자기회귀시차(ADL) 모형 통계적용 사례
- 최초 등록일
- 2015.05.20
- 최종 저작일
- 2015.05
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자기회귀시차모형으로 통계분석을 실시한 내용입니다.
목차
1. DEFINITION OF THE MODELS
2. “TIME,’’ OR “LAG,’’ IN ECONOMICS
3. THE REASONS FOR LAGS
4. DISTRIBUTED-LAG MODELS
5. AD HOC ESTIMATION
6. THE KOYCK APPROACH
7. THE ADAPTIVE EXPECTATIONS MODEL(AE)
8. PARTIAL ADJUSTMENT, MODEL(PAM)
9. COMBINATION OF AE MODEL AND PAM
10. AUTOREGRESSIVE MODELS
11. INSTRUMENTAL VARIABLES (IV)
12. DURBIN h TEST
13. THE ALMON APPROACH
14. THE GRANGER CAUSALITY TEST
본문내용
THE REASONS FOR LAGS
Psychological reasons
People do not change their consumption habits immediately following a price decrease or an income increase perhaps
Technological reasons
People may hesitate to buy in the expectation of further decline in price or innovations
Institutional reasons
Contractual obligations, Funds in long-term savings accounts for fixed durations, Health insurance plans
Lag occupies a central role in economics
참고 자료
Gujarati: Basic Econometrics, Fourth Edition