计量经济学（英文）重点知识点考试必备.doc

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1、第一章1.Econometrics（计量经济学）：thesocialscienceinwhichthetoolsofeconomictheory,mathematics,andstatisticalinferenceareappliedtotheanalysisofeconomicphenomena.theresultofacertainoutlookontheroleofeconomics,consistsoftheapplicationofmathematicalstatisticstoeconomicdatatolendempiricalsupporttothemodelsconstru

2、ctedbymathematicaleconomicsandtoobtainnumericalresults.2.Econometricanalysisproceedsalongthefollowinglines计量经济学分析步骤1)Creatingastatementoftheoryorhypothesis.建立一个理论假说2)Collectingdata.收集数据3)Specifyingthemathematicalmodeloftheory.设定数学模型4)Specifyingthestatistical,oreconometric,modeloftheory.设立统计或经济计量模型5)

3、Estimatingtheparametersofthechoseneconometricmodel.估计经济计量模型参数6)Checkingformodeladequacy:Modelspecificationtesting.核查模型的适用性：模型设定检验7)Testingthehypothesisderivedfromthemodel.检验自模型的假设8)Usingthemodelforpredictionorforecasting.利用模型进行预测lStep2：收集数据ØThreetypesofdata三类可用于分析的数据1)Timeseries(时间序列数据):Collectedove

4、raperiodoftime,arecollectedatregularintervals.按时间跨度收集得到2)Cross-sectional截面数据:Collectedoveraperiodoftime,arecollectedatregularintervals.按时间跨度收集得到3)Pooleddata合并数据（上两种的结合）lStep3：设定数学模型1.plotscatterdiagramorscattergram2.writethemathematicalmodellStep4：设立统计或经济计量模型ØCLFPRisdependentvariable应变量ØCUNRisindepe

5、ndentorexplanatoryvariable独立或解释变量（自变量）ØWegiveacatchallvariableUtostandforalltheseneglectedfactorsØInlinearregressionanalysisourprimaryobjectiveistoexplainthebehaviorofthedependentvariableinrelationtothebehaviorofoneormoreothervariables,allowingforthedatathattherelationshipbetweenthemisinexact.线性回归分析

6、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lStep5：估计经济计量模型参数ØInshort,theestimatedregressionlinegivestherelationshipbetweenaverageCLFPRandCUNR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ØThatis,onaverage,howthedependentvariablerespondstoaunitchangeintheindependentvariable.单位因变量的变化引起的自变量平均变化量的多少。lStep6：核查模型

7、的适用性：模型设定检验Thepurposeofdevelopinganeconometricmodelisnottocapturetotalreality,butjustitssalientfeatures.lStep7：检验自模型的假设Whydoweperformhypothesistesting?Wewanttofindourwhethertheestimatedmodelmakesecono