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эконометрика

1 Предмет и методы эконометрики.
2 Характеристика взаимосвязей.
3 Основные этапы построения эконометрической модели.
4 Выбор вида эконометрической модели.
5 Оценка параметров моделей.
6 Статистическая проверка гипотез.
7 Понятие парной регрессии.
8 Построение уравнения парной регрессии.
9 Оценка параметров линейной парной регрессии.
10 Проверка качества уравнения парной регрессии. F-критерий Фишера.
11 Коэффициенты корреляции парной регрессии. Оценка тесноты связи
12 Точность коэффициентов парной регрессии. Проверка значимости.
13 Точечный и интервальный прогноз по уравнению парной линейной регрес­сии.
14 Коэффициент эластичности.
15 Понятие множественной регрессии.
16 Отбор факторов при построении множественной регрессии.
17 Выбор формы уравнения множественной регрессии.
18 Оценка параметров уравнения линейной множественной регрессии.
19 Проверка качества уравнения множественной регрессии.F-критерий Фи­шера
20 Точность коэффициентов множественной регрессии. Доверительные интер­валы.
21 Понятие регрессионных моделей с неоднородными данными.
22 Необходимость использования в регрессионных моделях фиктивных пере­менных.
23 Сущность теста Чоу.
24 Проблемы построения регрессионных моделей
25 .Понятие временных рядов.
26 Составляющие временного ряда.
27 Автокорреляция уровней временного ряда.
28 Моделирование тенденции временного ряда.
29 Выбор вида тенденции.
30 Оценка адекватности и точности модели тенденции.
31 Структурная и приведенная формы модели.
32 Оценка параметров структурной формы модели.
33 Проблема идентификации.
34 Косвенный метод наименьших квадратов (МНК).
35 Двухшаговый МНК.
36 Трехшаговый МНК.
37 Применение систем эконометрических уравнений в исследованиях.
38 Предпосылки МНК.
39 Обобщенный МНК.
40 Гетероскедастичность. Гомоскедастичность.
41 Мультиколлинеарность.
42 Частная корреляция.
24.01.2015; 15:06
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