第七章练习题及参考解答(第四版)计量经济学.docx

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1、第七章练习题及参考解答7.1表7.4中给出了1981-2015年中国城镇居民人均年消费支出(PCE)和城镇居民人均可支配收入(PDI)数据。表7.41981-2015年中国城镇居民消费支出(PCE)和可支配收入(PDI)数据（单位：元）年度城镇居民人均消费支出PCE城镇居民人均可支配收入PDI年度城镇居民人均消费支出PCE城镇居民人均可支配收入PDI1981456.80500.4019994615.915854.021982471.00535.3020004998.006280.001983505.90564.6020015309.016859.601984559.40652.1

2、020026029.887702.801985673.20739.1020036510.948472.201986799.00900.9020047182.109421.601987884.401002.1020057942.8810493.0019881104.001180.2020068696.5511759.5019891211.001373.9320079997.4713785.8019901278.901510.20200811242.8515780.7619911453.801700.60200912264.5517174.6519921671.702026.6020

3、1013471.4519109.4419932110.802577.40201115160.8921809.7819942851.303496.20201216674.3224564.7219953537.574283.00201318022.6426955.1019963919.474838.90201419968.0829381.0019974185.645160.30201521392.3631790.3119984331.615425.10估计下列模型：(1)解释这两个回归模型的结果。(2)短期和长期边际消费倾向（MPC）是多少？分析该地区消费同收入的关系。(3)建立适当

4、的分布滞后模型，用库伊克变换转换为库伊克模型后进行估计，并对估计结果进行分析判断。【练习题7.1参考解答】(1)解释这两个回归模型的结果。DependentVariable:PCEMethod:LeastSquaresDate:03/10/18Time:09:12Sample:19812005Includedobservations:25VariableCoefficientStd.Errort-StatisticProb.C149.097524.567346.0.0000PDI0.0.148.98400.0000R-squared0.Meandependentvar2983.7

5、68AdjustedR-squared0.S.D.dependentvar2364.412S.E.ofregression77.70773Akaikeinfocriterion11.62040Sumsquaredresid.3Schwarzcriterion11.71791Loglikelihood-143.2551F-statistic22196.24Durbin-Watsonstat0.Prob(F-statistic)0.收入跟消费间有显著关系。收入每增加1元，消费增加0.76元。DependentVariable:PCEMethod:LeastSquaresDate:03

6、/10/18Time:09:13Sample(adjusted):19822005Includedobservations:24afteradjustingendpointsVariableCoefficientStd.Errort-StatisticProb.C147.688626.735795.0.0000PDI0.0.9.0.0000PCE(-1)0.0.1.0.2803R-squared0.Meandependentvar3089.059AdjustedR-squared0.S.D.dependentvar2354.635S.E.ofregression77.44504A

7、kaikeinfocriterion11.65348Sumsquaredresid.4Schwarzcriterion11.80074Loglikelihood-136.8418F-statistic10620.10Durbin-Watsonstat0.Prob(F-statistic)0.(2)短期和长期边际消费倾向（MPC）是多少？分析该地区消费同收入的关系。短期MPC=0.68，长期MPC=0.679/(1-0.111)=0.764(3)建立适当的分布滞后模型，用库伊克变换