《EVIEWS心得》word版 本文关键词：心得，EVIEWS，word
《EVIEWS心得》word版 本文简介：??á??-???×÷òμ￡¨3￡?eviewsèí?t??°D?μ?D???￡oá??y?ü°à??￡o1008106?o?￡o1100800130??o￡o?úμ?1¤3ì??o￡¨?t???￡?eviewsèí?t??°D?μ?êμ?é?D￡??òíê3é?￡Díμ?2?êy1à
《EVIEWS心得》word版 本文内容：
??á??-???×÷òμ￡¨3￡?
eviewsèí?t??°D?μ?
D???￡oá??y?ü
°à??￡o1008106
?o?￡o1100800130
??o￡o?úμ?1¤3ì??o
￡¨?t???￡?
eviewsèí?t??°D?μ?
êμ?é?D￡??òíê3é?￡Díμ?2?êy1à??￡??￡Díμ?í3???ì?é￡??¨á￠á?ò??a??D???1é?￡Díoí?à?a??D???1é?￡Díμ??-????á??￡Dí￡?2￠???￡Dí??DDá?òì·?2?oí×??à1?D??ì?éò??°???￡Díμ?DT?y￡?ê1μ??￡Dí?ü?óμ?o?àí?￡êμ?é1y3ìê1?ò???-????á??¨?￡1y3ìóDò????±1??DD?μ?è?ê?￡?2￠±è??êì?¤á???′ú??á??-??·???èí?tμ?êμ?ê2ù×÷á÷3ì?￡?ú????2ù×÷1y3ì?D￡??ò??ì??áoí??è?μ?ó?eviewsèí?t???-???-àí??DD?é?¤μ?à?è¤ó??-?é￡?í¨1yeviewsèí?tμ?ó|ó?￡??aè￥á?′óá?μ?????1y3ì￡?ê1μ??ò??·????êìa?ü?óμ?·?±??ì?Y￡????ò±è×??o????ê±?ü?ó×?è·?￡??è??úêμ?é1y3ì?D￡?óéóú??èí?t2?êì?¤￡?é??ú2ù×÷ê±2??é±ü?aμ?ó?μ?ò?D??êìa￡?μ??aD??-?éè′′?á?á??ò·￠???êìaμ???1a￡?·á??á??ò??·????êìaμ????·?￡???ò?úà?ê|oíí??μ?°??ú??￡??ò?ü1??3à?μ???ó?eviewsèí?t??ò?D??-??êy?Y??DD·????￡êμ?é?D￡?à?ê|?áo?°?ày￡???3?μ??Yê?￡???D?μ????ò????DD??μ?￡?ê1?ò??eviewsèí?tóDá??üé?2?μ?á??a￡???áá???èí?t??DD?òμ￥μ?2ù×÷￡???êμ?êμ??-???êìa??DD·???ó??ì?é?￡ê1?-±??Y???￠·±???￠????μ???±??aê?±?μ??ò?à?ˉ￡?????àí??oíêμ?ùμ?oè1μ?￡
μ±è?￡??úê1ó?èí?tμ?í?ê±??è?óDê±?áó?μ?2??èoí?á1?2?í?μ??é??￡?μ??ò???éò????￡Dí??DD?ì?éoíDT?y￡?ê1???ü?ü×?è·μ?·????-???êìa?￡í¨1y±?′?êμ?é￡??òò2é??ìì??áμ?￡?eviewsê?ò???ê?·?êμó?μ?èí?t￡???ò?oóμ???°óD×?oü′óμ?×÷ó??￡??è?o??yè·oío?àíμ?ê1ó?±?ê?μ±?°×???òaμ?è????￡êμ?°?D￡??ò???ü1??±1???3?·?μ?ì??áμ?à?ê|??ì??2êú?úèYμ????a???ù?ú￡??aìá??á?ê??ˉ2ù×÷èí?t?￠êyá??ˉ·???ó??a???êìaμ??üá|￡??1?éò??à???ò?ú′|àíêμ?é?-???êìaμ????÷μ????μ?ì??è￡?2￠?ò±ü?aá???ì??aê?ó?êμ?êó|ó?μ?í??ú?￡
±?′?êμ?éμ?ê????￠ì??á?￠?-?é?￠?êìaoí?ì?μ￡?ê1?ò3?2?í?éíóú??á??-???￡?í¨1yà?ó?eviewsèí?t???ù?μ?μ???á??aê???DDêμ?ù￡?è??ò?óé?á???àí??μ?àí?aoí????￡??±1???3?·?μ?ì??áμ?à?ê|??ì??2êú?úèYμ????a???ù?ú?￡?úêμ?é1y3ì?D?ò??ìá??á?ê??ˉ2ù×÷èí?t?￠êyá??ˉ·???ó??a???êìaμ??üá|￡??1?à???ò?ú′|àíêμ?é?-???êìaμ????÷μ????μ?ì??è￡?2￠?ò±ü?aá???ì??aê?ó?êμ?êó|ó?μ?í??ú?￡??è??úêμ?é1y3ì?D3???á?oü?à′í?ó￡?μ??aD??-?éè′′?á?á??ò??·￠???êìaμ???1a￡?·á??á??ò??·????êìaμ????·?￡í¨1y?a′?êμ?éè??òêüò?·??3?￡?a′?2ù×÷oó??eviewsèí?tóDá??üé?2?μ?á??a??áá???èí?t??DD?òμ￥μ?2ù×÷￡???êμ?êμ??-???êìa??DD·???ó??ì?é?￡ê1?-±??Y???￠·±???￠????μ???±??aê?±?μ??ò?à?ˉ￡?????àí??oíêμ?ùμ?oè1μ￡?í?ê±ê1?ò????á??-???2úéúD?è¤?￡??á??-???ê?ò???±è????μ???3ì￡????Dé??°′óá?μ?1?ê?￡?2?èYò×àí?a?òDèòa′óá?μ?????￡??ùò??ú??°μ?1y3ì?D?òó?μ?á?oü?àà???￡μ?í¨1y?a′?μ?êμ?é￡??ò????é??ù?μ?×?D??t3?·¨óDá???ò?2?μ?àí?a￡??ú????àí???aê?μ?í?ê±￡?????ó?êμ?êμ??-???êìaáa?μ?eà′?￡?a?t￡o??á??-???êμ?鱨??1
D?μ?ì??á
áé?t1¤3ì??ê?′ó?é??úêμ?鱨??
?aèy￡oóà?°-eviewsàí???°ó|ó?×ü?á
1àí??×ü?á￡o
μúò?2?·?￡oêy?Y·????ù′?
μú1??￡o???êó?í3???ù′?
μú2??￡o?-??ê±??DòáDμ????úμ÷???￠·??aó?????
ê±??DòáD·??a·?·¨°üà¨???úμ÷??oí?÷ê?·??a￡???êy????ê????°±è??3￡ó?μ?ê±??DòáD′|àí·?·¨?￡?-????±êμ????è?ò???èê±??DòáD°üo?4??±??ˉòa??￡o3¤?ú?÷ê?òa??t?￠?-?·òa??c?￠???ú±??ˉòa??soí2?1??òòa??t.
?ú?-??·??????°￡?Dèòa??ê±??DòáD??DD???èμ÷??￡?ìT3y???Dμ????ú±??ˉòa??oí2?1??òòa???￡??à?ó??÷ê?·??a·?·¨?éò?°??÷ê?oí?-?·òa??·?à??aà′￡?′ó???D???-??μ?3¤?ú?÷ê?oí?°???-?·±??ˉ?￡??óú?3D??-??ê±??DòáD￡¨è?1é?±DòáD￡?￡?2?′??ú?÷??μ??÷ê?±??ˉoí???ú±??ˉ?￡ò?°?￡??ò??ê1ó???êy????·?·¨???a?ùμ?ê±??DòáD??DD?ao?oí?¤2a
2.1àí???ù′?￡oò??ˉ???ù·?·¨
?òμ￥ò??ˉ???ù
?DD??ˉò??ˉ???ù
?óè¨ò??ˉ???ù
2.2???úμ÷??
??óD???èoí???èêy?Y2??ü×????úμ÷??￡????°±è??3￡ó?μ?·?·¨ê?￡ocensusx12·?·¨?￠x11·?·¨?￠ò??ˉ???ù·?·¨oítramo/seats·?·¨
2.3?÷ê?·??a
±??úר??ì???è?o????÷ê?oí?-?·òa????DD·??aμ?·?·¨?￡2a?¨3¤?ú?÷ê?óD?à??·?·¨￡?è???1é·???·¨?￠ò??ˉ???ù·¨?￠?×?????ù·¨?￠hp??2¨·?·¨oíbp??2¨·?·¨
2.4??êy????·?·¨
μú?t2?·?￡o?ù±?μ?μ￥·?3ì·???
μú3??￡o?ù±???1é?￡Dí
3.11?μ???D???1é?￡Dí
??1é·???ê???á??-??·????Dê1ó?×??àμ?·?·¨￡?ê??éò?ó?à′·???á????°ò?é?μ?±?á??à?￥????òò1?1??μμ?í3??·?·¨?￡μ±??1é?￡Dí?D??°üo?ò????aêí±?á?ê±￡????￡Dí?íê?ò??a??1é?￡Dí?￡μ±?aêí±?á?3?1yò???ê±￡????￡Dí?íê??à?a??1é?￡Dí?￡?ù?Y?￡Dí??óú2?êyê?·??a??D??éò????￡Dí·??a??D??￡Díoí·???D??￡Dí?￡
3.1.1ò??a??D???1é?￡Dí
D?ê?￡oyt??0??1xt?ut(t?1,2,.t)
uê??ó2????òè??ˉ??￡??üì???á?yμ?±??ˉ?D??óD±?x?ù?aêíμ?2?
·?￡??′3yxò?ía?????ùóD??y2úéúó°?ìμ?òò??μ?×?o?ì????￡
1?μ???D???1é?￡Díμ??ù±??ùéè￡o
￡¨1￡?e(ut)?0?ú￡?òì·?2??ú?óè¨×?D??t3?·¨
2var(ut)??
￡¨2￡?cov(ui,uj)?0,i?j?ú￡?×??à1??úê±??DòáD?￡Dí
￡¨3￡?cov(xt,ut)?0?ú￡????ú?aêí±?á??úá??×??×?D??t3?·¨
￡¨4￡?ut?n(0￡??2)?ú￡?
3.1.2×?D??t3?·¨
3.1.3?à?a??D???1é?￡Dí
3.1.4?μêy1à??á?μ?D??ê
3.1.5??D???1é?￡Díμ??ì?é
a:±?á?μ?????D??ì?é￡¨t?ì?é￡?
h0:?i?0￡?h1:?i?0
b:?ao?ó??è?ì?éoír2í3??á?
tss
ess
rss
r2=ess/tss
c:·?3ì????D??ì?é
h0:?1??2?￡?￡?￡??k?0￡?h1:?áéùò???2??a0
3.2??1é·?3ìμ?oˉêyD?ê?
3.2.1????êy??D??￡Dí
?aêí±?á?μ??μêy?íê?μˉD?
3.2.2°???êy?￡Dí[ó?à′×???3¤?ê]
3.2.3???ú???￡Dí
3.3°üo?Dé?a±?á?μ???1é?￡Dí
3.4?￡Díμ?éè?¨ó??ùéè?ì?é
ò?μ?íê3é1à??￡??íDèòa??DD?÷???ì?é?￠DT?y￡?è?oó?ù??DD1à???￡?￡?￡
ò??±μ??úòa?a?1?￡
3.4.1?μêy?ì?é
a￡owald?ì?é?a?aóD??ê?ì??tμ??ì?é
b:ò???±?á??￠?àóà±?á??ì?é
c:òò×ó·???μ??ì?é
3.4.22D2??ì?é
a:?yì?D??ì?é
b:DòáD?à1??ì?é
c:arch?ì?é
d:whiteòì·?2??ì?é
3.4.3?￡Dí?è?¨D??ì?é
a￡ochow·???μ??ì?é
b:
chow?¤2a?ì?é
c:
quandt-andrews·???μ??ì?é
3.5·?3ìμ??￡?aó??¤2a
μú4??￡o??????1é·?·¨
4.1òì·?2???????êy?Yμ???ó|μ?·?2?2?μè??
4.1.1òì·?2??ì?é
a￡oí?ê?·¨
b￡obpgòì·?2??ì?é
c￡oharveyòì·?2??ì?é
d￡oglejseròì·?2??ì?é
e￡owhite?ì?é
4.1.2?óè¨×?D??t3?·¨??wls??
4.2?t?×??×?D??t3?·¨
4.3·???D?×?D??t3?·¨
4.41?ò???·?·¨
4.5?à??ê?·?2??íoó?￡Dí
4.6?e2?×?D??t3???1é
4.7·???êy??1é
4.8·?2?êy??1é?￡Dí
μú5??ê±??DòáD?￡Dí
??ó?ê±??DòáDμ?1yè￥?μ?￠μ±?ú?μ?°?íoóè??ˉ??μ??óè¨oí￡??¨á￠?￡
Díà′?aêíê±??DòáDμ?±??ˉ1??é?￡
5.1DòáD?à1??°???ì?é
5.1.1DòáD?à1?
5.1.2DòáD?à1?μ??ì?é·?·¨
a:d.wí3??á??ì?é
è?1?′??ú?yμ?DòáD?à1?￡???￡¨0,2￡?￡??à·′?ò?ú￡¨2,4￡?
d.wí3??á??ì?éDòáD?à1?óD4???°ìá
￡¨1￡?d.wí3??á?μ?è??ˉ???ú?-?ùéè??òààμóú?μêy???ó
￡¨2￡???1é·?3ìóò±?è?1?′??ú?íoóòò±?á?￡???2??ùóDD
￡¨3￡??????ì?é2D2?DòáDê?·?′??úò??×DòáD?à1?
￡¨4￡???1é?￡Dío?óD???à??
????μ?·?·¨??·tá?é?ê?2?×?
b:
?à1?í?
c￡oqí3??á??ì?é
d￡oDòáD?à1?μ?lm?ì?é
5.1.3′??úDòáD?à1?μ???D???1é·?3ìμ?1à??ó?DT?y
à?ó?ar(p)?￡DíDT?yDòáD?à1??￡
5.2???èê±??DòáD?¨?￡
±??ú??2??ù????ò?ò?????1é·?3ìμ?è??ˉ??DòáD?a?D?????ó￡???ê?
?±?óì???ò??????èê±??DòáDμ??¨?￡?êìa?￡?ú??êμ?Doü?à?êìa￡?è?à??ê2¨?ˉ?￠ê?ò??ê±??ˉ?°???ê±??ˉμèí¨3￡ê?ò??????èDòáD￡??ò??í¨1y2?·?μè±????éò??ˉ?aò??????èDòáD?￡
5.2.1
???èê±??DòáDμ?????
è?1????ú1y3ìut?{?,u?1,u0,u1,u2,??,ut,ut?1,??}
μ??ù?μoí·?2??￠×?D-·?2???2?è???óút￡??è?ú×?￡o
e(ut??),var(ut)??2,cov(ut,ut?s)??s
?ò3?{ut}ê?D-·?2????èμ??òè????èμ?￡o
5.2.2
arma?￡Dí
1.
×???1é?￡Díar(p)
p
?××???1é?￡Dí??×÷ar(p)￡??ú×?????μ?·?3ì￡o
ut?c??1ut?1??2ut?2????put?p??t
???D￡o2?êy
c
?a3￡êy￡??1,?2,?-,?p
ê?×???1é?￡Dí?μ
êy￡?p?a×???1é?￡Dí?×êy￡??t
ê??ù?μ?a0￡?·?2??a?
2
μ?°×
??éùDòáD?￡
2.
ò??ˉ???ù?￡Díma(q)
q
?×ò??ˉ???ù?￡Dí??×÷ma(q)
￡??ú×?????μ?·?3ì￡o
ut????t??1?t?1????q?t?q
???D￡o2?êy
?
?a3￡êy￡?2?êy?1,?2,?-,?q
ê?
q
?×ò?
?ˉ???ù?￡Díμ??μêy￡??t
ê??ù?μ?a0￡?·?2??a?
2μ?°×??éùDòáD?￡
3.
arma(p￡?q)?￡Dí
ut?c??1ut?1????put?p??t??1?t?1????q?t?q
??è?′??￡Díê??￡Dí(5.2.4)ó?(5.2.5)μ?×éo?D?ê?￡?3??a?ìo?
?￡Dí￡?3￡??×÷arma(p,q)?￡
μ±
p=0
ê±￡?arma(0,q)
=
ma(q)
μ±q
=
0ê±￡?arma(p,0)
=
ar(p)
5.2.3
arma?￡Díμ????èD?
1.
ar(p)?￡Díμ????èD?ì??t
ar(p)
?￡Dí???èμ?3?òaì??tê??(z)
μ??ùè?2????úμ￥???2??ía
2.
ma(q)
?￡Díμ??é??D?
?ùè?2????úμ￥???2??ía￡??òê?(5.2.16)μ?ma??×ó3??a?é??μ?
5.2.4
arma?￡Díμ?ê?±e
ar(p)
?￡Díμ???×??à1??μêyê?
p
?×???2μ??￡
ma(q)
?￡Díμ?×??à1?oˉêy?ú
q
2?ò?oóê????2μ??￡ma(q)
?￡Díμ???×??à1??μêyò??¨3ê??3??3???￥??μ?D?ê?ê?í??2μ?
5.3
·????èê±??DòáD?¨?￡
?°ê?μ?ar(p)?￠ma(q)
oíarma(p,q)
èy???￡Dí??êêó?óú?ì?-ò??????èDòáDμ?×??à1?D??￡ò??????èDòáDμ?êy×?ì??÷￡?è??ù?μ?￠·?2?oíD-·?2?μèê?2???ê±??μ?±??ˉ??±??ˉμ?￡?ê±??DòáD?ú?÷??ê±??μ?é?μ????úD?·t′óò??¨μ????ê·?2??￡ò2?íê??μ￡???óúò??????èμ?ê±??DòáD?éò?í¨1y1yè￥ê±??μ?é?μ?D??￠￡??¨á￠?￡Dí?ao?1yè￥D??￠￡??????¤2a?′à′μ?D??￠?￡è???￡???óúò???·????èê±??DòáD????￡?ê±??DòáDμ??3D?êy×?ì??÷ê???×?ê±??μ?±??ˉ??±??ˉμ??￡·????èê±??DòáD?ú?÷??ê±??μ?é?μ????ú1??éê?2?í?μ?￡???ò?í¨1yDòáDò??aμ?D??￠è￥????ê±??DòáD??ì?é?μ????úD??￡μ??úêμ?ù?Dó?μ?μ??-??oí?eèúêy?Y′ó?àê?·????èμ?ê±??DòáD?￡
í?5.9
?D1ú1978?ê??2006?êμ?éú2ú·¨gdpDòáD
1.
è·?¨D?ê±???÷ê?
?èê?àà??í?5.9D?ê?μ?·????è?-??ê±??DòáDóDá???·?·¨￡?ò???·?·¨ê?°üo?ò???è·?¨D?ê±???÷ê?:
yt?a??t?ut
???Dutê????èDòáD￡?a
+
?
t
ê???D??÷ê?oˉêy?￡?a??1y3ìò23??a
?÷ê????èμ?￡?òò?aè?1?′óê?(5.3.1)?D??è￥
a
+?
t￡??á1?ê?ò??????è1y3ì?￡×￠òaμ???í?5.9ò?ààμ??-??ê±??DòáD3￡3ê??êy?÷ê???3¤￡?μ?ê???êy?÷ê?è???êy?í?éò?×a???a??D??÷ê??￡
ò?°?ê±??DòáD?é?ü′??úò???·???D?oˉêyD?ê?μ?è·?¨D?ê±???÷ê?￡?àyè??é?ü′??ú?à??ê??÷ê?￡o
yt?a??1t??2t2????ntn?ut
í??ù?éò?3yè￥?a??è·?¨D??÷ê?￡?è?oó·???oí?¤2aè￥ê?oóμ?ê±??DòáD?￡?a??￡o????ó?eviews??1é?￡Díμ?±è??é???
?a??￡o??á??-?????°D?μ?
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