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計量経済分析用ソフトウェア
SHAZAM |
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SHAZAM 入門ガイド
第 I 部 基礎を学ぶ
A Brief History of SHAZAM
SHAZAM の用語
* Variables
* File
* Data file
* Commands SAMPLE, READ, GENR and more
* Comment statement
* Program (command file)
* Output file
* Memory PAR
* Error messages
* Rounding errors
さあ、はじめましょう
* How to Run SHAZAM
* Using SHAZAM as a Calculator
Exercises with Descriptive Statistics and Probability
* Mean, Variance, Median, Quartiles
* Covariance and Correlation
* Computing Probabilities for Normal Random Variables
* Simulation Experiments
第 II 部 計量経済学(Econometrics)の実践
Ordinary Least Squares Estimation and Testing
* Ordinary Least Squares Regression
* Comparing linear vs. log-linear models
* Hypothesis Testing
* Confidence Intervals
* Estimation with restrictions
Special Topics
* Working with lagged variables
* Using trend variables
* Dummy Variables - Modelling structural change, seasonality and more
Diagnostic Testing
* Testing for Heteroskedasticity
* Testing for Autocorrelation
* Testing for Structural Stability - the Chow Test
* More tests
一般化された最少二乗法
* Estimation of models with Heteroskedastic errors
* Estimation of models with Autoregressive errors
* Pooling Time-Series Cross-Section Data
* Sets of Linear Equations
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