一、多元离散选择模型的经济背景 二、一般多元离散选择 Logit模型 三、嵌套多元离散选择模型 四、排序多元离散选择模型
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一、二元离散选择模型的经济背景 二、二元离散选择模型 三、二元 Probit离散选择模型及其参数估计 四、二元 Logit离散选择模型及其参数估计 五、二元离散选择模型的变量显著性检验
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一、模型的设定—F检验 二、固定影响变截距模型 三、随机影响变截距模型 四、固定影响/随机影响模型的检验
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Choosing a Topic Start with a general area or set of questions Make sure you are interested in the topic Use on-line services such as EconLit to investigate past work on this topic Narrow down your topic to a specific question or issue to be investigated Work through the theoretical issue Economics 20-Prof. Anderson
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Testing for Unit roots Consider an AR(1): y=a+p +e,t Let Ho: p=1, (assume there is a unit root) Define 0=p-1 and subtract y, from both sides to obtain Ay,=a+ B+e, Unfortunately, a simple t-test is inappropriate, since this is an I(1) process ADickey-Fuller Test uses the t-statistic, but different critical values Economics 20- Prof anderson
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Binary dependent variables Recall the linear probability model, which can be written as P(=1x)=Bo+xB a drawback to the linear probability model is that predicted values are not constrained to be between 0 and An alternative is to model the proba、,s a function, G(Bo+xB), where 0
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Simultaneity Simultaneity is a specific type of endogeneity problem in which the explanatory variable is jointly determined with the dependent variable 2 As with other types of endogeneity, IV estimation can solve the problem o Some special issues to consider with simultaneous equations modelS(SEM) Economics 20- Prof anderson
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Why Use Instrumental Variables? e Instrumental Variables(IV)estimation is used when your model has endogenous xs That is, whenever Cov(x,l)≠0 Thus. i can be used to address the problem of omitted variable bias 2 Additionally iv can be used to solve the classic errors-in-variables problem Economics 20- Prof anderson
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Fixed Effects estimation When there is an observed fixed effect. an alternative to first differences is fixed effects estimation Consider the average over time of y Bx1+…+Bxik+a1+l The average of a, will be ai so if you subtract the mean. a will be differenced out just as when doing first differences Economics 20- Prof anderson
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《经济法》课程教学资源(试卷习题)2012年国家司法考试真题试卷三及答案复旦大学:《世界经济概论》课程电子教案(PPT课件讲稿)第四篇 世界经济中不同类型国家经济发展模式的选择 第十一章 迅速崛起的市场经济国家(地区)——新兴工业国(地区)珠海科技学院:《投资学》课程教学课件(PPT讲稿)第三章 投资体制《计量经济学》课程教学课件(PPT讲稿)04 K元线性回归模型青岛大学国际商学院:《会计学》教学资源(PPT课件)第十二章 会计报表《国际贸易》模拟试卷二《西方经济学》课程习题解答(微观经济学)CHAPTER 7 THE COST OF PRODUCTION《审计学》课程教学资源(案例教学)09.销售与收款循环审计案例《区域经济学》课程教学资源(区域经济发展战略)新中国区域经济发展战略的演变对外贸易经济大学:《宏观经济统计》研究生课程教学课件(打印版)15 其他统计指标《财政与税收》第八章 我国其他税种简介










