计量经济学 现代观点 第四版 (伍德里奇 著) 清华大学出版社 课后答案 Wooldridge IE AISE IM ch10_khdaw.pdfVIP

CHAPTER 10 TEACHING NOTES Because of its realism and its care in stating assumptions, this chapter puts a somewhat heavier burden on the instructor and student than traditional treatments of time series regression. Nevertheless, I think it is worth it. It is important that students learn that there are potential pitfalls inherent in using regression with time series data that are not present for cross-sectional applications. Trends, seasonality, and high persistence are ubiquitous in time series data. By this time, students should have a