作者Xrrr (rrrr)
站内Grad-ProbAsk
标题[问题] 统计 回归部分
时间Wed May 20 17:31:26 2009
Suppose you are assigned a task to study the Spontaneous Consumption
(SC) and Marginal Propensity to Consume (MPC) based on aggregate
annual consumption and disposable income data of a country from 1980
to 2006. Describe the procedures to test whether the SC and MPC
before 1996 are different those after 1996:
(a) Describe the regression model you will use and define all variables
including dummy variables if any.
(b) Describe the condition for statistics under which the Spontaneous
Consumptions (SC) before 1996 is larger than that after 1996.
(c) Describe the condition for statistics under which the Marginal
Propensity to Consume (MPC) before 1996 is larger than that after 1996.
谢谢你
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◆ From: 114.47.67.101
1F：推 frank1206:Chow test 05/20 18:07
※ 编辑: Xrrr 来自: 114.47.67.101 (05/20 20:27)
2F：推 kerota:这题要用虚拟变数去做 05/21 14:34
3F：→ kerota:chow test 无法检定各别系数稳定性 05/21 14:36