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Bi ging
Cc loi d liu
Time series Cross sections Panel
Bi ging
u im ca d liu bng
Nghin cu c s khc bit gia cc n v cho m trc y chng ta hay s dng dummy Nng cao c s quan st ca mu v phn no khc phc c hin tng a cng tuyn Cha ng nhiu thng tin hn cc d liu khc
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Bi ging
Bi ging
X 1 ,1 X 1 , 2 M X 1 ,T 2 ,1 X X 2 , 2 M X 2 , T M X N,1 N,2 X M X N, T
Z Z Z Z Z Z M Z Z Z
1 ,1 1 , 2
M
1 , T 2 2 ,1 , 2
M
2 , T
N,1 N,2
M
N, T
F1
Bi ging
Bi ging
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Bi ging
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Tip cn tc ng c nh
Tt c cc h s u khng i theo thi gian v cc n v cho (pure pooled) H s dc khng i theo thi gian v cc n v cho nhng h s trc tung khc nhau gia cc n v cho (+dummy) H s dc khng i theo thi gian v cc n v cho nhng h s trc tung bin i gia cc n v cho v thi gian
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Bi ging
Tip cn tc ng c nh (tt)
Tt c cc h s bin i theo cc n v cho (dummy + interactive) Tt c cc h s bin i theo cc n v cho v theo thi gian (dummy + interactive)
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Tt c cc h s khng i
OLS- Pooled (hi qui kt hp tt c cc quan st) Yit = 1 + 2X2it + 3X3it + uit Nhc im Nhn dng sai th hin DW Rng buc qu cht v cc n v cho, iu ny kh xy ra trong thc t
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Bi ging
Tt c cc h s khng i (tt)
Y^ = 63,3041 +0,1101X2 + 0,3034X3 se (29,6124) (0,0137) (0,0493) t (2,1376) (8,0188) (6,1545) R2 = 0,7565 DW = 0,2187 n = 80 df = 77 Phng trnh 16.3.1 trong bi c
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Bi ging
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Bi ging
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Bi ging
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Bi ging
Gi nh REM
Gi nh thng thng
i ~ N (0 ,
u it ~ N 0 ,
2 2 u
) )
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Bi ging
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Bi ging
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