[下载]硕士学位论文农村居民食物消费结构变动及其对粮食需求影响的实证分析 - 第28页

271楼

hanszhu 发表于 2006-4-27 05:05:00

国家统计局农调队农村家庭户基本情况的大型面板数据

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272楼

hanszhu 发表于 2006-4-27 05:31:00

Dear listers:

I need to estimate simultaneous equation model for panel data. I searched help and archive, but could not locate any information. How can I estimate such a model on SAS? I appreciate any information.

Thanks in advance!

273楼

hanszhu 发表于 2006-4-27 05:32:00

以下是引用hanszhu在2006-4-27 5:31:00的发言：
Dear listers:

I need to estimate simultaneous equation model for panel data. I searched help and archive, but could not locate any information. How can I estimate such a model on SAS? I appreciate any information.

Thanks in advance!

FAQ # 4491

Q: Can PROC TSCSREG estimate simultaneous equations with panel data?

A: PROC TSCSREG in SAS/ETS software and PROC MIXED in SAS/STAT software can be used to fit a single-equation, panel data model. PROC MODEL and PROC SYSLIN in SAS/ETS software offer simultaneous equation modeling, but they are not designed for panel data. Currently, SAS does not offer a procedure that is designed specifically for simultaneous equation modeling of panel data.

[此贴子已经被作者于2006-4-27 8:31:29编辑过]

274楼

hanszhu 发表于 2006-4-27 05:34:00

以下是引用hanszhu在2006-4-27 5:31:00的发言：
Dear listers:

I need to estimate simultaneous equation model for panel data. I searched help and archive, but could not locate any information. How can I estimate such a model on SAS? I appreciate any information.

Thanks in advance!

How complex is your model? How many equations in how many variables? What are your panels like? How many time points, and how many panels? Depending on your answer, the reply will be one of three choices:
[1] that's simple, you can do that in several different packages;
[2] that's tricky, you need to use proc ...
[3] that's going to be really hard, but you mgiht be able to do it in ...

I can't tell which answer to give you. So please write back and explain a bit more.

HTH,
David
--
David L. Cassell
mathematical statistician
Design Pathways
3115 NW Norwood Pl.
Corvallis OR 97330

275楼

hanszhu 发表于 2006-4-27 05:36:00

以下是引用hanszhu在2006-4-27 5:31:00的发言：
Dear listers:

I need to estimate simultaneous equation model for panel data. I searched help and archive, but could not locate any information. How can I estimate such a model on SAS? I appreciate any information.

Thanks in advance!

From this simple description...sounds like you may want to look into structural equation (Proc CALIS) (where you want to model the error terms as correlated)

Kitty Lee.

276楼

hanszhu 发表于 2006-4-27 10:26:00

Econ840: Time Series Econometrics (Winter 2006)

Professor Ling Hu
Office: Arps 403
Office hours: Wednesday 3 - 5 pm or by appointment
Tel: 292-4198
E-mail:

TA: Sang-Yeob Lee
Email: lee.1621@osu.edu
TA office hours: Tuesday 2-4 pm
Office location: Arps Hall Room 321
Tel: 292-2087

Homework exercise 2

Syllabus

Lecture 1: Introduction to stationary time series

Lecture 2: ARMA models

Lecture 3: Spectral analysis

Lecture 4: Asymptotic distribution theories

Lecture 5: Linear regressions

Lecture 6: Vector autoregressions

Lecture 7: Processes with deterministic trends

Lecture 8: Univariate processes with unit roots

Lecture 9: Multivariate unit root processes and cointegration

Lecture 10: Further topics

[此贴子已经被作者于2006-4-27 10:29:21编辑过]

277楼

hanszhu 发表于 2006-4-27 10:33:00

Time series econometrics: Theory and applications

Instructor

Prof. Herman J. Bierens
Tel.: 865-4921, email: hbierens@psu.edu.
Office hours: Wednesday 2-4 PM, in 510 Kern.

http://econ.la.psu.edu/~hbierens/E511_F05.HTM

http://econ.la.psu.edu/~hbierens/LECNOTES.HTM

[此贴子已经被作者于2006-4-27 10:37:20编辑过]

278楼

hanszhu 发表于 2006-4-27 10:44:00

Lectures on Time Series Econometrics
Junsoo Lee

Junsoo.Lee@Bus.Ucf.Edu

In order to print the lecture notes, you need Adobe Acrobat Reader.
Click to download a FREE copy.

Syllabus (pdf)

Note: All copies of the pdf files are available at Room 325 (Department of Economics).

Lecture 1.

Stationary ARMA Models

Lecture Note 1: tsnote1.pdf (848K)
Presentation Note 1

Practical Exercises
- Example of spurious regression
- Box-Jenkins Approach
  - Data: gnp82.txt or gnp82.dat:
  - Program: “PEST” pest.zip (400K, use for evaluation purpose only) or “Eviews”
  - "Pest" Handout: gnp82.pdf (pdf, 423K)
- Intervention Analysis
  - Data: gnp82.txt or gnp82.dat
  - Program: “RATS” gnp82.prg
  - Handout: intervention.pdf (pdf, 190K)
Supplement to Lecture 1

Lecture 2.

Multiple Time Series Models
(VAR)

Lecture Note 2: tsnote2.pdf (410K)
Presentation Note 2

powerpoint: ts2.ppt (ppt, 47K)
1 slide: ts2.pdf (30K)
3 slides: ts2a.pdf (28K)

Practical Exercises

Use Eviews for the Impulse response analysis & innovation Accounting. (easy & powerful)

RATS programs for VAR lag selections

LR tests: varlr1.prg, varlr2.prg
Information Criteria: varlag.prg
Impulse Analysis: impulses.prg

Lecture 3.

Spectral Analysis

Lecture Note 3: tsnote3.pdf

Presentation Note 3
- powerpoint: ts3.ppt
- 1 slide: ts3.pdf
- 3 slides: ts3a.pdf
Example:
- spectrum of IP: ipspec.pdf

Practical Exercises
- Market efficiency test (Goodness-of-fit test)
  - goodness.prg (gauss program)
  - data: sp500.prn
- Hannan's efficient estimator
  - spec.pgm, spectrum.src, cumpdgm.src(rats program)
  - data: gnpm1.dat

Lecture 4.

Non-stationary Time Series Models

(Spurious Regression & Unit Root)

Lecture Note 4
- tsnote4.pdf

Presentation Note 4
- powerpoint: ts4.ppt
- 1 slide: ts4.pdf
- 3 slides: ts4a.pdf
Practical Exercises (Using Eviews & RATS)
- Unit Root tests
- BN decomposition
  - bn.pgm or bn.pgm (RATS)
  - bn.txt (description)
  - data: gnp82.dat