希望台中的計量經濟高手能幫幫我 - 經濟

※ 引述《boing ()》之銘言：
: 1. Consider the three-equation model
: Y1=β13*Y3+R12*X2+U1
: Y2=β21*Y1+β23*Y3+R21*X1+R22*X2+U2
: Y3=R33*X3+U3
: where Y1, Y2, and Y3 are endogenous, and X1, X2, and X3 are exogenous .
: Discuss the identification of each of the model, base on the order and
: rank conditions.
: Now suppose that you want to estimate the first equation by two-stage least
: squares, but you have only an ordinary least squares program
: available. Explain carefully, step by step, how you would estimate
這個小題第一部份
你只需要搞懂
怎樣的 equation 和 model 是 indentifiable
這裡是三個外生三個內生
解聯立方程式會不會?

第二部份 你只需要搞懂
在出現 measurement error 時
如何用 2-stage least square 估計參數就好


: 2. The structure of a model with four endogenous and three exogenous variables
: is as follows(1 indicates presence and 0 absence of the variable
: in the equation):
: 1 0 1 1 1 0 0
: 1 1 1 0 0 1 1
: 0 0 1 0 1 0 0
: 1 0 1 1 0 1 0
: Which of the four equations are identified?
這個小題更簡單
同一小題第一部份


: 3. Please summarize the causes, the consequences,
: the detection methods (if available) and the solutions (if available)
: for the following OLS model specification problems:
: 1. Omitting a relevant variable
: 2. Including an irrelevant variable
: 3. Wrong functional form
: 4. Changing parameter (model stability)
: 5. Changing variance (heteroskedasticity)
: 6. Serially correlated residual (autocorrelation)
: 7. Simultaneity
: 8. Multicollinearity
: 9. Errors in variable (measurement error)
1.少放一個解釋變數 ex: y=b0+b1x1+b2x2+e 但你只用 x1

2.多放一個解釋變數 ex: y=b0+b1x1+e 但你用 x1 和 x2

3.model整個設錯了 ex: y=b0*x1^b1+e 但你用 y=b0+b1x1+e

4.~8.我懶得打 都有關鍵字

9.就是第一小題第二部份


要我教你的話我這周末下台中教收6000

你來台北我教你收3000

但基礎的統計跟微積分你要會

上課你要有去上 對這些東西有印象


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