1 Stationarity and unit Root testing WHy do we need to test for Non-Stationarity? The stationarity or otherwise of a series can strongly influence its behaviour and properties -e.g. persistence of shocks will be infinite for nonstationary series Spurious regressions. If two variables are trending over

1 Motivations All the models we have looked at thus far have been single equations models of the form y=XB+u All of the variables con

1 introduction 单变量时间序列模型 一只利用变量的过去信息和可能的误差项的当前和过去值来建模和预测 的一类模型(设定)

1 Goodness of Fit Statistics We would like some measure of how well our regression model actually fits the data.* We have goodness of fit statistics to test this: i.e. how well the sample regression function (srf) fits the data. The most common goodness of fit statistic is known as R2. One

1 Regression Regression is probably the single most important tool at the econometrician's disposal. What is regression analysis? It is concerned with describing and evaluating the relationship between a given variable (usually called the dependent variable) and one or more other

常用的经济计量软件 EViews (Econometric Views) RATS (Regression Analysis of Time Series) SAS (Statistical Analysis System) SPSS (Statistical Package for Social Science) TSP

1.1 Introduction: The Nature and Purpose of Econometrics · What is Econometrics? Literal meaning is \measurement in economics?\ 对经济现象和经济关系的数量/计量分析

Chap. 1 Introduction Chap. 3 Comparative Cost and Classical Trade Theorem Chap. 4, Mutual Demands Theory Chap 5, Factor Endowment Chap 6, New Trade Theory Chap 7, Economic growth and international trade Chap 8, Protectionism and Policies Chap 9, Trade management theories and policies Chap 10, Economic Integration, theory and practice Chap. 12, WTO

第一章 导论 第二章 马克思主义的国际贸易理论 第三章 比较成本说 第四章 相互需求原理 第五章 要素禀赋论及其拓展 第六章 新国际贸易理论 第七章 经济增长与国际贸易 第八章 保护贸易理论与政策 第九章 管理贸易理论和政策 第十章 经济一体化的理论与实践 第十二章 世界贸易组织

第一节会计的概念 第二节会计的对象 第三节会计的任务