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: Econometrics

  1. #1
    May 2007
    Al Manzalah, Ad Daqahliyah
    1,635

    Econometrics


    Econometrics


    econometrics [] . .
    . ɡ .
    :
    1 ϡ . .
    2 . .
    3 .
    L.Klein E.Malinvaud .

    (1821-1896)E.Engel ɡ 1926 Frisch.
    1919 W.M.Pearson ɡ . .
    H.More H.Schultz R.Stone International Econometrics Association 1930. ɡ . . . :
    1 . .
    2 . .

    :
    1 ɡ .
    2 . .
    3 . ɡ . ǡ .

    . :
    1 ɡ . 1929.
    2 ֡ . . ɡ ǡ . ѡ .
    3 ɡ . . .
    4 . .

    . . :
    simultaneous equations.
    .
    . .
    :
    1 :

    ɡ X Y. (1):
    Yi=A+BXi+Ui (1)
    (i) ȡ (i=1,2,3,N) (i=1,2,3,n) N n .
    ֡ Xi (i) Yi . A B Y X .
    Ui . E(Ui) .
    Ui :
    . . ( ) . .
    . . .
    . . .
    Ui ( ) ( ) .
    2 :

    Y . (2) .
    Yi=A+BXi+CZi+Ui (2)
    Yi il Xi Zi . .
    . ӡ B (2) Y X Z . C Y Z X . . (+) () (-) ǡ .
    3 :

    . .


    :A B C D F . Y X . X2 (3) X2=W :
    Y=A+BWi+U i
    (5) :
    Log Yi=Log F+m Log X+ Log Ui
    :
    () . ɡ .
    () ɡ .
    () . ֡ .
    4
    simultaneous equation system
    macro-analysis.
    () Qs P . Qs P :
    Qs= F (P) (6)
    () Qd P. Qd P :
    Qd=G(P) (7 )
    (6) (7) P Qs Qd P .
    () ɡ :
    Qd=Qs=Q0 (8)
    Q0 P. (6) (7) (8) ɡ . .



    ________________

    the economist ; 02-01-2011 07:38 AM :

  2. #2
    May 2007
    Al Manzalah, Ad Daqahliyah
    1,635

    /

    /


    What is Econometrics
    (Econometrics)
    (Samuelson) 1954 . 1- 2- 3- .

    1- . 2- . 3- .
    ɡ (estimated) .
    : - (Q) (P) (Ps) (Yd). (estimate) ѡ :
    Q= f( P, Ps , Yd)
    :
    Q = 27.6 - 0.61P + 0.09Ps + 0.24Yd
    ( ) (Yd) (Q) (0.24) ɡ ɡ (P) (0.61) ... . .
    (Regression Analysis)
    (Econometricians) ɡ ѡ ʡ .
    (Dependent variable) (Independent variables)
    (dependent variable) (independent variables) :
    Q = f( P, Ps, Yd)
    Q: ڡ (P) (Ps) (Yd) : (f)
    (Simple linear Model)
    :
    Y = β0 + β1 X ..........(1)
    (Y) (X) (1) . (β1 ,β0) ̡ (β0) (Y) (β0) (Y) (X) ѡ . (β1) (Y) (X) . (1) () () ɡ (b0) ʡ (b1) ʡ ( ) .






    (1) (X) (Y) ϡ
    (Y) (X)
    ء ǡ
    ǡ
    ؿ ""
    (Y) 1-
    (X2, X3, X4) 2-

    3-
    4- 5-
    . (Y) ̡ (Stochastic error term) (e,v,u) (1) :
    Y = β0 + β1 X+ e ..........(2)
    (2) : ( explained variation) (β0 + β1 X) ( e) (unexplained variation) (Y).



    • (the estimated regression equation)

    :
    Yi = β0 + β1 Xi+ ei .......(3)
    :


    ________________________



  3. #3
    May 2007
    Al Manzalah, Ad Daqahliyah
    1,635

    :

    . . . .


    ________________

    .

    ^^

  4. #4
    May 2007
    Al Manzalah, Ad Daqahliyah
    1,635
    • :


    * ECONOMETRIC ANALYSIS, BY GREENE.
    * USING COINTEGRATION ANALYSIS IN ECONOMETRIC MODELING BY R.I.D HARRIS.
    * BASIC ECONOMETRICS BY DAMODAR N. GUJARATI.
    * ELEMENTS OF ECONOMETRICS BY JAN KMENTA.
    * INTRODUCTION TO ECONOMETRICS BY G. S. MADDALA
    * ECONOMETRIC METHODS BY JACK JOHNSTON AND JOHN DINARDO



    __________________________________________________ _____________
    The previous reference.

  5. #5
    May 2007
    Al Manzalah, Ad Daqahliyah
    1,635

    :

    1-
    EVIEWS:

    ɡ (TSP) . (autocorrelation) (multicollinearity) (heteroskedasticity) (misspecification). ʡ . (Eviews 6.0) (unit roots) (cointegration tests) (Panel data analysis). .

    2-
    MINITAB:

    ̡ . .

    3-
    SPSS :

    ա . .

    4- SAS
    :

    ɡ . () .

    5-
    LIMDEP :

    (Limdep 8.0) ɡ .

    6-
    TSP :

    ɡ .

    7-
    SHAZAM :

    .

    8-
    RATS :

    .

    ___________
    The previous reference.

  6. #6
    May 2007
    Al Manzalah, Ad Daqahliyah
    1,635

  7. #7
    May 2007
    Al Manzalah, Ad Daqahliyah
    1,635


    statistical computations using Microsoft excel


    PDF
    474
    7.1

    : .






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