[学习分享] 面板数据及空间面板数据模型在GAUSS中的应用（课件） [推广有奖]

31楼

haoqm(真实交易用户) 发表于 2013-3-26 16:41:07

this a wonderful topics

32楼

kerrydu(真实交易用户) 发表于 2013-8-13 10:14:11

mark

33楼

xuehe(未真实交易用户) 发表于 2013-8-15 01:31:45

课件，程序

34楼

gssdzc(真实交易用户)

发表于 2013-11-2 08:35:57

非常感谢分享。新手，请大家多帮助

35楼

赵明玲HUST(未真实交易用户) 发表于 2014-3-5 19:18:50

mark一下

36楼

xiao苏苏(未真实交易用户) 发表于 2014-3-17 16:33:47

谢谢楼主分享~~~~

37楼

jlss426(未真实交易用户) 发表于 2014-10-23 11:19:10

38楼

jungsee(真实交易用户) 发表于 2015-1-17 01:17:36

我已经建立了 GAUSS 计量经济学扣扣群，相关问题我们大家可以一起讨论。

39楼

lecono(未真实交易用户) 发表于 2015-3-18 10:19:03

ZA Min t-stat

-----------------------------------------

Model  (1=A, 2=C)    =    1.0000
Option (1=with, 2=w/o) =    1.0000

Min. test statistic = -5.0654
Estimated break point  = 56.0000
Selected lag          =    5.0000

Estimated coeff. of dummy var. = -2214.5788
Its t-stat                   = -1.3251
Standard error ..             =  3957.8306
Standardized dummy coeff    = -0.5595

Coeff and t-stat
X(t) = [y(t-1), (lags..omitted), 1, t, B(t), D(t)]

-0.5741 -5.0654
3624.1139    3.0242
37.1319    1.2109
6729.7268    1.6204
-2214.5788 -1.3251

-----------------------------------------

Model  (1=A, 2=C)    =    1.0000
Option (1=with, 2=w/o) =    2.0000

Min. test statistic = -4.9512
Estimated break point  = 57.0000
Selected lag          =    5.0000

Estimated coeff. of dummy var. = -2560.5645
Its t-stat                   = -1.5585
Standard error ..             =  3962.3503
Standardized dummy coeff    = -0.6462

Coeff and t-stat
X(t) = [y(t-1), (lags..omitted), 1, t, D(t)]

-0.5552 -4.9512
3426.1923    2.8889
42.5774    1.4056
-2560.5645 -1.5585

-----------------------------------------

Model  (1=A, 2=C)    =    2.0000
Option (1=with, 2=w/o) =    1.0000

Min. test statistic = -5.3528
Estimated break point  = 18.0000
Selected lag          =    5.0000

Estimated coeff. of dummy var. =  -698.4913
Its t-stat                   = -2.0282
Standard error ..             =  3900.9494
Standardized dummy coeff    = -0.1791

Coeff and t-stat
X(t) = [y(t-1), (lags..omitted), 1, t, B(t), D(t), DT(t)]

-0.6315 -5.3528
  778.0648    0.3240
  713.8099    2.0724
6826.9419    1.6671
-5275.7858 -2.2168
-698.4913 -2.0282

-----------------------------------------

Model  (1=A, 2=C)    =    2.0000
Option (1=with, 2=w/o) =    2.0000

Min. test statistic = -5.3811
Estimated break point  = 19.0000
Selected lag          =    5.0000

Estimated coeff. of dummy var. =  -725.6069
Its t-stat                   = -2.3393
Standard error ..             =  3878.4671
Standardized dummy coeff    = -0.1871

Coeff and t-stat
X(t) = [y(t-1), (lags..omitted), 1, t, D(t), DT(t)]

-0.6305 -5.3811
  647.0651    0.2835
  740.9129    2.3880
-6203.4189 -2.6554
-725.6069 -2.3393
我想请问运行结果是这样的，怎么解释呢？
我输入的数据是1个省份19年的时间序列