[300分悬赏] 求助计量经济学时间序列 英语原题一大题

只有红色标注的5小题请求解答 别的题目已经自行研究 分别为 E F I J K 5道题 为了不影响解题把全题目都放上来了

必要的地方写了简单的翻译 最好大家还是看原文免得有偏差。

已经第三次提问了 每次回答的都给分了

有任何问题请留言 谢谢大家！

You collectunadjusted, quarterly data on nominal wages, unemployment, and prices in theUnited States from 1940 through 2011 from the United States Bureau of Labor andStatistics.  Wages are the median wage inthe United States in each quarter, the unemployment rate is reported for each quarter,and price is an index based on the Consumer Price Index in each quarter.   

（按季度收集未经修改的1940到2011年的美国名义收入，失业率和价格的数据。其中名义收入为收入的中位数，失业率按照季度，价格为季度CPI指数）

A. Canwe use the data as is to run a reliable regression of the unemployment rate onwages?  Why or why not, and is there anyway we could transform the data into something more reliable?

B. Younext decide to further examine the relationship between wages and prices overthis time period.  You run a regressionof ln(wage) on price and lagged price and obtain the following results(standard errors in parentheses):

ln(wage) it = 0.576 + 0.041*priceit – 0.0224*price it-1 + 0.016*price it-2 – 0.029*priceit-3 + μit

                            (0.013)  (0.01)                 (0.008)                   (0.019)                  (0.01)

N = 284,R2 = 0.958

What isthe temporary and permanent impact of an increase in prices on wages based onthese results?  How would we test if thepermanent impact of a price change is statistically significant?

C. Canwe say that this model has a strong goodness-of-fit using the information frompart B?  Why or why not?

D. Doyou believe that prices and wages in your model are covariance stationary?  Why or why not, and how could you adjust yourmodel accordingly?

E. Suppose you areconcerned about AR(2) serial correlation in your model.  How would AR(2) serial correlation affectyour estimates from part B?

(假如你担心模型的AR（2）序列相关问题，AR（2）序列相关问题会怎么影响你在B部分模型的估计?)

F. After examiningyour model, you believe that you have no endogeneity problem with yourindependent variables.  How can you testfor the possibility of AR(2) serial correlation?  What changes can you make to your estimationto correct for any potential serial correlation?

(在检验了你的模型以后，你确信你的自变量不存在内生性问题。你该如何检验AR（2）序列相关问题的可能性？你能如何改变你的估算来改善任何潜在的序列相关问题？）

G. Younow decide to run another model with the goal of examining how wages have fluctuatedduring this period.  

wage it= β*wage it-1 + μit

Howwould you characterize this model given what we have learned about time series?

H. Yourun the model from Part G and obtain the following results:

wage it= 1.004*wage it-1 + μit

                                                                           (0.0003)

Based onthese results, what can we say about the relationship between wages thisquarter and wages last quarter?  Doesthis affect any of our time series assumptions, and is there an alternative waywe could specify our model to accommodate this relationship?

I. Why might we beconcerned about the possibility of serial correlation given the model asspecified in parts G and H?  

（为什么我们在给出的G和H的模型中要考虑序列相关问题的可能性？）

J. You believe thatyour model from part H has an endogeneity problem.  What changes can you make to your estimationto correct for any potential serial correlation?

（你确信H模型有变量内生问题。 你能如何改变你的估算来改善任何潜在的序列相关问题？）

K. Suppose that youare worried that your model from part H might have a heteroskedasticityproblem.   What are the two forms of heteroskedascitiy wemight be worried about in a time series regression, and how can we test fortheir presence in our model above?

（假设你担忧你的H模型有异方差性问题。 哪两种异方差性的形式是我们在时间序列回归中需要担忧的? 以及我们该如何检验异方差性问题是否存在于我们的时间序列模型中）

没人回复吗

提高到300分 希望有人回答 谢谢！！！

E. It means the dependent variable will be influenced by independent variables lag phase two
F. F test , t-test, r value
I . testify if there will exist correlation in dependent variable

I replied them to you

H. heteroschdasiticity has two patterns to test, white test and pagan test.

咔叽唛 发表于 2016-3-31 11:00
E. It means the dependent variable will be influenced by independent variables lag phase two
F. F t ...

非常感谢回复！
请问能否把回答的再详细一些
这样只有一句话实在非常难理解也不好回答！
谢谢！

K. There are two forms of heteroskedasticity problem that we might worried about our model, which is dynamic forms of heteroscedasticity and ARCH forms of heteroscedasticity. In order to test heteroscedasticity in time series regressions, first, we need to make sure there is no serial correlation problem, because any serial correlation will invalidate a test for heteroscedasticity. Since we might concern our model have serial correlation problem, we should correct serial correlation at first, and using the heteroskedasticity-robust t statistic to test the significance of waget-1.

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