计量经济学(英文)重点知识点考试必备.docVIP

第一章 Econometrics（计量经济学）： the social science in which the tools of economic theory, mathematics, and statistical inference are applied to the analysis of economic phenomena. the result of a certain outlook on the role of economics, consists of the application of mathematical statistics to economic data to lend empirical support to the models constructed by mathematical economics and to obtain numerical results. Econometric analysis proceeds along the following lines计量经济学分析步骤 Creating a statement of theory or hypothesis.建立一个理论假说 Collecting data.收集数据 Specifying the mathematical model of theory.设定数学模型 Specifying the statistical, or econometric, model of theory.设立统计或经济计量模型 Estimating the parameters of the chosen econometric model.估计经济计量模型参数 Checking for model adequacy : Model specification testing.核查模型的适用性：模型设定检验 Testing the hypothesis derived from the model.检验自模型的假设 Using the model for prediction or forecasting.利用模型进行预测 Step2：收集数据 Three types of data三类可用于分析的数据 Time series(时间序列数据):Collected over a period of time, are collected at regular intervals.按时间跨度收集得到 Cross-sectional截面数据:Collected over a period of time, are collected at regular intervals.按时间跨度收集得到 Pooled data合并数据（上两种的结合） Step3：设定数学模型 plot scatter diagram or scattergram write the mathematical model Step4：设立统计或经济计量模型 CLFPR is dependent variable应变量 CUNR is independent or explanatory variable独立或解释变量（自变量） We give a catchall variable U to stand for all these neglected factors In linear regression analysis our primary objective is to explain the behavior of the dependent variable in relation to the behavior of one or more other variables, allowing for the data that the relationship between them is inexact.线性回归分析的主要目标就是解释一个变量（应变量）与其他一个或多个变量（自变量）只见的行为关系，当然这种关系并非完全正确 Step5：估计经济计量模型参数 In short, the estimated regression line gives the relationship between average CLFPR and CUNR 简言之，估计的回归直线给出了平均应变量和自变量之间的关系 That is, on average, how the dependent variable responds to a unit change in the independent variable.单位因变量的变化引起的自变量平均变化量的