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Bibliography of econometrics
Introduction to Chapter 1

1. 1 Overview of Econometrics

1.2 basis for establishing econometric model

This step

1.3 econometric application software

Introduction to the use of EViews

The second chapter is the univariate linear regression model.

2. 1 Correlation analysis and regression analysis

2.2 the parameters of a linear regression model

Digital estimation

2.3 Unified linear regression model

Instrument test

2.4 Prediction of linear regression model

2.5 Case analysis

Chapter III Multiple Linear Regression Model

3. Overview of1multiple linear regression model

3.2 Parameters of Multivariate Linear Regression Model

Digital estimation

3.3 Multiple linear regression model system

Instrument test

3.4 nonlinear regression model

3.5 Case analysis

The fourth chapter multilinear * * *

4. Overview of1Multiple * * * Linearity

4.2 Multiple * * * linearity test

4.3 Multiple * * * Linear Solutions

4.4 Case analysis

Chapter 5 heteroscedasticity

5. 1 heteroscedasticity overview

5.2 heteroscedasticity test

5.3 heteroscedasticity solution

5.4 Case analysis

Chapter VI Sequence Correlation

6. 1 Overview of sequence correlation

6.2 Sequence correlation test

6.3 Solution of Sequence Correlation

6.4 Case analysis

Chapter 7: Several univariate regression models

special subject

7. 1 dummy variable

7.2 Specification error

7.3 Random explanatory variable model

7.4 Case analysis

Chapter 8 Lagging Variable Model

8. Overview of1lag variable model

8.2 Parameter estimation of distributed lag model

8.3 autoregressive model

8.4 Estimation and test of autoregressive model

8.5 Case analysis

Chapter 9 simultaneous equation model

9. 1 Overview of simultaneous equation model

9.2 Identification of simultaneous equation model

9.3 Estimation of simultaneous equation model

9.4 Case analysis

Chapter 65438 +00 Time Series Model

Basic concepts of 10. 1 time series

Stationarity test of 10.2 time series

10.3 cointegration theory and error correction model

10.4 Granger causality test

10.5 case analysis

Appendix a experimental instruction book

Experiment 1 simple linear regression

Experimental binary linear regression model

And multiple * * * linearity

Experimental heteroscedasticity and autocorrelation

Experiment 4 Virtual Explanatory Variable Regression

Experiment 5 Distributed Lag Model

Estimation of six simultaneous equations in experiments

Experiment 7 Stationarity Test of Time Series

Test and cointegration test

Appendix b statistical table

Table B. 1 standard normal distribution table

Table b.2 Distribution Critical Value Table

Table B.3 Distribution Critical Value Table

Table B.4 F distribution critical value table

Table B.5 DW test upper and lower critical values

Table (upper and lower limits of 5%)

Table b.6 upper and lower critical values of dw test

Table (upper and lower limits are 1%)