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作者(中文):周右林
作者(外文):Chou, Yu-Lin
論文名稱(中文):資料型態, 誤差項, 對條件期望值函數的錯誤設定
論文名稱(外文):Data Type, Error Term, and Misspecification for Conditional Expectation
指導教授(中文):林世昌
指導教授(外文):Lin, Eric S.
口試委員(中文):林建甫
林惠玲
口試委員(外文):Lin, Chien-Fu
Lin, Hui-Lin
學位類別:碩士
校院名稱:國立清華大學
系所名稱:經濟學系
學號:100072502
出版年(民國):104
畢業學年度:103
語文別:英文
論文頁數:14
中文關鍵詞:非實驗性資料隨機迴歸誤差項對條件期望值函數的錯誤設定
外文關鍵詞:Nonexperimental DataStochastic RegressionError TermMisspecification for Conditional Expectation
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不失一般性地, 在條件期望值函數是有興趣的條件特徵的情況下, 本文說明為什麼非實驗性資料的性質會使得隨機迴歸的誤差項有不同的意義, 從而允許了對條件期望值函數可能的錯誤設定.
Assuming without loss of generality that conditional expectation is the conditional attribute of interest, we show why the properties of nonexperimental data give rise to a different interpretation of the error term in stochastic mean regression and in turn allow possible misspecification for conditional expectation.
1 Introduction (page 6)

2 The Experimental and The Nonexperimental (page 7)
2.1 Experimental data and classical regression (page 7)
2.2 Nonexperimental data and conditional expectation (page 8)

3 The Role of the Error Term and Misspecification for Conditional Expectation (page 10)
3.1 Decomposition and the error term (page 10)
3.2 Specification for conditional expectation (page 11)
3.3 Remarks on econometrics textbooks (page 12)

4 Reflective Conclusion (page 13)

References (page 13)
Amemiya, T. (1986), Advanced Econometrics, Oxford: Blackwell.

Baltagi, B. (2011), Econometrics, fifth edition, New York: Springer.

Billingsley, P. (1968), Convergence of Probability Measures, first edition, New York: John Wiley & Sons.

Chow, G. (1983), Econometrics, New York: McGraw-Hill.

Dhrymes, P. (1994), Topics in Advanced Econometrics, Volume II, New York: Springer.

Fomby, T. B., R. C. Hill, and S. R. Johnson (1984), Advanced Econometric Methods, New York: Springer.

Greene, W. (2007), Econometric Analysis, sixth edition, New Jersey: Prentice-Hall.

Hayashi, F. (2000), Econometrics, New Jersey: Princeton University Press.

Intriligator, M. D., R. G. Bodkin, and C. Hsiao (1978), Econometric Models, Techniques, and Applications, second edition, New Jersey: Prentice-Hall.

Judge, G. G., R. C. Hill, W. Griffiths, H. Lütkepohl, T.-C. Lee (1982), Introduction to the Theory and Practice of Econometrics, New York: John Wiley & Sons.

Landau, E. (1958), Elementary Number Theory, New York: Chelsea Publishing Company.

Maddala, G. S. (1977), Econometrics, New York: McGraw-Hill.

Ruud, P. (2000), An Introduction to Classical Econometric Theory, New York: Oxford University Press.

Theil, H. (1978), Introduction to Econometrics, New Jersey: Prentice-Hall.

White, H. (1994), Estimation, Inference, and Specification Analysis, Cambridge: Cambridge University Press.

Wooldridge, J. M. (2012), Introductory Econometrics, fifth edition, Massachusetts: Cengage Learning.





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