講者:Ahyee lee
日期:2022-09-29
觀看: 3211
  • 00:00 1.
    Multiple Regression-2
  • 02:50 2.
    Find An Estimator under Restrictions (1)
  • 05:30 3.
    Find An Estimator under Restrictions (2)
  • 06:19 4.
    Decompose Sum of Squared Errors (1)
  • 09:34 5.
    Decompose Sum of Squared Errors (2)
  • 11:47 6.
    An Intuitive way of Testing Restrictions
  • 13:11 7.
    Ex. 3: a) 𝑇𝑒𝑠𝑡 𝐻 0 : 𝛽 1 =0 𝑣𝑠. 𝐻 𝐴 : 𝛽 1 ≠0
  • 18:31 8.
    Ex. 3: b) Test 𝐻 0 : 𝛽 2 = 𝛽 3 =0 𝑣𝑠. 𝐻 𝐴 :𝑛𝑜𝑛− 𝐻 0
  • 18:35 9.
    Ex. 3: a) 𝑇𝑒𝑠𝑡 𝐻 0 : 𝛽 1 =0 𝑣𝑠. 𝐻 𝐴 : 𝛽 1 ≠0
  • 18:38 10.
    Ex. 3: b) Test 𝐻 0 : 𝛽 2 = 𝛽 3 =0 𝑣𝑠. 𝐻 𝐴 :𝑛𝑜𝑛− 𝐻 0
  • 24:19 11.
    Ex. 3: b) Testing 𝐻 0 : b2 = b3 = 0
  • 26:03 12.
    Ex. 3: b) Test 𝐻 0 : 𝛽 2 = 𝛽 3 =0 𝑣𝑠. 𝐻 𝐴 :𝑛𝑜𝑛− 𝐻 0
  • 26:07 13.
    Ex. 3: b) Testing 𝐻 0 : b2 = b3 = 0
  • 26:38 14.
    Ex. 3: c) Testing H0: b2=b3 (b2-b3 =0)
  • 30:06 15.
    Ex. 3 c): Testing 𝐻 0 : b2 = b3
  • 32:29 16.
    Structure Change
  • 34:44 17.
    Testing Structure Change
  • 37:49 18.
    The Chow Test: Method 1
  • 39:42 19.
    The Chow Test: Method 2
  • 43:36 20.
    Ex. 5: US Saving Function
  • 45:33 21.
    US Saving Function: Was There a Structural Change?
  • 47:02 22.
    Ex. 5: US Saving Function
  • 49:56 23.
    Demand for Food (1)
  • 52:16 24.
    Demand for Food (2)
  • 55:22 25.
    Demand for Food (3)
  • 55:48 26.
    Demand for Food (4)
  • 56:40 27.
    Test for Structural Change (1)
  • 58:23 28.
    Test for Structural Change (2)
  • 59:54 29.
    Dummy Variables (1)
  • 1:03:03 30.
    Dummy Variable (2)
  • 1:05:03 31.
    The Sales of Ice Cream
  • 1:06:05 32.
    Another Example:How to test for Discrimination?
  • 1:09:37 33.
    Dummy Variable with Multiple Characters (1)
  • 1:12:07 34.
    Dummy Variable with Multiple Characters (2)
  • 1:15:14 35.
    Dummy Variable and the Chow test
  • 1:17:01 36.
    Dummy Variable and Change of Slope
  • 1:20:12 37.
    The Chow Test Using Dummy Variables
  • 1:21:14 38.
    Ex. 6 Did the US saving function experience a structure change in 1970?: Dummy Variable
  • 1:26:08 39.
    Various Models of The Food Demand Equations
  • 1:27:24 40.
    The Chow Test Using Dummy Variable (1)
  • 1:31:17 41.
    The Chow Test Using Dummy Variables (2)
  • 1:32:11 42.
    The Chow Test Using Dummy Variable (1)
  • 1:32:12 43.
    Various Models of The Food Demand Equations
  • 1:32:59 44.
    The Chow Test Using Dummy Variable (1)
  • 1:33:02 45.
    The Chow Test Using Dummy Variables (2)
  • 1:33:04 46.
    Test Income Elasticity Changed | Others Remain the Same (1)
  • 1:34:46 47.
    The Chow Test Using Dummy Variables (2)
  • 1:34:47 48.
    The Chow Test Using Dummy Variable (1)
  • 1:34:47 49.
    Various Models of The Food Demand Equations
  • 1:36:17 50.
    The Chow Test Using Dummy Variable (1)
  • 1:36:18 51.
    The Chow Test Using Dummy Variables (2)
  • 1:36:19 52.
    Test Income Elasticity Changed | Others Remain the Same (1)
  • 1:36:20 53.
    Test Income Elasticity Changes | the others Remain the same (2)
  • 1:37:12 54.
    Testing Nonlinear Restriction
  • 1:41:54 55.
    Testing Nonlinear Restriction
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acct-2-multiple regression-2
長度: 1:46:52, 瀏覽: 3212, 最近修訂: 2022-09-29
    • 00:00 1.
      Multiple Regression-2
    • 02:50 2.
      Find An Estimator under Restrictions (1)
    • 05:30 3.
      Find An Estimator under Restrictions (2)
    • 06:19 4.
      Decompose Sum of Squared Errors (1)
    • 09:34 5.
      Decompose Sum of Squared Errors (2)
    • 11:47 6.
      An Intuitive way of Testing Restrictions
    • 13:11 7.
      Ex. 3: a) 𝑇𝑒𝑠𝑡 𝐻 0 : 𝛽 1 =0 𝑣𝑠. 𝐻 𝐴 : 𝛽 1 ≠0
    • 18:31 8.
      Ex. 3: b) Test 𝐻 0 : 𝛽 2 = 𝛽 3 =0 𝑣𝑠. 𝐻 𝐴 :𝑛𝑜𝑛− 𝐻 0
    • 18:35 9.
      Ex. 3: a) 𝑇𝑒𝑠𝑡 𝐻 0 : 𝛽 1 =0 𝑣𝑠. 𝐻 𝐴 : 𝛽 1 ≠0
    • 18:38 10.
      Ex. 3: b) Test 𝐻 0 : 𝛽 2 = 𝛽 3 =0 𝑣𝑠. 𝐻 𝐴 :𝑛𝑜𝑛− 𝐻 0
    • 24:19 11.
      Ex. 3: b) Testing 𝐻 0 : b2 = b3 = 0
    • 26:03 12.
      Ex. 3: b) Test 𝐻 0 : 𝛽 2 = 𝛽 3 =0 𝑣𝑠. 𝐻 𝐴 :𝑛𝑜𝑛− 𝐻 0
    • 26:07 13.
      Ex. 3: b) Testing 𝐻 0 : b2 = b3 = 0
    • 26:38 14.
      Ex. 3: c) Testing H0: b2=b3 (b2-b3 =0)
    • 30:06 15.
      Ex. 3 c): Testing 𝐻 0 : b2 = b3
    • 32:29 16.
      Structure Change
    • 34:44 17.
      Testing Structure Change
    • 37:49 18.
      The Chow Test: Method 1
    • 39:42 19.
      The Chow Test: Method 2
    • 43:36 20.
      Ex. 5: US Saving Function
    • 45:33 21.
      US Saving Function: Was There a Structural Change?
    • 47:02 22.
      Ex. 5: US Saving Function
    • 49:56 23.
      Demand for Food (1)
    • 52:16 24.
      Demand for Food (2)
    • 55:22 25.
      Demand for Food (3)
    • 55:48 26.
      Demand for Food (4)
    • 56:40 27.
      Test for Structural Change (1)
    • 58:23 28.
      Test for Structural Change (2)
    • 59:54 29.
      Dummy Variables (1)
    • 1:03:03 30.
      Dummy Variable (2)
    • 1:05:03 31.
      The Sales of Ice Cream
    • 1:06:05 32.
      Another Example:How to test for Discrimination?
    • 1:09:37 33.
      Dummy Variable with Multiple Characters (1)
    • 1:12:07 34.
      Dummy Variable with Multiple Characters (2)
    • 1:15:14 35.
      Dummy Variable and the Chow test
    • 1:17:01 36.
      Dummy Variable and Change of Slope
    • 1:20:12 37.
      The Chow Test Using Dummy Variables
    • 1:21:14 38.
      Ex. 6 Did the US saving function experience a structure change in 1970?: Dummy Variable
    • 1:26:08 39.
      Various Models of The Food Demand Equations
    • 1:27:24 40.
      The Chow Test Using Dummy Variable (1)
    • 1:31:17 41.
      The Chow Test Using Dummy Variables (2)
    • 1:32:11 42.
      The Chow Test Using Dummy Variable (1)
    • 1:32:12 43.
      Various Models of The Food Demand Equations
    • 1:32:59 44.
      The Chow Test Using Dummy Variable (1)
    • 1:33:02 45.
      The Chow Test Using Dummy Variables (2)
    • 1:33:04 46.
      Test Income Elasticity Changed | Others Remain the Same (1)
    • 1:34:46 47.
      The Chow Test Using Dummy Variables (2)
    • 1:34:47 48.
      The Chow Test Using Dummy Variable (1)
    • 1:34:47 49.
      Various Models of The Food Demand Equations
    • 1:36:17 50.
      The Chow Test Using Dummy Variable (1)
    • 1:36:18 51.
      The Chow Test Using Dummy Variables (2)
    • 1:36:19 52.
      Test Income Elasticity Changed | Others Remain the Same (1)
    • 1:36:20 53.
      Test Income Elasticity Changes | the others Remain the same (2)
    • 1:37:12 54.
      Testing Nonlinear Restriction
    • 1:41:54 55.
      Testing Nonlinear Restriction
    位置
    資料夾名稱
    計量經濟學
    發表人
    李阿乙
    單位
    powercam.fju.edu.tw (root)
    建立
    2022-09-29 22:41:13
    最近修訂
    2022-09-29 23:46:01
    長度
    1:46:52