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1.1EconometricsGNP121.2Ceterisparibus10011ArthurS.Goldberger,EconometricTheoryWiley,NewYork19642P.ASamuelson,T,C.Koopmans,andJ.R.N.Stone,ReportoftheEvaluativeCommitteeforEconometrica,Econometrica,vol.22,no.2,April1954,pp.141-146.(mathematicaleconomics)GNP()1.3(1)(2)(3)(4)(5)(6)(7)(8)UnemploymentRate,UNRLaborForleParticipationRate,LFPRUNRLFPR1.3.1[discouraged-workerhypothesis(effect)]2[added-workerhypothesis(effect)]LFPRLFPR1.3.2(1)(2)(3)1.GNPGNP(quantitative)(qualitative)2.(cross-sectionaldata)10199041GAllupHarris3.(pooleddata)20102020panel(paneldata)(ongitudinalormicropaneldata)4.1A1-119801996CivilianLaborForceParticipationRate,CLFPRCivilianUnemploymentRate,CUNR1GNP-131--1-1(CLFPR)(CUNR)(AHE82)CLFPR()CUNR()AHE82/$AHE821982()EconomicReportofthePresident1997,CLFPRfromTableB-37,p.343,CUNRfromTableB-40,p.346,andAHE82fromTableB-45,p.352.1.3.3CLFPRCUNR(scatterdiagram,orscattergram)1-1CLFPRCUNR1CLFPRB1B2CUNP(1-1)YCLFPRXCUNR1-1B1B2(parameters)2B1(intercept)CUNPCLFPR3B2(slope)CUNPCLFPR41ShellyLungergTheAddedWorkerEffect,JournalofLaborEconomics,vol.3,January1985,pp.11-37.22351-11.3.41-1CUNRCLFPR1-117117uCLFPRB1B2CUNPu1-2u(randomerrorterm)(errorterm)2u1-2(linearregressionmodel)(dependentvariable)(independentvariable)(explanatoryvariable)1-21-1(causation)1-215CUNR(X)1-112randomerror,stochasticerror)KendallStuart1.3.51-1(estimates)1-2B1B2(parameters)69.93550.6458CUNR(1-3)CLFPR1-31-21-11-3B170B20.640.640.64u1-11-369.9369.9311.3.61-319829.719965.45.49.71-1AHE82AHE82CLFPRB1B2CUNPB3AHE82u(1-4)1-41-2(1-4)u1-456761571-497.90.446CUNP3.86AHE821-510.44()3.861()2(1-3)(1-5)(1-5)(1-3)()(1-5)(1-2)()141.3.7(hypothesistesting)1(1-3)(1-5)1.3.8:(1-5)(prediction,forecasting)19975.21.2(1-5)199749.2619975.2171(1-5),721249199767:121-13CLFPR=B1+B2CUNR4CLFPR=B1+B2CUNR+u5CLFPR=69.90.646CUNR6CLFPR=97.90.446CUNR3.86AHE827B20B208CUNRAHE82CLFPR1.4(CLRM)15181(BasicEconometrics,3ded.,McGraw-Hill,NewYork,1995.)1.11.21.31.41.51.61-219801996CPI500S&P(3-mTbill)1-2(CPI,1982~1984=100),(S&P500,19411943=100)3(3-mTbill,)CPIS&P5003-mTbill198082.4118.7811.506198190.9128.0514.029198296.5119.7110.686198399.6160.418.631984103.0160.469.581985107.6186.847.481986109.6236.345.981987113.6286.835.821988118.3265.796.691989124.0322.848.121990130.7334.597.511991136.2376.15.421992140.3415.743.451993144.5451.413.021994148.2460.334.291995152.4541.645.511996156.9EconomicReportofthePresident,1997,TablesB-60,p.368,B-71,p.382,andB-93,p.406.abCPIS&PCPIc1.71-3()1-3(CPI)GM/$CPICPI19801.817582.486.719812.263290.992.219822.428196.597.119832.553999.6100.319()GM/$CPICPI19842.8455103.0102.719852.9420107.6104.819862.1705109.6104.719871.7981113.6104.919881.7570118.3106.319891.8808124.0109.219901.6166130.7112.219911.6610136.2116.219921.5618140.3120.919931.6545144.5125.219941.6216148.2128.6EconomicReportofthePresident,1995,GM/$fromTableB-112,p.402;CPI(1982~1984=100)fromTableB-110,p.400.aERbRPRcERRPRd1://://govinfo.kerr.orst.edu(NationalBureauofEconomicResearch,NBER)NBER://~psid://://(SurveyofCurrentBusiness)10://(WorldFactBook)(HandbookofInternationalstatistics)(DOE)://://://://://stats.bls.gov:80/://://://:Microeconomics98/99,ed.DonCole,Dushkin/McGraw-Hill,Connecticut,19983234(1)(2)2(3)t(4)F44333242.12.1.1iXi=1n(i=n)XiXiX2.1.21.k:XX∑Xi∑Xi=X1i=1i=n∑+X2+L+Xn2215nnn=4k=32.k3.4.ab1232.22.2.1(statisticalorrandomexperiment)12.2.2populationorsamplespace4(a∑+bXi)=na+bXi∑(Xi∑+Yi)=Xi∑+Yi∑kXi∑=kXi∑3=4×3=12i=14∑k=nki=1i=n∑123456(1000)(10070)2.1HTHHHTTHTTHHHT2.21PaulNewbold,StatisticsforBusinessandEconomics,4thed.,Prentic-Hall,EnglewoodCliffs,N.J.,1995,p.75.4O1O2O3O42.2.3(samplepoint)2.2HHHTTHTT2.3O1O2O3O42.2.4(events)(mutuallyexclusive)2.3O1(equallylikely)(collectivelyexhaustive)HHHTTHTT2.3O1O2O3O419892.3A16O1OO3O42.3A2.2HTTHA(HTTHHHHTTHTT)BHHB(HHHHHTTHTT)2.42.2HHHTTHTT1TT0TH1TH1HT1HH22.51*1=0.254m217stochasticorrandomvariabler.vr.v30122.33012XYZX1X2X3(discreterandomvariable)012012(continuousrandomvariable)60722.42.4.1nAmA(probability)P(A)(2-1)(1)(2)1/2HT521/5213/52(prioridefinition)1/21PA=_mn=A1234561/6m=1n=62.6120002.4.22-1200(1)(2)(3)(4)=(3)/200095001019150020292500303935100.050404945200.100505955350.175606965500.250707975450.225808985300.150909995__10_______0.0502001.0nnmAnAPAm/n12-14(1)01A0PA12-2PA=0APA=1A012-1(2)ABCPA+B+C+=PA+PB+PC+2-33.ABC1182-12002-1(frequencydistribution)3(absolutefrequencies)4(rela