1. Trang chủ
  2. » Cao đẳng - Đại học

câu hỏi trắc nghiệm kinh tế lượng

18 71 1

Đang tải... (xem toàn văn)

Tài liệu hạn chế xem trước, để xem đầy đủ mời bạn chọn Tải xuống

THÔNG TIN TÀI LIỆU

Thông tin cơ bản

Định dạng
Số trang 18
Dung lượng 324,82 KB

Nội dung

ˆ ˆ ˆ ˆ ˆ tn ˆ tn k Se( ˆ ) ˆ Se( ˆ ) k tn k Se( ˆ ) ˆ ;t ˆ Se( ) t tn tn k k tn k ˆ t 0,6 ;t Se( ˆ ) 1 CuuDuongThanCong.com tn k https://fb.com/tailieudientucntt tn k tn k ˆ t Se( ˆ ) tn ;t tn k k ˆ t ;t ˆ Se( ) tn tn k k ˆ t ;t ˆ Se( ) tn tn k k R2 f (k 1) ;f (1 R ) (n k ) CuuDuongThanCong.com f (k 1, n k ) https://fb.com/tailieudientucntt R2 f (k f (k 1) f (k 1) (n k ) 1, n k ) f (k ˆ Y tn 1, n k ) k tn k ˆ ) Se(Y ˆ Y X ˆ Y ˆ ) Se(Y 0 ˆ ˆ ) Se(Y X) (X i ˆ Y ˆ 2( tn k ˆ ) Se(Y (X X ) (X i X ) n ˆ2 Se ( ˆ ) ˆ Y Se(Y0 ) ˆ (1 tn k Se(Y0 ) (X X ) (X i X ) n (1) f (k CuuDuongThanCong.com 1, n k 1) https://fb.com/tailieudientucntt Cov( U t , U t ) Var ( U t ) Var ( U t ) ˆ etet e i2 Cov( U t , U t ) Var ( U t ) ˆ ˆ ˆ ˆ h R 12 d n ) (1 n ).Var ( ˆ ) (1 U2 R 12 R 12 f ˆ (RSS RSS1 ) / ;f RSS1 /(n k 1) CuuDuongThanCong.com (1) f (1,n k 1) https://fb.com/tailieudientucntt U *t Yt* * * X 1*t ˆ* ˆ* ˆ ˆ ˆ Y * * k U *t 1, t ˆ* ˆ X *k k ˆ* j j (1 ) ˆ ˆ X ˆ X 1 k k ˆ ˆ ˆ ˆ ˆ ˆ ˆ ˆ ˆ ˆ ˆ Y e 2t e 2t ˆˆ e 2t t ˆˆ ˆ ˆ ˆ ˆ Y ˆ ˆ Y ˆ ˆ2 Y ˆ3 ˆm Y Y ˆ2 Y ˆ3 ˆm Y Y ˆ2 ˆ3 Y Y i i ˆm Y i R 22 ( m 1) R 22 ˆ2 Y CuuDuongThanCong.com ˆ Y https://fb.com/tailieudientucntt ˆ2 Y i (R 32 f (1 R 32 ) R 12 ) ;f f (1,n k 1) (n k 1) ( 2) n i (k 3) 24 (1) a.X bji e i2 e i2 S2 i a.X bji e vi ln e i2 ln a ei ei X ji ei e i2 b ln X ji X ji Vi Vi Vi X ji X 1i R Vi X 2i X 1i X 2i X 12i X 22i Vi w R 2w CuuDuongThanCong.com ( k w 1) https://fb.com/tailieudientucntt ˆ2 Y i RD ˆ1 e i2 ˆ1 (1) R 2D ˆ1 Se( ˆ 1) f ;f f (1, n 2) i i i 2 i X ji X ji ˆ Y i ˆ Y i R *2 R *2 R *2 f (k * 1) ;f (1 R ) (n k * ) ˆ t Se( ˆ ˆ ) 1, n k * ) e i2 (n k ) RSS (n k ) ˆ2 f ( k* * ˆ Se( ˆ ˆ ) ;t tn k Se ( ˆ ) Se ( ˆ ) 2Cov( ˆ , ˆ ) CuuDuongThanCong.com https://fb.com/tailieudientucntt R2 f (k 1) ;f (1 R ) (n k ) (R 12 f (1 R 12 ) (R f R 22 ) nb R ib2 ) nb (1 R ) RSS1 (RSS ib f ˆ Y ˆ ˆ Y tn k ˆ Y ˆ ) Se(Y f ( m ,n k) m ;f f ( m ,n k) (n k ) RSS1 ) m ;f (n k ) RSS nb ) RSS nb ˆ X0 1 1, n k ) (n k ) (RSS f m ;f f (k f ( m ,n m ;f k) f ( m ,n k) (n k ) ˆ X0 X 10 X 02 ˆ k X 0k X 0k 1 ˆ Y tn k ˆ ) Se(Y ˆ / X0 ) Var (Y CuuDuongThanCong.com https://fb.com/tailieudientucntt ˆ / X0 ) Var (Y ˆ2 R2 X ˆ (X'.X) X X Cov( ˆ ).X RSS n k (1 R ).(n 1) (n k ) CuuDuongThanCong.com https://fb.com/tailieudientucntt ˆ ˆ Y i ˆ 2 ˆ1 Se( ˆ ) ˆ ˆ ˆ j CuuDuongThanCong.com j https://fb.com/tailieudientucntt ˆ ˆ ˆI e Y R e u t ˆ ˆ ˆ ˆ ˆ ˆ ˆ ˆ ˆ j j t 29 , 05 ˆ * j Se( ˆ j ) 0,12708 0,06068 CuuDuongThanCong.com https://fb.com/tailieudientucntt ˆ * j Se( ˆ j ) ˆ * j Se( ˆ j ) 0,98339 0,02991 t 029, 025 CuuDuongThanCong.com https://fb.com/tailieudientucntt ˆ Y i ˆ ˆ ˆ ˆ Y i ˆ Y i ˆ * j Se( ˆ j ) ˆ * j Se( ˆ j ) ˆ ˆ j j ˆ * 8,9353 Se( ˆ j ) j Se( ˆ j ) ˆ j > -10) ˆ * j Se( ˆ j ) ˆ * j Se( ˆ j ) CuuDuongThanCong.com https://fb.com/tailieudientucntt ≠ ˆ * j Se( ˆ j ) ˆ ˆ ˆ ˆ ˆ ≠ ˆ * j Se( ˆ j ) ˆ * j Se( ˆ j ) CuuDuongThanCong.com https://fb.com/tailieudientucntt CuuDuongThanCong.com https://fb.com/tailieudientucntt e TL VL KH e u t CN ˆ ˆ ln CN ˆ ˆ ˆ ˆ ˆ ˆ ˆ ˆ R /(k 1) (1 R ) /(n k ) R /(k 1) (1 R ) /(n k ) f (k ˆ j j t 12 , 05 ˆ * 0,595124 Se( ˆ ) j Se( ˆ j ) ˆ j j ˆ ˆ 0,99790 /( 1) (1 0,99790) /(16 4) 1, n k ) ˆ ˆ 1, n k ) f 0(,305,13) 1, n k ) f (k f (k CuuDuongThanCong.com https://fb.com/tailieudientucntt ˆ * j Se( ˆ j ) ˆ * 0,38846 0,5 0,088688 j Se( ˆ j ) t 12 , 025 R *2 (RSS** RSS* ) / RSS* /(n k 1) ˆ (1) f (1,n k 1) * j Se( ˆ j ) ˆ * j Se( ˆ j ) 0,9252 0,152 t 12 , 025 CuuDuongThanCong.com https://fb.com/tailieudientucntt CuuDuongThanCong.com https://fb.com/tailieudientucntt

Ngày đăng: 27/02/2021, 10:18

TỪ KHÓA LIÊN QUAN

w