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存在自相关情况下采用的普通最小二乘估计是无偏估计。
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EViews操作题:某地区1996-2016年全社会固定资产投资总额与地区GDP统计资料如下表所示。某地区1996-2016年全社会固定资产投资总额与地区GDP单位:亿元年份全社会固定资产投资x地区GDPy年份全社会固定资产投资x地区GDPy1996910.91996.520075594.58087.11997961.02048.420088080.110284.519981230.42162.3200913072.314143.819991430.12375.6201017042.119359.620001832.92789.0201120019.324718.320012543.23448.7201222913.529082.620023120.63967.0201324941.132412.120033791.74585.8201428406.233387.920044753.85777.2201529854.7135087.2120054410.46484.0201632917.7339570.320064517.06858.0根据EViews9.0版本软件操作过程回答下列问题,并将结果填入对应的空白位置。(注意:数据四舍五入后保留小数点后4位,输入模型公式时中间不得有空格)1.利用OLS估计建立线性回归模型,写出对应的回归方程。(填写格式用大写字母表示变量名:Y=b0+b1X)2.该模型对应的DW统计量的值是多少?3.对模型进行BG检验(选择滞后期为2),则nR2的值是多少?4.对模型进行BG检验(选择滞后期为2),则nR2的值所对应的临界概率是多少?5.用PAC检验模型存在几阶自相关性?(只填写数字)6.根据BG检验的结果确定自相关性的类型,用广义差分法(选择等价的GLS)对模型进行修正后,DW的值是多少?7.该模型估计过程经过多少次迭代后收敛?8.写出修正后的回归方程。(填写格式用大写字母表示变量名:Y=a+bX)
Unit 1 vocabulary test1. Being experienced gave him an ____________ over other competitors.A) advantage B) adventure C) advance D) admission2. He keeps fit by ______ every morning.A) turning in B) going inC) turning out D) working out3. You efforts will ______ in the long run if you persist in pursuing your dream.A) pay back B) pay off C) pay for D) pay by4. Realizing that his retirement were near______, he looked for additional income.A) at hand B) in hand C) by hand D) on hand5. Her last remark _____ his lack of knowledge on the subject.A) devisedB) advocated C) demonstrated D) promoted6. Einstein made a significant ______ to physics.A) contribution B) cooperation C) distribution D) confrontation7. The teachers were _____by your performance in the exam. You scored almost full marks whereas most of your classmates failed.A) enjoyed B) exaggeratedC) impressed D) depressed8. It is no use _______ over the spilt milk.A ) cryB) cried C) to cryD) crying9. The study ________ that breakfast skippers tend to weigh more than breakfast eaters.A) revealsB) steersC) achieves D) exclaims10. The pace of ________growth is picking up（好转）.A) economy B)economic C) finance D financial11. They have begun dialogues to ______ better understanding between both communities.A) demonstrate B) contribute C) promote D) attribute12. They failed to reach a _______ on price.A. agree B. compromise C. deliver D. undertake13. She ______ the responsibility for the changes he made in the article.A. polish B. thrive C. fulfil D. undertook14. Today his company continues to _______ in spite of severe competition.A. perceive B. thrive C. fulfil D. multiply15. A nurse has many duties to ______ in caring for the sick.A. accumulate B. polish C. fulfill D. file16. Over the years, I have ______ hundreds of books.A. multiplied B. accumulated C. undertaken D. perceived17. I know you did it ________ to annoy me.A. deliberate B. deliberately C. desperate D. desperately18. The 2008 world-wide ______ crisis caused great damage to the world economy.A. practical B. available C. economical D. financial19. He is dishonest_, _________ he is a liar.A. in another word B. in other words C. in some words D. in words20. Finally the police had to _____ force to break up the crowd.A. explore B. employ C. export D. deploy21. The teacher _______ some mistakes in his paper.A. pointed toward B. figured out C. pointed out D. sorted out22. All the students were _________ making costumes and scenery for the show.A. involved with B. involved in C. dealing with D. coping with23. Your shoes are dusty, you’d better have them_______.A. polished B. accomplished C. refreshed D. threshed24. Details of the competition are ________ from our head office.A. available B. achievable C. capable D. reasonable25. Many people choose to go by car rather than by bus, but I prefer the _______.A. later B. latter C. former D. formal
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