Title: ????:Hill,%20C.%20R.,%20W.%20E.%20Griffiths,%20and%20G.%20G.%20Judge,%20(2001),%20Undergraduate%20Econometrics.%20New%20York:%20John%20Wiley%20
1????????????????? ????????????(????) ??????? ??
?? ?????????????? ?????????????? ????Hill, C.
R., W. E. Griffiths, and G. G. Judge, (2001),
Undergraduate Econometrics. New York John Wiley
Sons. ??2011?11?7?
2?????????
????
1
5
????
10
1
2
3
1
4
0
3
2
2
3
4
1
3??
2?
3?
4???
??
?
5
10
20
?
8
10
12
????????????
4- ??????????,?????????????????
- ??? gt(1) ?????????? (2)????????????.
? ? ?
?? ???
10 8 5
20 5 4
5????????????
- ?? ??(practice), ??(investigate),
??(examine) - ??????????
- ???, ????, ???, ???, ????, (???, ???, ???), ???
, ?????
6???????
- ????????????
- Cdf(i)
- qdf(P,Ps,Pc,i)
-
- ?????(Econometrics)?????????????????????????
????????????????????
7 - ??(Parameter)????????,????????????,??????????????
??? - ????????????(bias)???(error)?
- Ex?????? ????
- ??? ??
- ??? ???
- ?? ????
- ?? ????
8??????
??????!!!
- qd f(p, ps, pc, i) e
- ????(Random error)
- ???????????????,??????????,???????????????????
- ?????????
- ????(linear function)
- f(p,ps,pc,i) ?1 ?2p ?3Ps ?4Pc ?5i
- ? qd ?1 ?2p ?3Ps ?4Pc ?5ie
9????(Experimental Data)
- ???? ?????????? ????????????? ??T????
????T??????? -
10 - ? p 25,000 ??????? ??????
- Ps25,000 ??????? ????
- Pc1.35 ???? ??
- i 42,000 ???? ????
-
-
?? - qd ????????
- ???????,???????
11?????(Nonexperimental Data)
- ?????????????????????
- ????(Time-series) ??? ????????????
- ???(Cross section)?? ???????????????
- ????(panel data)?? ????????????????
12- ???????????????
- ??(micro)?????????????,?????????????
- ??(macro)????????????????????????????????
13- ???????????????
- ??(flow)?????????,??1999???????????
- ??(stock)??????????,??1999?4?1??????????????,??2
003?7?1???????????
14- ??????????????
- ???(quantitative)??????????????????,??????????
?????????????? - ???(qualitative )???/?????????,??????????????
?????,????????????
15????(Statistical Inference)
- ?????????????????????????
- ??????????
- 1. ?????????????
- 2. ??????,????1??????????
- 3. ??????,?????????????????????????
16????(A Research Format)
- ??????????????????
- ??????????????????
- ?????????????????????????????????????????????
- ??????,??????????,??????????????,?????????????? ?
17- ?????????????????,???????????
- ???????????????????????,??????????????????????????
? - ??????????????????????????????????????????????????
??????????????????????????
18??????
- 1.????(Random variable)
- ?????,????????????????????????????????????????
? - ??????(Discrete random variable)????????,????????
? - ??????(Continuous random variable)
???????????????????(?????)?
19- 2.??(Probability)
- ?????????????????????,?????????? (probability
function)???????(probability density function)? - ??(discrete)?????????
- f(x)p(Xx) , 0?f(x)?1 , Sf(xi)1
20- ??(Continuous)?????????????????Y,??????? f(y)
???????(equation)???,?????????????????????????,???
????????????????
f(y)
f(y)
Pa?Y?b
y
a
b
211/(b-a) if a?u?b
0 otherwise
1
1
f(u)
b-a
0
1
u
0.1
0.3
22- 3.????????(Joint Probability Density Function)
G
?0
?1
????
???0
200
270
470
P
???1
300
100
400
?? 2
60
70
130
????
560
440
1000
23- ??????(Joint probability function)
G
???? Marginal Probability
0 1
0.2 0.27
0.47 0.40 0.13
0 1 2
P
0.3 0.10
0.06 0.07
0.56 0.44
1
f(P , G)f(0 , 0)0.2 f(0 , 1)0.27
24- ??????(Independent random variables)
- ? X? Y???????,??????f(x,y)?,f(x , y)f(x)f(y)
- ???(Covariance)??????????????????????????????????
???????,????????????? - ??????????,????????????????
25- ?????X?Y??????????????,???????????????????????????
???,???????X?Y???????(correlation
coefficient),????
26- ????(Normal Distribution)
- ????,????????????????,?????????????
-8ltxlt8
27- ??,?????????????????????????????(standard
normal random variable)?????? 0 ????? 1
???????????????
280
1
0.33
29????????(The Simple Linear Regression Model)
- ??????(??????)?????????,??????(????????)???????
- ????????????????,???????????????????
- ????????,??????????????
30- 1.?? (??, ??, ??)
- ?????????????
- ???? y, ?????? f(y)
- ????? ? ,????
- ????? ?
- ??????y?x???????????!!!
31- ?
- ????????( economic model)
- ??????(econometric model)
- ????(??????) ????????
- ß1 Intercept(??)
- ß2slope(??)
Marginal effect of x on y
32- ????????,??????????????
- ? ?? E(y x) ????????????,x??????
- ? E(y x) ???????,X ?????
- ß1 ? ß2 ??????????????????????????
33- 2.??????(An Econometric Model)
- Notice 1.????(random sample)
- 2.????(normal distribution)
- ??
- 1. ????x?,y?????????????
- ie v(yx)?2 for all value of x.
- ???? homoskedastic
- 2. y????????,????????,????????????????Cov (yi
, yj)0
34- ? V(yx) ? ?2 , ????? x??,???????????(hetroske
dastic) - 3.???????????,???y???????????
- 4.??X????,????????????????????????
- 5.(???) ????x?,Y??????????????
- YN(ß1ß2x ) , ?2