第二章 最小二ä&sup1

第二章 最小二ä&sup1

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Unformatted text preview: 1 OLS 2 BLUE t F 3 1 Y=f(X 1 ,X 2 ,.,X P ) Y X i i=1,2.p 2 : Y=f(X 1 ,X 2 ,.,X P ) Y X i i=1,2.p 4 2-1 GDP 5 2-1 M2 y GDP x 1995 2004 6 x y x y x y 7 regressive relationship , regression equation regression model 8 2-1 2.1 y= x + x y 2.1 y y 2-1 9 2.1 y= u x + + t t t u x y + + = t =1,2,3,..,T 2.2 2.3 2.3 x, y 10 y t dependent variable explained variable effect variable x t independent variable explanatory variable causal variable 11 ? parameters , regression coefficients t stochastic error term , random disturbance term , y t 12...
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This note was uploaded on 01/19/2012 for the course COM 201 taught by Professor Tam during the Spring '11 term at CUHK.

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第二章 最小二ä&sup1

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