of the position Chapter 1 1. Model: description and Simulation of reality. 2, generalized Econometrics: any econometric methods using economic theory, statistical and mathematical quantitative analysis of economic phenomena, including regression analysis method, the input-output analysis method, time series etc.. 3, narrow sense Econometrics: in order to reveal the causality in economic phenomena, the main application of regression analysis method is mathematics. Second chapters 1, the overall regression function: refers to the given Xi under the Y distribution of the population mean and Xi function formed by the relationship (or that the overall condition of the explanatory variable is expressed as a function of explanatory variables). 2 sample regression function: the regression function created by a sample of several sets of values of Y and X drawn from the population. 3. The stochastic population regression function: the population regression function with random disturbances (as opposed to the conditional expectation). 4, linear regression model: both refers to the variables are linear, but also refers to the parameter beta is linear, that is, explanatory variables and parameters beta only with their 1 Party appears. 5, random disturbance term: the random error term is a random variable, which is aimed at the overall regression function. 6, residuals: is a random variable, is for the sample regression function. 7, conditional expectation: that is, conditional mean means the expected value of Y when X takes the specific value Xi. 8. Regression coefficients: the unknown, but constant parameters of beta, O, beta 1 in the regression model. 9. The estimator of the regression coefficient: the result of using the information provided by a given sample to estimate the total unknown parameter by means of beta 0, beta