计量经济学专业英汉词典.docVIP

计量经济学 HYPERLINK javascript:getLo(90959) 专业英汉词典中文英文调整的R^2 （确定系数）adjusted R^2调整系数adjustment coefficient调整系数矩阵adjustment coefficient matrix赤池信息准则（AIC）Akaike’s information criterion (AIC)阿尔蒙分布滞后模型Almen distributed lag model阿尔蒙滞后Almon lags备择假设alternative hypothesis方差分析analysis of variance辅助变量ancillary variable近似协方差矩阵approximate covariance matrix近似正态分布approximate normal distribution自回归模型AR model自回归过程AR process自回归条件异方差模型ARCH model自回归移动平均模型ARMA model假定assumption渐近χ2分布asymptotic χ2 distribution渐近协方差矩阵asymptotic covariance matrix渐近分布asymptotic distribution 渐近有效性asymptotic efficiency渐近性质asymptotic properties渐近抽样特性asymptotic sampling properties渐近设定asymptotic specification渐近标准误差asymptotic standard error渐近检验asymptotic test渐近检验统计量asymptotic test statistic 渐近逼近asymptotically approximation渐近有效估计式asymptotically efficient estimator渐近无偏估计式asymptotically unbiased estimatorADF检验，增项（增广）DF检验Augmented Dickey-Fuller testAEG检验，增项（增广）EG检验Augmented Engle-Granger test自相关方程误差autocorrelated equation error自相关autocorrelation自相关函数autocorrelation function自协方差autocovariance自协方差函数autocovariance function自回归autoregression自回归条件异方差autoregressive conditional heteroscedasticity自回归分布滞后模型autoregressive distributed lag (ADL) model自回归单整移动平均（ARIMA）过程autoregressive integrated moving average process自回归（AR）摸型autoregressive model自回归移动平均（ARMA）过程autoregressive moving-average process自回归算子autoregressive operator辅助回归auxiliary regression平均值average行为方程behavioral equation贝拉－哈尔克（BJ）统计量Bera-Jarque statistic贝努利分布Bernoulli distribution最佳决策best decision最佳线性无偏估计式（BLUE）best linear unbiased estimator (BLUE)最佳线性无偏预测best linear unbiased prediction最佳无偏估计式best unbiased estimator偏倚bias偏倚向量bias vector有偏估计式biased estimator二元选择模型binary choice model二项分布binomial distribution二元正态随机变量bivariate normal random variable自举法，靴襻法bootstrap procedure博克斯－考克斯变换Box-Cox transformation博克斯－詹金斯方法Box-Jenkins approach布罗施－帕甘检验Breusch-Pagan test布朗运动Brownian motion典型相关canonical correlation因果性causality中心极限定理central limit theorem特征方程characteristic equation特征根character