有人学过计量经济学吗? 小女子有事求助
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Aconsumption function is estimated by OLS using annual data from 1950 to 1986and the estimates obtained (with OLS standard errors reported in parentheses)are:
Dct = –0.205
+
0.809
Dyt
– 0.457 ct-1+ 0.263yt-1 +

t
(0.121)
(0.128)
(0.129)
(0.126)
where c is the log of real consumption, y isthe log of real GDP, and
D
is the first difference operator. The following statistics anddiagnostics are also computed for this regression model: Adjusted-R2 =0.517; Breusch-Godfrey Test ~

= 1.31; Bera-Jarque Test ~

= 9.88.
(a)
Evaluatethe regression model on the basis of the diagnostic tests reported. What do youconclude?
Suggest remedial action if anyproblems are detected.
(b)
Interpret precisely the estimatedcoefficient corresponding to
Dyt in the above regressionmodel.
(c)
Providea precise interpretation for the estimated coefficient corresponding to the ct-1variable in the above regression model.