计量经济学庞浩第二版河北金融学院考试重点（Econometrics, Pang Hao, Second Edition, Hebei Institute of Finance examination focus）.docVIP

计量经济学庞浩第二版河北金融学院考试重点（Econometrics, Pang Hao, Second Edition, Hebei Institute of Finance examination focus） 1.5 what are the basic elements that should be included in a complete econometric model? Can you give me an example? A: a complete econometric model should include three basic elements: economic variables, parameters and random errors. For example, an econometric model for the study of consumption functions: Y, alpha, beta, X, u Among them, Y is household consumption expenditure, X is household income, the two is economic variable, alpha and beta are parameters, and u is random error. 1.10, can you give three actual examples of time series data, cross sectional data, panel data, and dummy variable data, and explain the sources of these data separately? A: time series data: Chinas GDP from 1981 to 2010 can be checked from the China Statistical yearbook. Cross sectional data: Chinas provinces, autonomous regions and municipalities in 2010 GDP, China Statistical Yearbook data. Panel data: Chinas gross domestic product (GDP) of provinces, autonomous regions and municipalities directly under the central government from 1981 to 2010 was recorded by China Statistical yearbook. Dummy variable data: the state of natural disaster, 1 indicates the state occurs, and 0 indicates that the state does not occur. 1.11 why do you test the model that has already been estimated? Can you give an example of the necessity of various tests? Answer: after the parameters in the model have been estimated, the model can not be directly applied and needs to be tested. First of all, in setting the model, the understanding of the regularities of the economic phenomena studied may not be sufficient, and the economic theories that may be based on the study may not be able to correctly explain and explain. Or the economic theory is correct, but we may understand the problem just starting from some local, or just study some special samples, changes to local to global, may lead to deviation. Seco