计量经济学
- 名econometrics
![计量经济学](../cache/41947.jpg)
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本文得出了计量经济学中,杜宾瓦特森检验统计量DW的分布的W特征函数和矩。
This paper obtains the walsh characteristic function and moment of the distribution of Durbin-Watson test statistic DW in econometrics .
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根据城市人口、消费水平、GDP的变化,利用计量经济学模型可以做到科学的预测城市的物流量增长变化,从而对城市合理的物流规划提供可靠的佐证。
It can provide the dependent evidence to a reasonable logistics program of a city by applying the econometrics model to estimate the logistics quantity demand and increasing change .
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第三,采用先进的计量经济学方法平行数据(Paneldata)方法建立相关的检验模型。
Thirdly , drawing on the method of econometric analysis-panel - data estimation establish the tested model .
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同时,文章将计量经济学和空间计量经济学,以及GIS的一些方法运用到了研究中。
Meanwhile , the article applies econometrics and spatial econometrics and GIS methods to the study .
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确定公共教育经费占GDP比重的依据&基于计量经济学理论的数学模型分析
The Basis of Determining the Proportion between Public Educational Appropriations and GDP : An Econometric Analysis of Mathematical Models
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在金融计量经济学和时间序列分析领域中,已经建立了一类的数量模型来分析金融市场上的波动特征,如著名的ARCH类模型。
There have been a class of econometric models were built in the field of financial econometrics , such as ARCH-type models .
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特别是近几年,PANELDATA模型、离散选择模型应用广泛,已成为微观计量经济学的活跃研究领域。
Especially in the last few years , panel data models and discrete choice models are of very wide application and have turned into an active research field of Microeconometrics .
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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 .
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天津医科大学硕士学位论文利用计量经济学方程进行卫生事业经费相对于GDP发展的弹性分析,其弹性系数分别为0.24、0.46。
In addition , elasticity of public health expenditure and development of GDP was 0.24 in our country and 0.46 in Tianjin .
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第四章通过对数据进行整理,并运用计量经济学方法,从多个方面对固定资产投资与GDP进行数量分析,并检验了固定资产投资时间序列的回复特征。
The fourth chapter is the empirical analysis of the effects of fixed investment to economic growth , which is surely the kernel part of this paper .
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本文的主要研究方法有数据包络分析法(DEA)、计量经济学、投入产出法和系统动力学的方法。
The main research methods of this paper include Data Envelopment Analysis ( DEA ), Econometrics , Input-output method and System Dynamics approach .
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EDP教学模式在计量经济学教学中的应用
The Study on EDP Model in Econometrics Teaching
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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 .
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以系统动力学(SD)模型为主体,结合投入产出法、乘数法和计量经济学模型,进行了港口经济影响分析。
Analysis of port ′ s influence on economy is conducted based mainly on system dynamics ( SD ), combining also input-output method , the Mulitplier , and econometrics model .
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先分析了农村金融与城镇化之间的互动机制;然后利用计量经济学中的VAR模型,及与其相关的脉冲响应分析等研究方法,对我国金融发展和城镇化之间的实际效果进行分析。
At first , the paper analyzes the mechanism between the financial support and rural development . Then , I use VAR model and the methods of impulse response analysis .
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其中所运用的统计学和计量经济学方法主要有因子分析、线性回归、Granger因果关系检验、协整技术和基于协整技术的误差修正技术等。
Statistics and econometrics method that this chapter uses have factor analysis mainly , linear regression , Granger causality test , Co-integrated and Error correct model etc. .
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响应变量受限制(LimitedDependentVariable(LDV))模型在计量经济学研究中有着广泛的应用,它是一种很重要的模型,而且计量经济学中许多重要的进展都与LDV模型有关。
Limited dependent variable ( LDV ) regression model is a virtual model and widely used in econometrics studies . Moreover , many important advances of econometrics studies are related to LDV model .
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研究方法:采用昆明市2001&2005年的实际交易地价数据,运用GIS空间分析和计量经济学模型。研究结果:随距市中心距离增加,地价呈逐步衰减的趋势,但有明显的空间变异性和方位差异。
Methods of GIS , statistical and econometric were employed with the actual transaction data of land price in Kunming from 2001-2005 . The results indicate that land price decreases from city center to outskirt along with obvious spatial variability .
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本文认为,ARCH模型以及在此基础上发展起来的其他异方差模型、GMM以及与之相关的参数估计方法的出现以及在金融经济学中成功的运用,是金融计量经济学最重要最基本的成就;
It is believed in this paper that ARCH and GARCH model , GMM estimation procedure and its application in financial economics has served as the cornerstone in theoretical and empirical research of fiance .
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生态计量经济学主要研究生态经济效率问题,研究内容是生态国内经济核算体系,即绿色GDP(EDP,绿色国内生产总值);
Ecological econometrics mainly discusses the ecological economic efficiency . The research content is ecological domestic economic accounting system that is green GDP ( EDP , green Gross Domestic product ) .
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根据统计数据和计量经济学原理,从云南进出口和FDI与经济增长的相关性入手,验证三者之间是否具有长期稳定关系。
Based on the Statistics data and the econometrics principal , the paper attempted to test whether a stable relationship among import-export , FDI and economic growth exists or not .
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关于开展农村消费信贷的可行性,本文通过计量经济学方法,包括对GDP的弹性、滞后期以及协整检验,给予实证证明消费信贷的优越性。
As to the feasibility of consumer credit in rural areas , by econometric methods , including the flexibility of the GDP , lags and co-integration tests , this paper gives evidence to prove the superiority of consumer credit .
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误差修正模型(ECM)作为一种具有特定形式的重要的计量经济学模型,在研究非平稳时间序列以及序列间协整关系方面具有较好的效果。
As a kind of important econometric model in specific forms , error correction model ( ECM ) has a better effect in the study of non stationary time series and co-integration relationship of series .
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结论在本次研究中利用计量经济学模型中两个有代表性的ARIMA模型和经典计量经济学方程模型对卫生资源的人、财、物三方面进行了预测,均取得了较满意的结果。
Conclusion In this study , we chose two representative econometric models-the ARIMA model and the classic econometric model-to forecast the three parts of health resources , and achieved satisfied results .
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为了克服传统的统计和计量经济学模型的局限性,人工神经网络(ANN)、支持向量机(SVMs)和遗传规划(GeneticProgramming)等计算智能方法被运用于原油价格预测。
Computational intelligence methods such as Artificial Neural Network ( ANN ), Support Vector Machines ( SVMs ) and Genetic Programming ( GP ) are applied to predict crude oil price so as to overcome the limitations of traditional statistical and econometric models .
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其次,将GARCH模型引入期货市场的波动性研究,充分利用了最新的计量经济学的成果,实证结果更有说服力。
Second , the GARCH model is used in the research of future market volatility , and takes full advantage of the latest econometric results , so the empirical results are more convincing .
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本文使用了中国22家保险公司1999&2002年的一组数据,运用DEA方法评估了它们的效率分数,并应用一个计量经济学模型鉴别和确定了决定效率高低的主要因素。
It uses a panel data set of 22 firms over the period 1999 & 2002 to evaluate their efficiency scores applying a DEA approach . It then employs an econometric model to identify the key determinants of efficiency .
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在分析可行性时,运用计量经济学的方法对东亚国家之间的OCA指数进行预测。
When discuss the feasibility , I use econometrics method to predict OCA index between the East Asian countries on the basis of the review of the relevant theory .
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本文立足于中国现实,引入随机效用函数、二元离散选择模型、Logit二元选择模型等计量经济学模型,运用SPSS等统计分析软件,着重考察了影响上市公司虚假信息披露行为的内在因素。
This article uses the quantitative analysis tools of SPSS to analyze the inherent reason causing the false information disclosure of listed company based on current situation with the function of utility , discrete choice model , Logit model , etc.
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文章在宏观经济理论基础上通过对黑龙江省总需求的理论、逻辑描述和计量经济学的实证分析,表明当黑龙江省的消费每增加1%,则黑龙江省的GDP相应增加0.88%;
Based on the theory of macro economy and the empirical study of the theory of total demand of Heilongjiang Province , logical description and quantitative economics , it is indicated that every 1 % growth of consumption of Heilongjiang Province is accompanied by 0.88 % increase in its GDP ;