工具变量与两阶最小二乘法.pptVIP

Intermediate Econometrics, Yan Shen Chapter Outline本章提要 Omitted Variables in a simple regression model 简单回归中的遗漏变量 IV estimation of the Multiple Regression 多方程回归中的工具变量估计 Two Stage Least Squares 两阶段最小二乘法 IV solutions to errors-in-variables problem 用工具变量解决测量误差问题 Testing for endogeneity… 检验内生性 Lecture Outline本课提要 Motivation: Why using IV? 出发点：为何用工具变量？ Statistical Inference with the IV estimator IV 估计中的统计推断 Properties of IV with a poor IV “坏”工具变量的性质 Computing R squares after IV 计算IV估计的R方 IV estimation of the multiple regression model 多方程回归的IV估计 Problem to start with从这个问题出发… If importa