计量经济学软件EViews10.0应用教程-陈昭-chap1_2018.pptVIP

Welcome to EconometricsThe Department of EconomicsLINGNAN COLLEGE, SUN YAT-SEN UNIVERSITY09/20181 教师信息 邮箱：linjh3@ 答疑时间：周一12:30-14:30 答疑地点：行政中心607 /，用户名和密码linjhst2 助教信息毕青苗biqingm@158000230643 Syllabus说明 教材：Wooldridge, Jeffrey M: Introductory Econometrics: A Modern Approach. 4/5th edition. 成绩构成Participation Homework 10%Lab course 20%Final Exam 70%知识要求Microeconomics, Macroeconomics, Probability and Statistics, Calculus and Matrix Algebra4 课程要求 必须完成每周预习内容； 课后给出各章中文学习指导； 组织5次习题与复习课，自愿参加； 提供经典论文，配备阅读提示，不做强制要求。5 上机实验 软件：Stata上机实验不仅是学会具体操作，而且是理解、掌握计量经济学原理的有效方法； 培养定量研究的硬功夫：掌握必要的数据处理、制表、画图等技巧，实现估计与检验等统计推断过程；自带笔记本电脑。6 Data7 8Data 9Data 10Data 11Data 12“数据表明”“实验数据显示”“大数据告诉我们” ……媒体报道 13 Economic data structure14 Types of Data – Cross Sectional Cross-sectional data is a random sample Each observation is a new individual, firm, etc. with information at a point in time If the data is not a random sample, we have a sample-selection problem15 16 Types of Data – Time SeriesTime series data has a separate observation for each time period, most economic and other time series are related, often strongly related, to their recent histories. – e.g. stock prices Since not a random sample, different problems to consider.Data frequency: daily, weekly, monthly, quarterly, and annually. Trends and seasonality will be important.17 18 Types of Data – Pooled Cross SectionsHave both cross-sectional and time series features.---e.g. two cross-sectional household surveys in the United States, one in 1985 and one in 1990.Can increase sample size. An effective way of analyzing the effects of a new government policy.19 20 Types of Data – PanelFollow the same random individual observations over time – known as panel data or longitudinal data.Requires replication of the same units over a given time period.Control unobserved unit effects and lag effects.21 22 Data scientist数据科学家是指能采用科学方法、运用数据挖掘工具对复杂多量的数字