????: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
?????????

• Ex

????
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)
  ???????????????????(?????)?

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• 2.??(Probability)
• ?????????????????????,?????????? (probability
  function)???????(probability density function)?
• ??(discrete)?????????
• f(x)p(Xx) , 0?f(x)?1 , Sf(xi)1

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• ??(Continuous)?????????????????Y,??????? f(y)
  ???????(equation)???,?????????????????????????,???
  ????????????????

f(y)
f(y)
Pa?Y?b
y
a
b
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• ?
• f(u)

1/(b-a) if a?u?b
0 otherwise
1
1
f(u)
b-a
0
1
u
0.1
0.3
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• 3.????????(Joint Probability Density Function)

G
?0
?1
????
???0
200
270
470
P
???1
300
100
400
?? 2
60
70
130
????
560
440
1000
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• ??????(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
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• ??????(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
  ???????????????

28

• ?

0
1
0.33
29
????????(The Simple Linear Regression Model)

• ??????(??????)?????????,??????(????????)???????
• ????????????????,???????????????????
• ????????,??????????????

30

• 1.?? (??, ??, ??)
• ?????????????
• ???? y, ?????? f(y)
• ????? ? ,????
• ????? ?
• ??????y?x???????????!!!

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• ?
• ????????( economic model)
• ??????(econometric model)
• ????(??????) ????????
• ß1 Intercept(??)
• ß2slope(??)

Marginal effect of x on y
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• ????????,??????????????
• ? ?? E(y x) ????????????,x??????
• ? E(y x) ???????,X ?????
• ß1 ? ß2 ??????????????????????????

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• 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

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• ? V(yx) ? ?2 , ????? x??,???????????(hetroske
  dastic)
• 3.???????????,???y???????????
• 4.??X????,????????????????????????
• 5.(???) ????x?,Y??????????????
• YN(ß1ß2x ) , ?2