12.3-12.5
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目录
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1 Ch01 The Nature and Scope of Econometrics
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1.1 Overviews of Econometrics
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1.2 The Nature and Scope of Econometrics
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2 Ch02 Basic Ideas of Linear Regression
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2.1 2.1-2.6
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2.2 2.7-2.10
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3 Ch03 The Two-Variable Model
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3.1 3.1-3.4
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3.2 3.5-3.9
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3.3 EXPERIMENT 1 Times Series & Cross-Sectional Data Model
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4 Ch04 Multiple Regression
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4.1 4.1-4.6
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4.2 4.7-4.13
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4.3 Case Study
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4.4 EXPERIMENT 2 Modelling and Normality Test of Residuals
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5 Ch05 Functional Forms of Regression Models
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5.1 5.1-5.11
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5.2 Case Study
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5.3 EXPERIMENT 3 Tests of Functional Forms
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6 Ch06 Dummy Variable Regression Models
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6.1 6.1-6.3
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6.2 6.4-6.7
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6.3 Case Study
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6.4 EXPERIMENT 4 Dummy Variables Models
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7 Ch07 Model Selection
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7.1 7.1-7.4
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7.2 7.5-7.7
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8 Ch08 Multicollinearity
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8.1 8.1-8.4
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8.2 8.5-8.8
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8.3 EXPERIMENT 5 Joint Tests of Regression Coefficients
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9 Ch09 Heteroscedasticity
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9.1 9.1-9.3
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9.2 9.4-9.6
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9.3 EXPERIMENT 6 Multicollineariry and Heteroscedasticity
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10 Ch10 Autocorrelation
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10.1 10.1-10.3
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10.2 10.4-10.6
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10.3 EXPERIMENT 7 AutoCorrelation and endogeneity, LPM
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11 Ch12 Unit Root Rest, Cointegration and ECM
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11.1 12.1-12.2
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11.2 12.3-12.5
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11.3 Case Study
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11.4 EXPERIMENT 8 Nonstationary Times Series Modelling
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