计量经济学课后习题（Econometrics after-school exercises）.docVIP

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计量经济学课后习题（Econometrics after-school exercises）.doc

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计量经济学课后习题（Econometrics after-school exercises）

计量经济学课后习题（Econometrics after-school exercises） 1. what is econometrics? What is the difference between econometric methods and general economic mathematical methods? Answer: Econometrics is a branch of economics, is the relationship between the number of objective existence in order to reveal the economic activities of the branch for the content, is a cross subject formed by the combination of economics, statistics and mathematics three. The econometric method to reveal the quantitative relationship between various factors in economic activities, described by mathematical equations of random; general economic mathematics method to reveal the theoretical relationship between the various factors in the economic activity, described by deterministic mathematical equations. 4. what are the main steps to establish and apply econometric models? Answer: the establishment and application of econometric models of the main steps are as follows: (1) setting model, including the selection of model variables included, determine the mathematical relationship between the variables and the proposed numerical model in the range of parameters to be estimated; (2) to collect the sample data, consider the data integrity and accuracy, comparability and consistency; (3) to estimate the model parameters; (4) to test the model, including economic test, statistical test, econometric analysis and model prediction test. The 5. model is tested in several ways What is its specific meaning? Answer: model inspection mainly includes: economic significance test, statistical test, econometric test, model prediction test. In the economic significance test, to test whether the model meets the economic significance of symbols and size values are consistent with peoples experience and according to the economic theory proposed by the expectation parameters obtained in the test; statistical test, to test model parameter estimates the reliability of the test statistics model in measurement; economics test,