资源描述：
《计量经济学导论现代观点答案》由会员上传分享，免费在线阅读，更多相关内容在学术论文-天天文库。
1、CHAPTER1TEACHINGNOTESYouhavesubstantiallatitudeaboutwhattoemphasizeinChapter1.Ifinditusefultotalkabouttheeconomicsofcrimeexample(Example1.1)andthewageexample(Example1.2)sothatstudentssee,attheoutset,thateconometricsislinkedtoeconomicreasoning,ifnoteconomictheory.Ilik
2、etofamiliarizestudentswiththeimportantdatastructuresthatempiricaleconomistsuse,focusingprimarilyoncross-sectionalandtimeseriesdatasets,asthesearewhatIcoverinafirst-semestercourse.Itisprobablyagoodideatomentionthegrowingimportanceofdatasetsthathavebothacross-sectional
3、andtimedimension.Ispendalmostanentirelecturetalkingabouttheproblemsinherentindrawingcausalinferencesinthesocialsciences.Idothismostlythroughtheagriculturalyield,returntoeducation,andcrimeexamples.Theseexamplesalsocontrastexperimentalandnonexperimentaldata.Studentsstu
4、dyingbusinessandfinancetendtofindthetermstructureofinterestratesexamplemorerelevant,althoughtheissuethereistestingtheimplicationofasimpletheory,asopposedtoinferringcausality.Ihavefoundthatspendingtimetalkingabouttheseexamples,inplaceofaformalreviewofprobabilityandsta
5、tistics,ismoresuccessful(andmoreenjoyableforthestudentsandme).3CHAPTER2TEACHINGNOTESThisisthechapterwhereIexpectstudentstofollowmost,ifnotall,ofthealgebraicderivations.InclassIliketoderiveatleasttheunbiasednessoftheOLSslopecoefficient,andusuallyIderivethevariance.Ata
6、minimum,Italkaboutthefactorsaffectingthevariance.Tosimplifythenotation,afterIemphasizetheassumptionsinthepopulationmodel,andassumerandomsampling,Ijustconditiononthevaluesoftheexplanatoryvariablesinthesample.Technically,thisisjustifiedbyrandomsamplingbecause,forexampl
7、e,E(ui
8、x1,x2,…,xn)=E(ui
9、xi)byindependentsampling.IfindthatstudentsareabletofocusonthekeyassumptionSLR.3andsubsequentlytakemywordabouthowconditioningontheindependentvariablesinthesampleisharmless.(Ifyouprefer,theappendixtoChapter3doestheconditioningargumentcarefully.)
10、Becausestatisticalinferenceisnomoredifficultinmultipleregressionthaninsimpleregression,IpostponeinferenceuntilChapter4.(Thisreduces
