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论坛 计量经济学与统计论坛 五区 计量经济学与统计软件
1318 1
2011-04-28
有人学过计量经济学吗? 小女子有事求助
我QQ是 97099915

email: lynn.happiness@gmail.com  最近在做作业  不懂啊  有人可以跟我探讨下么? 能加我QQ么

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
+
0.809Dyt
– 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.
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2011-4-28 17:55:33
飘过 不懂,,,,,
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