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长期名义汇率的确定 [6]

论文作者:www.51lunwen.org论文属性:作业 Assignment登出时间:2016-01-14编辑:carrie2点击率:8058

论文字数:1546论文编号:org201601112213098888语种:英语 English地区:澳大利亚价格:免费论文

关键词:名义汇率汇率变动经济学

摘要:本文讲述了影响长期通货膨胀率的变量是国家的规模、开放程度、政治稳定、政府债务、中央银行独立性。作者在他的模式中使用了国家规模、开放程度和政治稳定。其他变量是人均国内生产总值和贸易条件等,这都影响了长期的实际汇率。

ficant then the linear function is misspecified.

To conduct Ramsey Reset Test, first we obtain the estimated Yi i.eŶi. Then we rerun the regression introducing Ŷi in some form as an additional regressor(s).

We obtain R squared from the new equation and call it R2NEW.

R2 from the earlier equation is R2old. Then we use the F test to find out whether the increase in R squared from the new equation is statistically significant. If the computed value of F is statistically significant then we reject the null hypothesis that there is no misspecification error. Hence, we accept the hypothesis that there is misspecification error.

Following are the results of the Ramsey Reset Test

F value is not statistically significant, hence we accept the hypothesis that there is no misspecification error.


7 Multicollinearity多重共线性


The term multicollinearity means existence of a perfect or exact linear relationship between some or all explanatory variables. It may also include the case where the explanatory variables are not perfectly correlated. (gujrati, pg 342)

In the presence of multicollinearity the regression coefficients remain indeterminate & their standard errors remain large.(gujrati, pg345). The perfect multicollinearity situation is a pathological extreme. Generally, there is no exact linear relationship among the X variables but we may find high multicollinearity instead of perfect multicollinearity.


Consequences of multicollinearity:

Although, the OLS estimators are BLUE in the presence of multicollinearity, but they have large variances and covariances which makes precise estimation difficult.

The confidence interval tends to be much wider.

t statistic tends to be statistically insignificant & R squared can be very high.

The OLS estimators and their standard errors can be sensitive to small changes in the data. (gujrati, pg 350)

Following is the correlation matrix showing correlations between the explanatory variables.

It can be seen that none of the estimators are strongly correlated with each other.

Another way of detecting multicollinearity is from R squared. When R squared is high & there are few significant t ratios there is multicollinearity. This is not found in the above estimated equation. Hence, there is no multicollinearity in my model.

 

8 Jarque Bera Test of Normality哈尔克贝拉正态性检验


Jarque Bera test of normality is a test for large samples and is used to test whether the re论文英语论文网提供整理,提供论文代写英语论文代写代写论文代写英语论文代写留学生论文代写英文论文留学生论文代写相关核心关键词搜索。

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