现代计量经济学

分位数回归是现代计量经济学研究的前沿之一，采用贝叶斯分析方法对其进行研究比频率学派方法有无可比拟的优势。

Quantile regression is an advanced research topic in modern econometrics . It has unparalleled advantage for Bayesian method to analyze quantile regression than Frequency method .

在此基础上，本文构建了合作关系影响因素治理机制合作关系绩效的理论分析框架，提出相关研究假设，并借用现代计量经济学的分析工具对假设进行了检验。

Then the thesis constructs a theoretical research framework which includes the factors , governance mechanisms and the cooperation performance and proposes the relative research hypotheses . After that , the thesis uses the analysis tools of modern econometrics to test the hypotheses .

定量分析方法采取的是现代计量经济学方法&ADF单位根检验、Granger因果关系检验法和最小二乘法。

Quantitative methods include ADF , Granger causality test and ordinary least squares .

本文在宏观经济理论的假设条件下，运用数学推导构建出理论模型，运用现代计量经济学中的VAR模型、脉冲响应函数和面板数据模型，比较深入地分析了货币政策的行业非对称效应。

Based on the related macroeconomic theory hypothesis conditions , use VAR model , impulse response function and panel data model to analysis monetary policy industry asymmetric effects .

简述现代计量经济学及其研究的内容和方法

Summary of Modern Econometrics and its Content and Method Studied

本文以中国12个二位数制造业为研究对象，在西方较成熟的集聚理论的指导下，主要运用现代计量经济学方法，对制造业集聚进行了实证性检验。

Under the guidance of western agglomeration theory , using modern econometrics method , the paper studies manufacturing industrial agglomeration empirically .

而实证检验则是利用中国的现有的统计数据，运用现代计量经济学的方法对这种可能性进行定量的实证检验。

Based on existing statistics of China and the modern method of econometrics , empirical test examines this kind of possibility .

它综合了截面数据和时间序列和的特征，成为现代计量经济学的重要分析领域。

Panel data which combines features of a cross-section data and time series , become an important field of the modern of econometrics .

随着自然科学的发展和人们对经济系统复杂性认识的深入，现代计量经济学内容和方法也在不断地发展。

With the development of natural science and people 's deepening cognition to the complexity of economy systematic , the content and method of econometrics are being developed constantly .

以东亚经济体作为研究对象，使用现代计量经济学方法对1993-2003年东亚地区货币市场与美国货币市场的一体化程度进行实证估计。

Empirical tests are presented for major markets in East Asia , using 1993-2003 monthly data to estimate the degree of money markets ' integrating into the world market .

第六、七、八章致力于运用现代计量经济学模型对中国证券市场弱式、半强式和强式效率的实证研究，并分析其效率特征。

Chapter six , seven and eight focus on positive study of weak , semi-strong and strong efficiency of Chinese security market using modern econometrics model and also an analysis of characteristics of efficiency .

在经济理论及经验研究的基础上，建立了论文中所需要的所有模型并且根据模型对相关经济问题利用现代计量经济学方法进行了实证研究；

On the basis of economic theory and experience research , the paper has set up all models needed and carried on the empirical research on relevant economic problems according to these models by utilizing the modern econometric method ;

本文继承国内外的最新研究成果，紧密结合中国具体国情，充分吸收前人的理论研究经验，利用现代计量经济学方法，主要在以下几个方面做了一些具有创新性的探索：第一，研究视角新颖。

It also incorporates the current situation in China , and fully assimilates the previous theoretical research and the latest econometric models . The innovative explorations of this thesis are mainly on the following aspects : First , we provide a new angle of research .

目的是通过运用现代计量经济学特别是时间序列分析的方法，来研究上海期货市场与伦敦期货市场之间的价格和风险关系，探求两者之间的动态均衡关系。

Our aim is to study the Shanghai Futures Market and the London futures market relationship between price and risk , and explore the dynamic equilibrium relationship between the two zinc markets , through the use of modern econometrics , especially time series analysis methods .

再使用现代计量经济学方法对我国1978-2002年度的货币需求函数、货币需求结构、股票市场以及人民币有效汇率波动对我国货币需求的影响进行实证分析；

And then this paper uses the modern econometrics method to estimate the annual money demand function in China from1978to2002 , make positive analysis of the money demand structure and the effect of stock market and the fluctuation of RMB real effective exchange rate on money demand .

本文研究利用到的主要理论是现代经济学的动态最优化理论、内生经济增长理论、公共财政学理论，主要研究工具是统计学和现代计量经济学。

In this paper , taking advantage of the major theories of modern economics is the dynamic optimization theory , endogenous growth theory and public finance theory ; the main research tool is the statistics and modern econometrics .