计量经济学计算机答案第一章,计量经济学计算机作业

计量经济学计算机作业

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14.9 积分

数量经济学付欢计量经济学计算机作业C13.ll(i) 在其他自变量不变的情况下：根据:log(Xi)-log(X0)^(X1-X0)/ Xo=AX/ X()Amath4it = plAlog(rexppit) = (pl/100)*[ 100*Alog(rexppit)] «(pl/100)*( %Arexppit).因此 if %Arexppit = 10, then Amath4it =(卩 1/100)*(10) = 01/10。所以，平均每个学生的真实支出提高10%,则math4it约改变01/10个百分点。(ii) 用一阶差分估计第一部分中的模型(包括1994-1998年度虚拟变量)y94 y95 y96 y97 y98 grexpp genrol clunchSou rceSSdfMSM ode 1122398.669815299.8336Residual466100.0283291141.628693Total588498.6973299178.386995reg c>ath4Number of obs3300F( 8, 3291)108.03Prob > F0.0000R-squared0.2080Adj R-squared0.2061Root MSE11.901cmath4Coef ?Std?Err?tp>ltl[95% Conf.Interval]y94.5210521.72837710.720.474-.90706611.94917y956.812446■77866368.750.0005.2357328.339161y96-5.23489.7271019-7.200.000■6.660508-3.809272y97-8.488463.7222014-11.750.000■9.9044727.55765-7.072453y988.967841■719233512.470.00010.37803grexpp-3.4472682.760079-1.250.212-8.8589131.964377genro1■63453351.0286030.620.537-1.3822332.6513clunch.025074.05547340.450.651?.083692?1338399_cons5.954963.518234711.490.0004.9388686.971058Amath4 = 5.95 + .52 y94 + 6.81 y95 - 5.23 y96 - &49 y97 + 8.97 y98(0.52) (0.73) (0.78) (0.73) (0.72) (0.72)一 3.45 Alog (rexpp) + 0.635 Alog (enroll) + 0.025 Alunch(2.76) (1.029) (0.055)当 rexpp 增加 10%, math4 降低 0.35%(3.45/10 « 0.35)(iii) 在模型中添加支出变量的一阶滞后，并利用一阶差分估计得Amath4 = 6.16+ 5.70 y95 - 6.80 y96 - &99 y97 + 8.45 y98(0.55) (0.77) (0.79) (0.74) (0.74)一 1.41 Alog (rexpp) + 11.04 Alog (rexpp-1) +2.14 Alog (enroll)(3.04) (2.79)(1.18)+ 0.073 Alunch(0.061)n = 2,750, R2= 0.238. 回归图如下reg c>ath4 y95 y96 y97 y98 giexpp grexpp_l genrol clunchSourceSSdfMSNumber of obs r / o 八2750106.75M ode 1124773.7298 15596.7161Prob > F0.0000Residual400464.322741 146.101539R-squared0.2376Adj R-squared0.2353Tota 1525238.0482749 191?065132Root MSE12.087cmath4Coef ?Std?Err?tp>ltl[95% Conf.interval]y955.704738.77436967.370.0004.1863317.223145y96■6.795939.7896773-8.610.000-8.344362-5.247516y97-8.989378?7376818-12.190.000■10.43585-7.54291y988.453018.743523111.370.0006.9950969.91094g rexpp■1.4106993.0374520460.642■7.3666264.545228grexpp_l11.040262.7858333.960.0005.57771716.50281genrol2.1400171.1768861.820.069-.16765544.447689clunch.0728056?06148691.180.236-.0477598? 193371_cons6.158613.55131711.170.0005.0775747.239652由冋归图所示：即期支出变量的系数为-1.41, t统计量为?0.46,统计上不显著滞后支出变量的系数为11.04, t统计量为3.96,统计上显著(iv)■ reg c>ath4 y95 y96 y97 y98 grexpp grexpp_l genrol clunch,robustLinear regressionNumber of obs = 2750F( 8, 2741)二 107.96Prob > F = 0.0000R-squared = 0.2376 Root MSE = 12.087cmath4Coef ?Robust 关 键 词： 计量 经济学 计算机 作业

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