计量经济学基础(古扎拉蒂,人大第四版)
引言...................................................................................................1
第一篇 单一方程回归模型..................................................................1
第一章 回归分析的性质......................................................................3
1.1“回归”一词的历史渊源...............................................................3
1.2回归的现代释义............................................................................4
1.3统计关系与确定性关系..................................................................7
1.4回归与因果关系.............................................................................8
1.5回归与相关....................................................................................8
1.6术语与符号....................................................................................9
1.7计量经济学分析所用数据的性质与来源..........................................10
数据类型.......................................................................................10
数据来源.......................................................................................13
数据的准确性................................................................................14
对变量测量尺度的注解..................................................................14
1.8要点与结论....................................................................................15
习题................................................................................................16
第二章 双变量与回归分析:一些基本概念...........................................24
2.1一个人为的例子..............................................................................24
2.2总体回归函数的概念.......................................................................27
2.3“线性”一词的含义.......................................................................28
对变量为线性................................................................................28
对参数为线性................................................................................28
2.4PRF的随机设定..............................................................................30
2.5随机干扰项的意义...........................................................................31
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