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鍙嬫儏鎻愮ず锛氭湰绔欐彁渚涘叏鍦�400澶氭墍楂樼瓑闄㈡牎鎷涙敹纰╁＋銆佸崥澹爺绌剁敓鍏ュ(xu茅)鑰冭│姝峰勾鑰冪爺鐪熼銆佽€冨崥鐪熼銆佺瓟妗�锛岄儴鍒嗗(xu茅)鏍℃洿鏂拌嚦2012骞达紝2013骞�锛涘潎鎻愪緵鏀惰不(f猫i)涓嬭級銆� 涓嬭級娴佺▼锛� 鑰冪爺鐪熼 榛�(di菐n)鎿娾€�鑰冪爺瑭﹀嵎鈥濃€濅笅杓�; 鑰冨崥鐪熼 榛�(di菐n)鎿娾€�鑰冨崥瑭﹀嵎搴�鈥� 涓嬭級
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锛堢鐩唬纰硷細3501锛�
1. 鍥炴鍒嗘瀽鑸囨暩(sh霉)鎿�(j霉)鐨勫熀鏈蹇�
鍥炴鍒嗘瀽銆佺浉闂�(gu膩n)鍒嗘瀽銆佹檪(sh铆)闁撳簭鍒楁暩(sh霉)鎿�(j霉)銆佹┇鎴潰鏁�(sh霉)鎿�(j霉)銆侀潰鏉挎暩(sh霉)鎿�(j霉)銆佹贩鍚堟暩(sh霉)鎿�(j霉)锛岀附楂斿洖姝稿嚱鏁�(sh霉)銆佹ǎ鏈洖姝�
鍑芥暩(sh霉)锛屼及瑷�(j矛)閲忥紝浼拌▓(j矛)鍊�锛岄毃姗�(j墨)瑾ゅ樊闋�(xi脿ng)锛屾畼宸�锛� OLS锛屼及瑷�(j矛)閲忕殑鎬ц唱(zh矛)銆�
2. 闆欒畩閲忓洖姝告ā鍨嬶細浼拌▓(j矛)鑸囧亣瑷�(sh猫)妾㈤(y脿n)
鏅€氭渶灏忎簩涔樻硶锛岀稉(j墨ng)鍏哥窔鎬фā鍨嬬殑鍩烘湰鍋囧畾锛岄珮鏂紞棣埦鍙か瀹氱悊锛屽垽瀹氱郴鏁�(sh霉)銆�
闅ㄦ(j墨)瑾ゅ樊闋�(xi脿ng)姝ｆ厠(t脿i)鎬у亣瀹氫笅 OLS 浼拌▓(j矛)閲忕殑鎬ц唱(zh矛)锛岀疆淇″崁(q奴)闁�锛屽熀浜庣疆淇″崁(q奴)闁撶殑鍋囪ō(sh猫)妾㈤(y脿n)锛宼 妾㈤(y脿n)锛岄毃姗�(j墨)瑾�
宸爡(xi脿ng)鏂瑰樊鐨� 2
? 妾㈤(y脿n)锛岄’钁楁€ф按骞�锛宲 鍊硷紝鏂瑰樊鍒嗘瀽锛屽潎鍊奸爯(y霉)娓�(c猫)鑸囧€�(g猫)鍊奸爯(y霉)娓�(c猫)銆�
缍�(j墨ng)鍏哥窔鎬у洖姝告ā鍨嬪欢浼革細閬庡師榛�(di菐n)鍥炴锛屾脯(c猫)閲忓柈浣嶅皪(du矛)浼拌▓(j矛)绲�(ji茅)鏋滅殑褰遍熆锛屾(bi膩o)婧�(zh菙n)鍖栬畩閲忕殑鍥炴锛屽皪(du矛)鏁�(sh霉)绶氭€фā
鍨�銆佸崐灏�(du矛)鏁�(sh霉)绶氭€фā鍨�锛屽€掓暩(sh霉)妯″瀷锛�
3. 澶氬厓鍥炴妯″瀷浼拌▓(j矛)鍜屾椹�(y脿n)
鍋忓洖姝哥郴鏁�(sh霉)锛孫LS 浼拌▓(j矛),OLS 浼拌▓(j矛)閲忕殑鎬ц唱(zh矛)锛屽鍏冨垽瀹氱郴鏁�(sh霉) R
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鐨勬牎姝�锛屽闋�(xi脿ng)寮忓洖姝�锛屽亸鐩搁棞(gu膩n)绯绘暩(sh霉)銆�
鍥炴绺介’钁楁€х殑 F 妾㈤(y脿n)锛屽鍙冩暩(sh霉)绱勬潫鐨勬椹�(y脿n)锛屽叐鍊�(g猫)鍥炴绯绘暩(sh霉)鏄惁鐩哥瓑鐨� t 妾㈤(y脿n)锛岄剴鑷宠帄妾㈤(y脿n)锛屾椹�(y脿n)?z膩i)锛扮?br/>鏁�(sh霉)褰㈠紡鐨� MWD 妾㈤(y脿n)銆�
铏涙摤璁婇噺妯″瀷
铏涙摤璁婇噺鐨勮ō(sh猫)瀹�锛岃櫅鎿畩閲忕郴鏁�(sh霉)鐨勫惈缇╋紝閯掕嚦鑾婃椹�(y脿n)鐨勮櫅鎿畩閲忔柟娉�锛岃櫅鎿畩閲忕殑浜や簰鏁堟噳(y墨ng)锛岃櫅鎿畩
閲忓湪瀛ｇ瘈(ji茅)鍒嗘瀽涓殑鎳�(y墨ng)鐢紝鍒嗘绶氭€у洖姝�锛屽崐灏�(du矛)鏁�(sh霉)妯″瀷涓櫅鎿畩閲忕殑瑙ｉ噵銆�
鏀炬澗缍�(j墨ng)鍏告ā鍨嬬殑鍋囧畾
鐣版柟宸殑鎬ц唱(zh矛)銆佸悗鏋�銆佹椹�(y脿n)銆佽(b菙)鏁戞柟娉曪紝鍔犳瑠(qu谩n)鏈€灏忎簩涔樻硶锛屾嚪鐗规椹�(y脿n)锛屽笗鍏嬫椹�(y脿n)銆傝嚜鐩搁棞(gu膩n)鐨勬€ц唱(zh矛)銆佸悗
鏋�銆佹椹�(y脿n)銆佽(b菙)鏁戞柟娉�锛屽唬缇╁樊鍒嗕及瑷�(j矛)锛屽唬缇╁樊鍒嗚凯浠ｄ及瑷�(j矛)锛孌W 妾㈤(y脿n)銆�
4.妯″瀷瑷�(sh猫)瀹氬拰瑷烘柗妾㈤(y脿n)
妯″瀷瑷�(sh猫)瀹氳宸殑椤炲瀷銆佸悗鏋滃拰妾㈤(y脿n)锛岄亷搴︽摤鍚堟ā鍨嬬殑鍋靛療锛屾媺濮嗛綂鐨� RESET 妾㈤(y脿n)锛屽瑁�(b菙)璁婇噺鐨� LM 妾㈤(y脿n)锛�
娓�(c猫)閲忚宸殑褰遍熆锛屾ā鍨嬮伕鎿囨簴(zh菙n)鍓�銆�
5.瀹氭€ч熆鎳�(y墨ng)鍥炴妯″瀷
绶氭€ф鐜囨ā鍨嬪強鍏跺瓨鍦ㄧ殑鍟忛锛汱ogit 妯″瀷銆丳robit 妯″瀷鐨勮ō(sh猫)瀹氱殑鍩烘湰鎬濇兂銆佷及瑷�(j矛)鍜屼及瑷�(j矛)绲�(ji茅)鏋滅殑瑙ｉ噵锛�
Tobit 妯″瀷銆佹硦鏉惧洖姝告ā鍨嬬殑寤烘ā鎬濇兂鍜屼及瑷�(j矛)绲�(ji茅)鏋滅殑瑙ｉ噵銆�
6锛庨潰鏉挎暩(sh霉)鎿�(j霉)鎴栫稖鍒楁暩(sh霉)鎿�(j霉)妯″瀷
闈㈡澘鏁�(sh霉)鎿�(j霉)鍙婂叾鑸囨檪(sh铆)闁撳簭鍒楁暩(sh霉)鎿�(j霉)鍜屾┇鎴潰鏁�(sh霉)鎿�(j霉)鐨勬瘮杓�锛岄潰鏉挎暩(sh霉)鎿�(j霉)妯″瀷锛屽浐瀹氭晥鎳�(y墨ng)鐨勫惈缇╁拰鍥哄畾鏁堟噳(y墨ng)妯″瀷
鐨� LSDV 浼拌▓(j矛)锛岄毃姗�(j墨)鏁堟噳(y墨ng)鐨勫惈缇�锛屽浐瀹氭晥鎳�(y墨ng)鍜岄毃姗�(j墨)鏁堟噳(y墨ng)鐨勬瘮杓冦€傚嫊(d貌ng)鎱�(t脿i)闈㈡澘鏁�(sh霉)鎿�(j霉)妯″瀷銆�
鍕�(d貌ng)鎱�(t脿i)闈㈡澘妯″瀷鍙婂叾浼拌▓(j矛)鐨勫熀鏈師鐞�
7. 鑱�(li谩n)绔嬫柟绋嬫ā鍨�
鑱�(li谩n)绔嬫€у亸瑾わ紝鍏�(n猫i)鐢熻畩閲�銆佸鐢熻畩閲忋€佹化鍚庡収(n猫i)鐢熻畩閲�銆佸墠瀹氳畩閲忥紝绲�(ji茅)妲�(g貌u)鏂圭▼鍜岀祼(ji茅)妲�(g貌u)鍙冩暩(sh霉)锛岃獦灏�(d菐o)鏂圭▼鍜岃獦
灏�(d菐o)鍙冩暩(sh霉)銆備笉鍙瓨(sh铆)鍒�銆佹伆濂借瓨(sh铆)鍒�銆侀亷搴﹁瓨(sh铆)鍒�锛屾柟绋嬪彲璀�(sh铆)鍒ョ殑闅庢浠跺拰绉╂浠�銆傝豹鏂浖瑷�(sh猫)瀹氭椹�(y脿n)銆傞枔鎺ユ渶灏忎簩
涔樻硶锛圛LS锛�锛屽叐闅庢鏈€灏忎簩涔樻硶锛�2SLS锛�銆�
8. 鏅�(sh铆)闁撳簭鍒楄▓(j矛)閲忕稉(j墨ng)婵�(j矛)瀛�(xu茅)
鍩烘湰姒傚康锛� 闅ㄦ(j墨)閬庣▼銆佸钩绌�(w臎n)闅ㄦ(j墨)閬庣▼銆侀潪骞崇┅(w臎n)闅ㄦ(j墨)閬庣▼锛屽柈浣嶆牴闅ㄦ(j墨)閬庣▼锛岃定鍕�(sh矛)骞崇┅(w臎n)閬庣▼銆佸樊鍒嗗钩
绌�(w臎n)閬庣▼锛屾紓绉诲拰纰哄畾鎬ц定鍕�(sh矛)銆�
鑷洖姝歌垏鍒嗗竷婊悗妯″瀷
鍒嗗竷婊悗妯″瀷鐨勪及瑷�(j矛)锛屽垎甯冩化鍚庢ā鍨嬬殑鑰冧紛鍏嬫柟娉曪細閬╂噳(y墨ng)鎬ч爯(y霉)鏈熸ā鍨嬨€佸瓨閲忚(di脿o)鏁磋垏閮ㄥ垎瑾�(di脿o)鏁存ā鍨�锛屽垎
甯冩化鍚庢ā鍨嬬殑闃跨埦钂欐柟娉曘€傝嚜鍥炴妯″瀷鐨勪及瑷�(j矛)锛屽伐鍏疯畩閲忔硶锛屽痉璩� h 妾㈤(y脿n)銆�
鑷洖姝告ā鍨嬪拰鍒嗗竷婊悗妯″瀷浼拌▓(j矛)绲�(ji茅)鏋滅殑瑙ｉ噵銆傛牸铇澃鍥犳灉闂�(gu膩n)绯绘椹�(y脿n)銆�
鏅�(sh铆)闁撳簭鍒楁ā鍨嬶細骞崇┅(w臎n)鏅�(sh铆)闁撳簭鍒楋紝鑷浉闂�(gu膩n)鍑芥暩(sh霉)銆佽嚜鍗�(xi茅)鏂瑰樊锛屽亸鑷浉闂�(gu膩n)鍑芥暩(sh霉)銆丵 绲�(t菕ng)瑷�(j矛)閲忕瓑锛汚R 鑸� MA 閬庣▼
鍙婂叾鐩镐簰鐨勯棞(gu膩n)绯�銆丄RMA 閬庣▼銆丄RIMA 閬庣▼銆�
鍚戦噺鑷洖姝革紙VAR锛夋ā鍨嬬殑瑷�(sh猫)瀹氬拰浼拌▓(j矛)銆佽剤娌栭熆鎳�(y墨ng)鍑芥暩(sh霉)鑸囨噳(y墨ng)鐢ㄧ瓑銆�
闈炲钩绌�(w臎n)鏅�(sh铆)闁撳簭鍒楁ā鍨嬶細?ji菐n)鎸濇槎泎椹�(y脿n)锛欴F 妾㈤(y脿n)鍙婂叾绲�(t菕ng)瑷�(j矛)閲忚垏鍒嗗竷鍑芥暩(sh霉)銆丄DF 妾㈤(y脿n)銆佹椹�(y脿n)褰㈠紡鐨勭⒑瀹氬強鍏�
绲�(t菕ng)瑷�(j矛)閲忚垏鍒嗗竷鍑芥暩(sh霉)銆�
鍗�(xi茅)鏁寸殑姒傚康鑸囧惈缇╋紝瑾ゅ樊绯炬妯″瀷(VECM)锛屽崝(xi茅)绌嶈垏瑾ゅ樊绯炬姗�(j墨)鍒剁殑闂�(gu膩n)绯汇€傚崝(xi茅)鏁存椹�(y脿n)锛氭仼鏍肩埦锛嶆牸铇澃锛圗G
鍏╂娉曪級妾㈤(y脿n)銆佸崝(xi茅)鏁村洖姝稿痉璩擄紞娌冩．锛圕RDW锛夋椹�(y脿n)銆侸ohansen 鍗�(xi茅)鏁存椹�(y脿n)鐨勫熀鏈€濇兂鑸囨噳(y墨ng)鐢�銆傝瑾ゅ洖姝�銆�
閲戣瀺鏅�(sh铆)闁撳簭鍒楁ā鍨嬶細ARCH 妯″瀷瑷�(sh猫)瀹氱殑鍚京浠ュ強 ARCH 鏁堟噳(y墨ng)鐨勬椹�(y脿n)锛孏ARCH 妯″瀷瑷�(sh猫)瀹氱殑鍚京銆�
鍏嶈铂(z茅)鑱叉槑锛氭湰鏂囩郴杞�(zhu菐n)杓夎嚜缍�(w菐ng)绲�(lu貌)锛屽鏈変镜鐘�锛岃珛(q菒ng)鑱�(li谩n)绯绘垜鍊戠珛鍗冲埅闄�锛屽彟锛氭湰鏂囧儏浠ｈ〃浣滆€呭€�(g猫)浜鸿榛�(di菐n)锛岃垏鏈恫(w菐ng)绔欑劇闂�(gu膩n)銆傚叾鍘熷壍(chu脿ng)鎬т互鍙婃枃涓櫝杩版枃瀛楀拰鍏�(n猫i)瀹规湭缍�(j墨ng)鏈珯璀夊(sh铆)锛屽皪(du矛)鏈枃浠ュ強鍏朵腑鍏ㄩ儴鎴栬€呴儴鍒嗗収(n猫i)瀹�銆佹枃瀛楃殑鐪熷(sh铆)鎬�銆佸畬鏁存€�銆佸強鏅�(sh铆)鎬ф湰绔欎笉浣滀换浣曚繚璀夋垨鎵胯锛岃珛(q菒ng)璁€鑰呭儏浣滃弮鑰�锛屽苟璜�(q菒ng)鑷鏍稿(sh铆)鐩搁棞(gu膩n)鍏�(n猫i)瀹�銆�
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鏂囩珷鎼滅储
鎮ㄧ従(xi脿n)鍦ㄧ殑浣嶇疆锛� 
