计量经济学内容

目录

实验项目一 Eviews使用1 (2)

实验一 An Overview of Regression Analysis (2)

实验二 Ordinary Least Squares (2)

实验三 Learning To Use Regression Analysis (3)

实验项目二 Eviews使用2 (3)

实验一 The Classical Model (OPTIONAL) (3)

实验二 Basic Statistics and Hypothesis Testing (3)

实验三 Specification: Choosing the Independent Variables (4)

实验四 Specification: Choosing A Functional Form (4)

实验项目三 Eviews使用3 (5)

实验一 Multicollinearity (5)

实验二 Serial Correlation (5)

实验三 Heteroskedasticity (6)

实验四 Time Series Models (6)

实验五 Dummy Dependent Variable Techniques (7)

实验六 Simultaneous Equations (7)

实验七 Forecasting (8)

附录1：Chapter 1: An Overview of Regression Analysis

附录2：Chapter 2: Ordinary Least Squares

附录3：Chapter 3: Learning To Use Regression Analysis

附录4：Chapter 4: The Classical Model (OPTIONAL)

附录5：Chapter 5: Basic Statistics and Hypothesis Testing

附录6：Chapter 6: Specification: Choosing the Independent Variables 附录7：Chapter 7: Specification: Choosing A Functional Form

附录8：Chapter 8: Multicollinearity

附录9：Chapter 9: Serial Correlation

附录10：Chapter 10: Heteroskedasticity

附录11：Chapter 12: Time Series Models

附录12：Chapter 13: Dummy Dependent Variable Techniques

附录13：Chapter 14: Simultaneous Equations

附录14：Chapter 15: Forecasting

1

实验项目一Eviews使用1

实验一 An Overview of Regression Analysis

【实验目的】

了解回归分析概述

【实验原理】

按步骤学会使用基本回归分析方法

【实验内容】

1. A simple example of regression analysis:

a) Creating an EViews workfile

b) Entering data into an EViews workfile

c) Creating a group in EViews

d) Graphing with EViews

e) Generating new variables in EViews

2. Exercises

【实验步骤】

详细步骤见附录1：Chapter 1: An Overview of Regression Analysis。

实验二 Ordinary Least Squares

【实验目的】

学会做普通最小二乘估计

【实验原理】

按步骤学会做普通最小二乘估计

【实验内容】

1. Running a simple regression for weight/height example (UE

2.1.4)

2. Contents of the EViews equation window

3. Creating a workfile for the demand for beef example (UE, Table 2.2, p. 45)

4. Importing data from a spreadsheet file named Beef 2.xls

5. Using EViews to estimate a multiple regression model of beef demand (UE 2.2.3)

6. Exercises

【实验步骤】

详细步骤见附录2：Chapter 2: Ordinary Least Squares。

实验三 Learning To Use Regression Analysis

【实验目的】

学会回归分析

【实验原理】

按步骤学会回归分析

【实验内容】

1. Displaying the spreadsheet view of a group of variables (UE, Table 3.1)

2. Displaying the descriptive statistics for a group of variables (UE, Table

3.1)

3. Displaying the simple correlation coefficients between all pairs of variables in a group (UE,Table 3.1)

4. Running a simple regression for Woody's Restaurants example (UE, Table 3.2)

5. Documenting the results

6. Displaying the actual, fitted, residual, and a plot of the residuals (UE, Table 3.2)

【实验步骤】

详细步骤见附录3：Chapter 3: Learning To Use Regression Analysis。

实验项目二Eviews使用2

实验一 The Classical Model (OPTIONAL)

【实验目的】

了解Monte Carlo Simulation

【实验原理】

按步骤学会Monte Carlo Simulation

【实验内容】

学会Monte Carlo Simulation

【实验步骤】

详细步骤见附录4：Chapter 4: The Classical Model (OPTIONAL)

实验二 Basic Statistics and Hypothesis Testing

【实验目的】

学会求Basic Statistics and Hypothesis Testing