截面和面板数据分析-复旦2课件.ppt

  1. 1、本文档共43页,可阅读全部内容。
  2. 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. 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. 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)。
查看更多
截面和面板数据分析-复旦2课件

Analysis of Cross Section and Panel Data ; Introductory Econometrics A Modern Approach ; Analysis of Cross Section and Panel Data ;Chap 2. The Simple Regression Model ——Practice for learning multiple Regression ;More Discussion ;Classical Regression Assumptions ;OLS ;OLS ;Units of Measurement;Function Form;Unbiasedness of OLS Estimators;Variance of OLS Estimators;Variance of y given x;What does depend on?;Estimating Error Variance;Regression through the Origin;Chap 3. Multiple Regression Analysis:Estimation;Ordinary Least Square Estimator;Holding Other Factors Fixed ;OLS and Ceteris Paribus Effects ;Goodness-of-fit ;Regression through the origin;The Expectation of OLS Estimator ;Notice 1: Zero conditional mean ;Omitted Variable Bias: The Simple Case;Omitted Variable Bias: Nonexistence;The Size of Omitted Variable Bias;Omitted Variable Bias: More General Cases;Notice 2: No Perfect Collinearity ;Cases of Perfect Collinearity;Notice 3: Unbiase ;Notice 4: Over-Specification;Variance of The OLS Estimators;More about ;Multi-collinearity(多重共线性) ;Micro-numerosity: problem of small sample size;Notice: The influence of multicollinearity ;Variances in Misspecified Models;Whether or Not to Include x2: Two Favorable Reasons ;Estimating : Standard Errors of the OLS Estimators;EFFICIENCY OF OLS: THE GAUSS-MARKOV THEOREM;Classical Linear Model Assumptions ——Inference;本部分课程内容参考资料

文档评论(0)

xcs88858 + 关注
实名认证
内容提供者

该用户很懒,什么也没介绍

版权声明书
用户编号:8130065136000003

1亿VIP精品文档

相关文档