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Đề thi thực hành kinh tế lượng ueh 2015
Đề thi thực hành kinh tế lượng ueh 2015
Ta co cac bien nh lng Y, X, Z, K va bien gia D1, D2 vi so lieu thu thap co 935 quan sat.
1) Ve o th phan tan cua Y theo X (co/ khong co ng SRF) (Y truc tung)
Ve o th XY Line (co/ khong co ng SRF) (Y truc tung)
Ve o th phan tan cua Y theo lnX, eX,
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graph: x y
ThS. Pham Tr Cao * e thi thc hanh mau Kinh te lng 2015
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ThS. Pham Tr Cao * e thi thc hanh mau Kinh te lng 2015
c(2)=2*c(3)
c(2)-3*c(3)=5
c(2)=c(4)=0
dk sample: if...
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if y>0
if x<>0
if x>0
ThS. Pham Tr Cao * e thi thc hanh mau Kinh te lng 2015
y c d1 x
y c x d1*x
y c d1 x d1*x
Chay hoi quy Y theo X dung ky thuat thay oi he so goc (theo bien D1)
Chay hoi quy Y theo X dung ky thuat thay oi tung o goc va he so goc (theo bien D1)
9) Chay hoi quy Y= a+bX+cZ+dK+U
Chay hoi quy phu cua K theo X va Z, tnh VIF tng ng.
Chay hoi quy sai phan cap 1 cho mo hnh Y= a+bX+cZ+dK+U.
10) Chay hoi quy Y= a+bX+cZ+U.
ym=y-um
X ).
Kiem nh Goldfeld-Quandt (Chay hoi quy tren vi quan sat t 1 en 400, hoac t 500 en 935).
Kiem nh White (co/ khong co so hang tch cheo).
Kiem nh Breusch-Pagan-Godfrey (dang U 2 theo X).
Kiem nh Harvey (dang ln U 2 theo X).
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sort x y c x z 1 400
y c x z 500 935
ThS. Pham Tr Cao * e thi thc hanh mau Kinh te lng 2015
Chay hoi quy theo phng phap c lng GLS ng vi cac gia thiet (chia cho X hoac
X ).
genr: um=resid
graph: um(-1) um
Chay hoi quy dung phng trnh sai phan cap 1 tong quat (vi roh= 0,7 hoac 0,8).
Chay hoi quy cua Y theo X, Z va bien tre Yt-1.
12) Chay hoi quy Y= a+bX +U
Kiem nh bo sot bien Z hoac Z va K (Omitted Variables theo ty le ham hp ly).
Chay hoi quy Y= a+bX+cZ+dK+U
Kiem nh tha bien Z hoac Z va K (Redundant Variables theo ty le ham hp ly).
Kiem nh Reset cua Ramsey (vi thay the bien cha co so lieu la Y 2, Y 3 hoac Y 2, Y 3 , Y 4 ).
13) Chay hoi quy Y= a+bX+clnZ+U
D bao iem cho gia tr (ca biet/ trung bnh) vi X= 9 va Z= 15.
14) Mo hnh hoi quy Y= a+bX+cZ+U
Chay hoi quy theo White HCC e hieu chnh sai so.
Chay hoi quy theo Newey-West HAC e hieu chnh sai so.
15) Cach xac nh cac ch tieu d bao (mau khi ong t 1-850, mau kiem tra t 851-935).
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