计量经济学(英文).pptVIP

Lecture One Methodology of Econometrics 立论？结论？ 立论:要求给出求论的路径。 结论:要求说明结论的来源。 自以为是的东西并不见得是真 我们不是上帝！ 我们的习惯是这样的吗？ 结论来自感觉（象上帝） 宏观思考（象战略家） 习惯地提出政策建议（象顾问） 得争取把一个个的大、小问题搞明白再说吧！ Mainstream Analysis Approaches Normative Analysis Positive Analysis (empirical analysis) The Writer D.N.Gujarati Professor of econometrics at the Military Academy at West Point Master of Commerce MBA Editorial referee Author Visiting Professor What is Econometrics Empirical support to the models Quantitative analysis of actual economic phenomena Social science in which the tools of economic theory, mathematics, and statistical inference are applied to the analysis. Positive help Economic theory _____ measurements Methodology of Econometrics Statement of theory or hypothesis Obtaining the data Specification of the mathematical model Specification of the econometric model Estimation of the parameters of the econometric model Hypothesis testing Forecasting or prediction Using the model for control or policy purposes Statement of Theory or Hypothesis Postulate ( give some examples ) Statement Note: hypothesis is not the same as an assumption Obtaining the Data Nature Sources Limitations Types of Data Time series data: quantitative ,qualitative (dummy variable) (SATIONARY) Cross-sectional data: (HETEROGENEITY) Pooled data: (Panel data) Sources /fsbr/esbr.htm (National bureau of economic research) S Accuracy of Data Non-experimental in nature Round-offs and approximations Non-response Selectivity bias Aggregate level Confidentiality The results of research are only as good the quality of the data. Specification of the mathematical model Yi=b1+b2*Xi 0b21 Yi consumption expenditure Xi income Parameters b1 b2, b1 intercept ,b2 slope Consumption function Single equation model Multiple equation model Terminology Yi Dependent variable Explained variable Predictand Regressand Response Endogeous Target variable Xi Independent variable Explanatory variable Predictor R