Bai Tap Dung e Views

8/13/2019 Bai Tap Dung e Views

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BI TP MN KINH T L NGS DNG EVIEWS

L I NIU :

Ti liu tham kho

1. Bi tp kinh t l ng ( problem sets) ca khoa Kinh t HQG TPHCM2. Bi tp Kinh t l ng ca tr ng HDL Hng V ng3. Bi tp Kinh t l ng ca tr ng i hc Kinh t TPHCM4. Bi tp Kinh t l ng ca tr ng HKTQD- H N i5. B d liu ca Ramanathan (http://dss.ucsd.edu )

Bi 1. Cho s liu v Doanh thu bn l hng ha v d ch v tiu dng (Doanh thu-DT) v m c thu nh p bnh qunu ng i trong cc doanh nghi p NN(TNBQ) trong 12 n m t 1995-2006 nh sau :

Mcnm TNBQ(nghnng) (DT)Doanh thu (t ng)

1995 478.2 121160

1996 543.2 145874

1997 642.1 161899.7

1998 697.1 185598.1

1999 728.7 200923.7

2000 849.6 220410.6

2001 954.3 245315

2002 1068.8 280884

2003 1246.7 333809.3

2004 1421.4 398524.5

2005 1639.5 480293.5

2006 1829.9 580710.1Ngun s liu: http://www.gso.gov.vn/default.aspx?tabid=393&idmid=3&ItemID=6525

http://www.gso.gov.vn/default.aspx?tabid=395&idmid=3&ItemID=6580

a) c l ng hm h i quy SRF: DT= 1 + 2 TNBQ i +U i v nu ngh a cacc h s hi quy.

b) kim nh gi thit: H 0 : 1 =0H1 : 1 0 v i tin cy 95%

c) Nhn xt m c ph h p ca m hnh v ki m nh xem m hnh c th c s phh p.

d) Kim tra xem m hnh c b a cng tuyn, t t ng quan hay ph ng sai thay ihay khng.

Bi 2. Bi 1


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Bng s liu sau cho bi t t l b vic trn 100 ng i lm vi c (Y t) v t l tht nghip (X t) trong lnh v cch to cng nghi p M trong giai on 1960-1972.

Nam T le bo viecT le that nghiep(%)

1960 1.3 6.21961 1.2 7.8

1962 1.4 5.81963 1.4 5.71964 1.5 51965 1.9 41966 2.6 3.21967 2.3 3.61968 2.5 3.31969 2.7 3.31970 2.1 5.61971 1.8 6.81972 2.2 5.6

a. Hy v th phn b ri (scatter diagram) c a hai t l trnb. Gi s t l b vic c quan h tuyn tnh v i t l tht nghip nh sau:Y t = 1 + 2X t + e t.

Hy c l ng 1, 2, v cho bi t lch chu n ca chng.c. Hy gi i thch (di n gii) cc k t qu ca bn.d. Hy tnh R 2 v gii thch ngh a ca h s ny. Ki m nh s ph h p ca m hnhe. Hy v th ca i l ng sai s e (v i e trn tr c tung v th i gian (n m) trn tr c honh).

Bi 3. Bng s liu sau cho bi t d liu v gi vng (GP), Ch s gi tiu dng (CPI), v Ch s chng khon trnth tr ng chng khon New York (NYSE) trong th i k 1977-1991 M.

Bang 2: Ch so chng khoan, ch so ga tieu dung, va gia vangNam Ga vang tai NewYork Ch so ga Ch so chng khoan

GP($/troy ounce) tieu dung (CPI) (NYSE)

(1982-84 = 100) (Dec. 31, 1965=100)1977 147.98 60.60 53.69

1978 193.44 65.20 53.7

1979 307.62 72.60 58.32

1980 612.51 82.40 68.1

1981 459.61 90.90 74.02

1982 376.01 96.50 68.93

1983 423.83 99.60 92.63

1984 360.29 103.90 92.46

1985 317.30 107.60 108.9

1986 367.87 109.60 136

1987 446.50 113.60 161.7

1988 436.93 118.30 149.91

1989 381.28 124.00 180.02

1990 384.08 130.70 183.46

1991 362.04 136.20 206.33


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a. Hy v th phn b ri (Scatter) c a GP v i CPI v c a NYSE v i CPI trn cng m t th.b. Mt quyt nh u t (mua vng hay mua ch ng khon) c tnh t i vic phng ng a lm pht l

nu gi c a n (hng ha m b n u t vo) v/hay su t sinh l i ca n t nh t l bt k p v i t l lm pht. kim tra gi thit ny, gi s bn quyt nh xy d ng hai m hnh sau y, gi s rng th trong cu (a) g i cho b n thy sau y l thch h p:

GPt =

1 +

1CPI

t + e

t

NYSE t = 2 + 2 CPI t + e t Gi thit ca bn c ng khng, n u ng th gi tr m b n mong i ca 2 l bao nhiu.

c. Cng c ti chnh no phng ch ng lm pht t t h n, vng hay ch ng khon.

Bi 4. Trong kinh t hc v m, c hai l thuy t khc nhau lin quan n hnh vi tiu dng c a dnchng. Theo Keynes, t ng tiu dng (CONS) s ph thuc vo t ng thu nh p (kh dng) (YD).Trong khi , cc nh kinh t hc c in tin rng tiu dng c quan h ngh ch bin v i li su t(RR) trong n n kinh t .

Bang 3: Tieu dung, Thu nhap Kha dung, va Lai suat

Year Consumption Disposable Real

Expenditure Income Interest

(bill. 1982$) (bill.1982$) Rate (%)1955 873.8 944.5 3.43

1956 899.8 989.4 1.86

1957 919.7 1012.1 0.33

1958 932.9 1028.8 1.06

1959 979.4 1067.2 3.57

1960 1005.1 1091.1 2.81

1961 1025.2 1123.2 3.34

1962 1069 1170.2 3.21

1963 1108.4 1207.3 3.05

1964 1170.6 1291 3.09

1965 1236.4 1365.7 2.77

1966 1298.9 1431.3 2.27

1967 1337.7 1493.2 2.63

1968 1405.9 1551.3 1.98

1969 1456.7 1599.8 1.66

1970 1492 1668.1 2.12

1971 1538.8 1728.4 3.09

1972 1621.9 1797.4 3.91

1973 1689.6 1916.3 1.21

1974 1674 1896.6 -2.4

1975 1711.9 1931.7 0.31

1976 1803 2001 2.66

1977 1883.8 2066.6 1.57

1978 1961 2167.4 1.07

1979 2004.4 2112.6 -1.63

1980 2000.4 2214.3 -1.58

1981 2024.2 2248.6 3.8

1982 2050.7 2261.5 7.66

1983 2146 2331.9 8.82


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1984 2246.3 2470.6 8.45

1985 2324.5 2528 7.8

1986 2418.6 2603.7 7.1

S dng s liu trn (d liu t nm 1955-1986), b n hy:a. Xy d ng cc m hnh kinh t cho m i gi thit trn.

b. c l ng cc thng s cho m i m hnh.c. Da trn cc k t qu kinh t l ng ca bn, bn c nh n xt g v gi tr ca hai gi thit trn.

Bi 5. Mt cng ty b o him mu n kim tra m i quan h gia bo him nhn th (INSUR) v i thu nh p gia nh(INC). S liu nh sau

obs INSUR INC

1 90 25

2 165 40

3 220 60

4 145 30

5 114 29

6 175 41

7 145 37

8 192 46

9 395 105

10 339 81

11 230 57

12 262 72

13 570 140

14 100 23

15 210 55

16 243 5817 335 87

18 299 72

19 305 80

20 205 48

a. c L ng mi quan h gia bo him nhn th (INSUR) v thu nh p gia nh (INC).b. Nu thu nh p tng thm 1000 USD th b o him nhn th s tng ln bao nhiu?c. Nu mt thnh vin ban qu n l tuyn b rng, c mi 1000 USD t ng ln v thu nh p s lm t ng

bo him nhn th ln 5000 USD. Li u k t qu c l ng c a bn c h tr cho l i tuyn b nyv i mc ngh a 5%?d. D on mc bo him nhn th cho h gia nh c thu nh p l 100 nghn USD.

Bi 6. Chng ta c l ng mt m hnh h i qui tuy n tnh n Y = + X + , da trn m t mu gm34 quan st v thu c k t qu sau y:

800,0 = v 060,0)( = se

a. Hy xy d ng kho ng tin c y 95% cho h s dc .b. H s dc trn c ngh a thng k mc ngh a 5% hay khng?

Bi 7. Gi s ph ng trnh c a mt ng ng dng gia hai hng ha l

X iY i = 1 + 2X i

a. M hnh ny c ph i l m hnh h i quy tuy n tnh khng ? B n c th c l ng cc thng s cam hnh ny b ng phm mm EVIEWS c khng ?

b. Nu c, bn hy nu c th cc b c thc hin v ch y m hnh trn v i cc s liu sau:

Tiu dng hng ha X 1 2 3 4 5Tiu dng hng ha Y 43 52 81 90 8


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Nu khng c, bn hy gi i thch l do

Bi 8. Nghin c u cc y u t nh h ng tin l ng (theo d liu trong file Data7-2 thu c b d liuRamanathan).

Trong :

WAGE = Thu nh p hng thng (tri u ng/ thng)EXPER = S nm kinh nghi mEDUC = S nm i hcAGE = tu i (nm)GENDER = Gi i tnh (mang gi tr 1 nu l nam)CLERICAL = Lm vi c trong v n phng (mang gi tr 1 nu lm vi c trong v n phng)

WAGE EDUC EXPER AGE GENDER CLERICAL

1345 6 2 38 0 1

2435 4 18 52 1 0

1715 6 4 45 1 0

1461 6 4 58 1 11639 9 3 30 1 0

1345 5 8 43 0 1

1602 7 6 30 0 1

1144 4 3 33 0 0

1566 6 23 51 1 0

1496 4 15 37 1 0

1234 4 9 45 0 1

1345 6 3 55 0 1

1345 5 14 57 0 1

3389 9 16 36 1 0

1839 4 20 60 1 0

981 4 5 35 1 0

1345 9 10 34 0 1

1566 5 4 28 0 1

1187 6 1 25 0 1

1345 7 10 43 0 1

1345 9 2 42 0 1

2167 4 17 47 1 0

1402 11 2 46 1 1

2115 4 15 52 1 0

2218 8 11 64 1 0

3575 11 1 39 1 0

1972 4 1 39 1 0

1234 4 2 40 0 1

1926 5 9 53 1 0

2165 6 15 59 0 0

2365 6 12 35 0 0

1345 9 5 45 0 1

1839 4 14 37 0 0

2613 5 14 37 1 0

2533 11 3 43 1 0


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1602 8 5 32 0 1

1839 9 18 40 0 0

2218 7 1 49 1 0

1529 4 10 43 0 1

1461 1 10 31 1 0

3307 9 22 45 1 0

3833 11 3 31 1 0

1839 4 14 55 1 0

1461 6 5 30 0 1

1433 9 3 28 1 0

2115 6 15 60 0 0

1839 4 13 32 1 0

1288 4 9 58 1 0

1288 6 4 29 0 0

a. Tr c khi ch y hi qui anh/ch hy d bo m i quan h ca cc bi n EXPER, EDUC vAGE, GENDER, CLERICAL v i bin WAGE. L gi i s la chn ca mnh

b. Hy m t d liu : i v i d liu nh l ng tnh cc tham s thng k (trung bnh, ph ng sai,), h s

t ng quan, th i v i d liu nh l ng lp bng thng k t n s

c. Hy xy d ng m hnh tuy n tnh v c l ng cc h s trong m hnh.d. Thc hin tip cc h i qui sau:

EXPER = A 1 + A 2AGE + u i

EDUC = B 1 + B 2AGE + u i

Da trn cc k t qu hi quy c c, anh/ ch nhn xt g v mc a cng tuy n trong b d liu? Gii thch s nhn xt c a mnh

Gi s trong m hnh ban u c hi n t ng a cng tuyn nhng cc tham s u c ngh av mt thng k mc ngh a 5% v th ng k F c ng c ngh a. Trong tr ng h p ny,chng ta c nn lo l ng v hin t ng a cng tuy n khng?

Thc hin tip vic xy d ng m hnh t tng qut n n gin. Gii thch ngh a ca mhnh ti u.

e. Mt sinh vin cho r ng nn b sung thm bi n cho vo. D ng m hnh ngh nh sau:WAGE = 1 + 2EXPER+ 3EDUC + 4AGE + 5GENDER + 6CLERICAL +

7GENDER*EXPER + 8GENDER*EDUC + 12GENDER*AGE+9CLERICAL*EDUC + 10CLERICAL*EXPER + 11CLERICAL*AGE + u i

Cha chy m hnh, theo anh ch cc bi n cho nh vy c ph h p khng? T i sao?(gii thch ngh a tng m hnh)

Hy tm cc tham s ca m hnh theo ph ng php xy d ng m hnh t phc tp n n gin

f. Trong t t c cc m hnh t i u tnh c trn, theo anh/ch m hnh no ph h p nht gii thch cc y u t nh h ng n WAGE

g. Nu anh, ch l ng i phi quyt nh lm sao tng thu nh p bnh qun h ng thng c ang i dn. D a vo m hnh Anh/Ch s gii quyt vn trn nh th no (x p th t utin tng ph ng n v gi i thch l do)

Bi 9. D liu trong Data 4-8 trong b d liu ca Ramanathan v i cc nh ngh a bin nh sau:


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Sub = s ng k thu bao c yu c u lp t cho m i h thng cp truy n hnh (1000 khch hng)home = s h gia nh m m i h thng cp truy n hnh i ngang qua (ngn h )inst = ph l p t ( la/ ln)svc = ph d ch v cho m i h thng ( la/thng)tv = s knh truy n hnh m m i h thng cp cung c p (knh/h thng cp)age = th i gian h thng hot ng (n m)air = s knh truy n hnh m h gia nh nh n c t h thng cpy = thu nh p bnh qun u ng i ( la/ng i)

sub home inst svc tv age air y105 350 14.95 10 16 11.83 13 9839

90 255.631 15 7.5 15 11.42 11 10606

14 31 15 7 11 7.33 9 1045511.7 34.84 10 7 22 6.92 10 8958

46 153.434 25 10 20 26 12 11741

11.217 26.621 15 7.66 18 8.83 8 9378

12 18 15 7.5 12 13.08 8 10433

6.428 9.324 15 7 17 5.58 7 1016720.1 32 10 5.6 10 12.42 8 9218

8.5 28 15 6.5 6 4.92 6 10519

1.6 8 17.5 7.5 8 4.08 6 10025

1.1 5 15 8.95 9 4.25 9 9714

4.355 15.204 10 7 7 10.67 7 929478.91 97.889 24.95 9.49 12 17.58 7 9784

19.6 93 20 7.5 9 8.08 7 8173

1 3 9.95 10 13 0.17 6 89671.65 2.6 25 7.55 6 13.25 5 10133

13.4 18.284 15.5 6.3 11 12.67 5 936118.708 55 15 7 16 5.25 6 9085

1.352 1.7 20 5.6 6 15 6 10067170 270 15 8.75 15 17 5 8908

15.388 46.54 15 8.73 9 6.83 6 9632

6.555 20.417 5.95 5.95 10 5.67 6 899540 120 25 6.5 10 7 5 7787

19.9 46.39 15 7.5 9 11.25 7 88902.45 14.5 9.95 6.25 6 2.92 4 8041

3.762 9.5 20 6.5 6 2.17 5 860524.882 81.98 18 7.5 8 7.08 4 8639

21.187 39.7 20 6 9 12.17 4 8781

3.487 4.113 10 6.85 11 13.08 4 85513 8 10 7.95 9 0.17 6 9306

42.1 99.75 9.95 5.73 8 7.67 5 834620.35 33.379 15 7.5 8 10.33 4 8803

23.15 35.5 17.5 6.5 8 12.25 5 8942

9.866 34.775 15 8.25 11 2 4 859142.608 64.84 10 6 11 13.08 6 9163

10.371 30.556 20 7.5 8 1 6 7683

5.164 16.5 14.95 6.95 8 4 5 7924

31.15 70.515 9.95 7 10 4.67 4 8454


8/22

18.35 42.04 20 7 6 3 4 8429

V i mc ngh a 10%, cc anh/ch hy:

a) Vit ph ng trnh h i qui tng th v phn tch m i quan h gia k vng ca s ng k thu bao(sub) v i cc bi n khc trong d liu.

b) c l ng m hnh h i qui a bin bng Eview.c) V i m hnh c l ng cu 2, cc anh/ch hy th c hin kim nh tng tham s v cho bi t nhngbin no khng nh h ng n bin ph thuc sub.

d) Anh/ch hy th c hin li bng php ki m nh Wald v cho bi t cc bi n c lp cu c c ng th ikhng nh h ng bin ph thuc khng?

e) Xy d ng m hnh theo ph ng php t phc tp n n gin v cho bi t m hnh no l m hnh t iu. V sao? (c cc ki m nh cn thit)

f) Gii thch ngh a ca m hnh t i u.g) Anh/ch hy c l ng cc tham s v i m hnh tuy n tnh. Theo anh/ch

M hnh trn c b a cng tuy n khng ? M hnh trn c b HET khng? M hnh trn c b AR khng ?Nu c anh/ch hy th c hin vic iu tr .

h) Mt bn khc ni r ng nn thay m hnh trn b ng m hnh khc nh a thc, log kep, bn log, ho c k th p c 3 m hnh trn. N u phi la chn anh/ch s chn m hnh no? T i sao?

i) Theo anh/ch c bi n php no tng l ng ng k thu bao c yu c u lp t cho m i h thng cptruyn hnh.

Bi 10. D liu trong Data 4-9 trong b d liu ca Ramanathan v i cc nh ngh a bin nh sau:

DEP su (m)

HLTH Chi u cao (m)

MPUBAS V n tc n c vo (m 3 /giy)

MSSEC V n tc n c ra (m 3 /giy)

RACE Gi thnh n v ( /m 3)

RETRD Chi u rng (m)

UNEMP Kch th c vi n c (mm)

retrd hlth mssec mpubas unemp dep race14.9 6.2 3678 1875 7.7 32.6 26.615.6 1.6 3465 2541 9.5 38.9 21.6

13.8 4.5 4399 2313 5.8 29.9 17.116.7 7.6 3684 1854 6.8 31.7 16.711.3 4.3 4187 3003 6.6 27.6 23.2

5.7 2.8 3943 2322 4.9 30.9 10.8

9.6 3 4392 3045 4.9 29.9 9.5

12.3 3.8 4210 2402 6.6 30.8 17.513 5.1 3715 2988 6.5 12.6 72.815 5.2 4395 2390 4.9 23.9 15.9


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11.3 2.6 3964 3079 4.5 35.2 649.7 3.5 4082 2194 7.9 36.2 4.4

7.9 3.7 4225 2058 7.5 33.3 8.5

7 3.2 4059 2504 5.2 32.7 2.7

7.1 3.3 4109 2316 4 31.2 8.418.2 7.1 3809 2212 8.9 34.5 7.615.8 5.4 3618 2176 5.8 33.3 29.8

13.8 5.1 3905 2083 7.8 33 1

13.4 3.9 4052 2462 5.8 30.6 24.3

9.8 3.6 4118 2680 4.8 28.4 6.18.5 2.6 4006 2493 5.5 33.5 3.3

17.3 6.9 3449 1984 7.2 32.8 34.9

10.8 4.4 4013 2002 6.8 30.2 11.310.5 3.1 4007 2219 8.7 33.7 5.8

5.4 2.5 3933 2400 3.6 32.6 4.89 2.9 4050 2330 6.2 27.1 11.9

7.5 3.3 4025 2190 4.7 32.7 1.1

14.8 4.4 3854 2225 7.1 34.7 24.911.9 5.4 3628 2054 5.6 31.8 23.7

6.6 2.3 3815 2139 5.6 35.6 4.212.1 5.5 3867 2336 4.4 31.4 13.8

11.4 4.1 4225 2474 8.5 28.9 5.312.3 4.8 4350 2630 7.8 29.9 9.7

6.3 4.6 4203 2629 7.3 28.4 5.112.5 5.4 3636 1934 6.2 34 30.2

7 2.5 3811 2181 5.4 33.6 7.3

14.2 6.2 3750 1874 7.4 31.8 15.86 2.7 4219 2541 5.4 42.6 5.3

10.6 4.2 4061 2541 6.3 32.5 0.816.1 4.6 3818 2198 4.7 31.5 20.3

6.7 3.7 4180 2672 7.6 29.6 8.2

18.7 7.5 4185 2337 8.8 33.8 3.68.3 2.9 4322 2834 6.7 33.1 5.5

7.7 2.1 3931 2196 4.3 36.5 4.7

V i mc ngh a 5%, cc anh/ch hy:

a) Vit ph ng trnh h i qui tng th v phn tch m i quan h gia k vng ca Vn tc n c ra v icc bi n khc trong d liu.

b) c l ng m hnh h i qui a bin bng Eview.c) V i m hnh c l ng cu 2, cc anh/ch hy th c hin kim nh tng tham s v cho bi tnhng bin no khng nh h ng n bin ph thuc MSSEC.d) Anh/ch hy th c hin li bng php ki m nh Wald v cho bi t cc bi n c lp cu c c ng

th i khng nh h ng bin ph thuc khng?e) Xy d ng m hnh theo ph ng php t phc tp n n gin v cho bi t m hnh no l m

hnh t i u. V sao? (c cc ki m nh cn thit)f) Gii thch ngh a ca m hnh t i u.

Bi 11.


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11/22

10.846 67.088

43.144 291.69

22.328 148.626

23.306 168.778

19.741 148.23

10.066 75.257

26.72 181.32217.823 131.884

9.137 69.841

9.149 67.253

4.496 34.818

9.037 66.759

0.963 7.228

1.129 8.071

2.691 20.431

4.57 33.449

1.504 11.114

11.401 84.009

1.559 10.226

13.334 96.314

2.263 18.243

11.137 88.167

5.014 41.73311.878 89.568

27.732 187.754

5.297 41.645

8.729 62.725

6.126 47.859

2.865 24.286

3.092 24.763

5.992 45.044

4.556 35.342

32.855 224.455

1.165 9.168

1.58 12.478

0.895 6.198

7.366 52.167

2.119 17.171

6.107 47.3052.524 21.057

3.456 22.041

11.94 81.105

5.145 39.711

62.48 453.941

1.504 9.747

2.472 18.399

a. Tr c khi ch y hi qui anh/ch hy d bo m i quan h ca thu v thu nh p. L gi i s la chn camnh.

b. c l ng cc h s trong m hnh tuy n tnh.c. Hy v cc th cn thit v ki m tra xem m hnh c b HET khng ?d. Thc hin kim nh white kim tra l i k t lun cu c.e. Nu m hnh trn b HET theo cc anh/ch lm cch no iu tr cho m hnh trn. a ra ph ng

php m anh ch cho l ph h p v gi i thch k t qu ca m hnh.

Bi 13. Xem xt d liu v din tch nh h ng nh th no n gi nh c trnh by trong file DATA3-1 thu cb d liu ca Ramanathan. Trong :

PRICE = Gi nh (l ng vng)SQRT = Di n tch nh (m 2)

price sqft

199.9 1065228 1254235 1300285 1577239 1600293 1750285 1800365 1870295 1935290 1948385 2254505 2600

425 2800415 3000

V i mc ngh a 5%, anh/ch hy:

a. Hy th c hin thng k m t cho b d liu trnb. Hy c l ng cc tham s trong m hnh tuy n tnh. Anh/ ch hy dng cc th cho bi t m hnh

trn c b bnh HET khng ?c. Thc hin kim nh white kim tra l i k t lun cu b.


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d. Nu m hnh trn b HET theo cc anh/ch lm cch no iu tr cho m hnh trn. a ra ph ngphp m anh ch cho l ph h p v gi i thch k t qu ca m hnh.

Bi 14. Cho m hnh cc y u t tc ng n l ng (theo d liu trong file DATA6-4 thu c b d liu caRamanathan).Trong :

Wage = L ng (tri u ng/thng)Exper = Thm nin (n m)Educ = Th i gian i hc (n m)Age = tu i

WAGE EDUC EXPER AGE1345 6 2 38

2435 4 18 52

1715 6 4 45

1461 6 4 581639 9 3 30

1345 5 8 431602 7 6 30

1144 4 3 33

1566 6 23 511496 4 15 37

1234 4 9 45

1345 6 3 551345 5 14 57

3389 9 16 361839 4 20 60

981 4 5 35

1345 9 10 34

1566 5 4 28

1187 6 1 251345 7 10 43

1345 9 2 422167 4 17 47

1402 11 2 462115 4 15 52

2218 8 11 643575 11 1 39

1972 4 1 39

1234 4 2 40

1926 5 9 532165 6 15 59

2365 6 12 351345 9 5 45

1839 4 14 37

2613 5 14 372533 11 3 43

1602 8 5 32

1839 9 18 402218 7 1 49

1529 4 10 431461 1 10 31

3307 9 22 45

3833 11 3 31

1839 4 14 55

1461 6 5 301433 9 3 28

2115 6 15 601839 4 13 32

1288 4 9 581288 6 4 29

a. Hy th c hin thng k m t cho b d liu trnb. Hy c l ng cc tham s trong m hnh tuy n tnh. Anh/ ch hy dng cc th cho bi t m hnh

trn c b bnh HET khng ?c. Thc hin kim nh white kim tra l i k t lun cu b.d. Nu m hnh trn b HET theo cc anh/ch lm cch no iu tr cho m hnh trn. a ra ph ng


Bi 15. Cho m hnh m i quan h gia l ng theo thm nin (theo d liu trong file DATA8-1 thu c b d liuca Ramanathan).Trong :

Salary = L ng hin tiYear = S nm lm vi c


13/22

SALARY YEARS52 1

50 1

50 1

53 253 2

52.5 2

48.7 2

50.25 2

50.25 251 2

55 3

53 3

52 352.4 3

50 3

50.5 3

50 350 351 3

48.2 4

50.5 4

50.5 445.8 4

47.2 4

50 4

51 447.9 5

51 5

55 5

47.9 546 5

54.445 5

51.85 5

55 6

55 663.3 6

50.7 6

60 6

54 651.3 7

70 7

65 7

62.4 774 7

52.65 7

51.75 7

54 7

53.9 856.5 8

Gi s m hnh h i quy t ng th c dng(PRF) : Salary =1 + 2 Year + ut

a. Tr c khi ch y hi qui anh/ch hy d bo m i quan h ca cc h s 2, 3 . L gi i s la chn camnh.

b. c l ng cc h s trong m hnh.c. Hy v cc th cn thit v ki m tra xem m hnh c b HET khng ?d. Thc hin kim nh white kim tra l i k t lun cu c.e. Nu m hnh trn b HET theo cc anh/ch lm cch no iu tr cho m hnh trn. a ra ph ng


Bi 16. Cho m hnh m i quan h gia s pht minh sng ki n theo chi ph dnh cho vi c pht minh (theo d liutrong file DATA3-3 thu c b d liu ca Ramanathan).Trong :

Patents = S pht minh sng ki nR&D = Chi ph dnh cho vi c nghin c u v pht tri n

YEAR PATENTS R&D1960 84.5 57.941961 88.2 60.591962 90.4 64.441963 91.1 70.661964 93.2 76.831965 100.4 801966 93.5 84.821967 93 86.841968 98.7 88.811969 104.4 88.28

1970 109.4 85.291971 111.1 83.181972 105.3 85.071973 109.6 86.721974 107.4 85.451975 108 83.411976 110 87.44

1977 109 90.111978 109.3 94.51979 108.9 99.281980 113 103.641981 114.5 108.771982 118.4 113.961983 112.4 121.721984 120.6 133.331985 127.1 144.781986 133 148.391987 139.8 150.9

1988 151.9 154.361989 166.3 157.191990 176.7 161.861991 178.4 164.541992 187.2 166.71993 189.4 165.2


14/22

a. Tr c khi ch y hi qui anh/ch hy d bo m i quan h ca cc h s gia cc bi n c lp nh h ngnh th no n bin ph thuc. L gi i s la chn ca mnh.

b. Thc hin cc th ng k m t , ma tr n t ng quan gi a cc bi n v v cc th th hin mi quan h gia bin c lp v bi n ph thuc. Anh/ch c nh n xt g v cc k t qu trn?

c. Anh/ch hy c l ng cc tham s v i m hnh tuy n tnh. Theo anh/ch a. M hnh trn c b a cng tuy n khng ?b. M hnh trn c b HET khng?c. M hnh trn c b AR khng ?d. Nu c anh/ch hy th c hin cc ki m nh cn thit v iu tr bnh cho m hnh

d. Bn An ni r ng nn thay m hnh trn b ng m hnh khc nh log kp; B n Thy ni r ng m hnh tr s ph h p h n v s pht minh sng ki n nm nay c khi ph thuc vo s tin dnh cho nghincu pht tri n ca khon 3 n m v tr c; bn Nam ng v i bn Thy v vic s dng m hnh tr nhng ngh m hnh nn thm bi n s pht minh sng ki n ca nm ngoi v n u s pht minhsng ki n nm ngoi c ng c nh h ng n s pht minh sng ki n nm nay. N u phi la chnanh/ch s chn m hnh c a bn no? T i sao?

e. Trong cc m hnh trn theo anh/ch m hnh no l m hnh ph h p nht ? ti sao?f. Theo anh/ch lm cch no tng s pht minh sng ki n.

Bi 17. Bng d liu 4-6 trong b d liu ca Ramanathan cho d liu v cc t l ngho kh v cc y u t tcng n nhng t l ny 58 a ht ca California. Bi n ph thuc l POVRATE c xc nh bngphn trm cc gia nh c thu nh p d i mc ngho kh. Cc bi n c lp bao g m:

UNEMP = T l phn trm tht nghipURB = Ph n trm ca tng dn s thnh th MEDINC = Gi tr trung v ca thu nh p gia nh tnh theo n v ngn USDHIGHSCHL = Ph n trm dn s t 25 tui tr ln c trnh hc vn bc trung h cFAMSIZE = S ng i trong m t h gia nhCOLLEGE = Ph n trm dn s t 25 tui tr ln hon t t ch ng trnh cao ng

povrate urb famsize unemp highschl college medinc8.1 18.3 2.59 5.3 52.6 28.8 45.037

16.7 4.2 2.47 8.2 63.6 24 29.276

6.3 65 2.41 7.2 68.5 14 35.06212.2 31 2.48 9.4 58.1 19.5 28.314

7.5 70.8 2.5 10.5 67.2 14.4 32.211

10.4 31.6 2.84 15.7 51.8 11.1 28.235.5 28.1 2.64 5.6 54.9 31.6 51.651

12.7 58.5 2.63 12.5 60.9 10 26.9925.8 61 2.66 6.1 65.1 20.8 39.823

16.8 37.1 2.96 12.6 49.3 16.9 29.97

14.1 19.5 2.77 15.5 57.5 9.4 27.21612.8 12.4 2.49 8.8 60.5 20 30.357

20.8 40 3.26 21.3 43.5 9.7 25.1479.2 2.7 2.35 8.8 68.2 13.5 30.46

13.7 45.8 2.92 11.8 54.3 13.3 31.71415 45.6 3.08 12.8 56.6 9 27.614

12.3 47.9 2.38 11.1 60.2 10.7 26.563

10.4 29.7 2.66 10 61.1 11.7 31.803

11.6 21.1 2.91 8 46.7 23.3 39.035

13.1 56.9 3.05 14 51.7 11.7 30.0353 5 2.33 4 47.9 44 59.147

10.7 38.1 2.42 6.3 61 16.8 29.468


15/22

11 22.4 2.57 10.9 60.9 17.8 31.27615.4 40.5 3.17 14.6 51.1 12 28.269

11.6 14 2.49 12.4 61 11.2 27.407

6.7 16.1 2.48 12.5 65.9 21.9 35.932

8.5 26.8 2.96 10.9 51.4 21.5 36.2234.6 14.1 2.54 5.9 58.4 22.3 42.7895.8 61.1 2.51 7 64.2 22.1 36.942

5.2 28.6 2.87 4.8 53.4 27.8 51.167

5.3 59.6 2.66 6.8 62.4 22.7 42.805

9.8 19.4 2.41 12 67.6 15.1 29.9678.4 94.3 2.85 10.7 59.5 14.6 37.694

9.8 39.6 2.58 6.3 59.2 23 37.841

7.3 53.5 3.15 17.2 54 14.4 39.63710.3 71.4 2.97 8 60.5 14.9 36.977

8.1 39.7 2.69 6.1 56.6 25.3 39.7989.7 7.4 2.29 5.6 43 35 40.561

12 45.1 2.94 12 55.4 13.2 34.701

6.8 41.9 2.53 5.8 60.4 22.9 37.0864.3 13 2.64 4.2 52.8 31.3 53.43

7.4 25.7 2.73 6 53.4 26.6 41.2895 18 2.81 5.5 49.4 32.6 53.67

6.2 22.8 2.66 8 52.2 29.7 43.1311 36.3 2.58 10.3 64.7 13.7 30.332

5.7 6.2 2.45 10.5 59.6 15.9 29.91111.6 11.5 2.48 12.5 63.2 14.2 26.073

6 53.9 2.88 7 64 18.7 42.392

5.2 33.8 2.55 5.7 59.9 24.5 41.96111.4 48.6 2.91 14.3 55.4 13 32.923

12.2 33 2.75 17.6 56.9 15.4 31.84212.6 33.5 2.6 12.4 62 10.2 25.946

15.1 11.7 2.49 14.5 61.3 12.9 25.009

18 34.7 3.12 17.1 48.4 11.8 26.6976.9 49.6 2.46 8.3 65.3 14.7 31.464

5 29.7 3.02 7 56.4 23 50.091

9.8 27.7 2.63 7.2 48.8 30.3 36.866

16 22.4 2.85 14.1 59 9.5 24.364

a) Tr c khi ch y hi qui anh/ch hy d bo m i quan h ca cc h s gia cc bi n c lp nh h ngnh th no n bin ph thuc, v gi a cc bi n c lp c m i quan h no v i nhau khng. L gi is la chn ca mnh.

b) Thc hin cc th ng k m t , ma tr n t ng quan gi a cc bi n v v cc th th hin mi quan h gia bin c lp v bi n ph thuc. Anh/ch c nh n xt g v cc k t qu trn?

c) Anh/ch hy c l ng cc tham s v i m hnh tuy n tnh. Theo anh/ch M hnh trn c b a cng tuy n khng ? M hnh trn c b HET khng? M hnh trn c b AR khng ?

Nu c anh/ch hy th c hin vic iu tr .d) Mt bn khc ni r ng nn thay m hnh trn b ng m hnh khc nh a thc, log kep, bn log, ho c

k t h p c 3 m hnh trn. N u phi la chn anh/ch s chn m hnh no ? T i sao ?e) Trong cc m hnh trn theo anh/ch m hnh no l m hnh ph h p nht ? ti sao?


16/22

Thng c bang California mu n gim t l ngho kh bang mnh. N u anh ch l tr l ca thngc anh ch s khuyn th ng c nn ch tr ng vo nh ng cng vi c g gim t l ngho xu ng.

Bi 18. xc nh cc y u t nh h ng nh th no n ch tiu tiu dng c nhn vo mua xe m i (PCECARS),dng d liu trong Data 9-12 trong b d liu ca Ramanathan v i cc nh ngh a bin nh sau:

PCECARS = Ch tiu tiu dng c nhn vo mua xe m i (t USD)PCDPY = Thu nh p c nhn bnh qun (ngn USD)POP = Dn s M (triu ng i)CPINEW = Ch s gi tiu dng cho xe h i m i

a. Tr c khi ch y hi qui anh/ch hy d bo m i quan h ca cc h s gia cc bi n c lp nh h ngnh th no n bin ph thuc, v gi a cc bi n c lp c m i quan h no v i nhau khng. L gi is la chn ca mnh.

b. Thc hin cc th ng k m t , ma tr n t ng quan gi a cc bi n v v cc th th hin mi quan h gia bin c lp v bi n ph thuc. Anh/ch c nh n xt g v cc k t qu trn?

c. Anh/ch hy c l ng cc tham s v i m hnh tuy n tnh. Theo anh/ch a. M hnh trn c b a cng tuy n khng ?b. M hnh trn c b HET khng?c. M hnh trn c b AR khng ?d. Nu c anh/ch hy th c hin cc ki m nh v iu tr cn thit

d. Mt bn khc ni r ng nn thay m hnh trn b ng m hnh khc nh a thc, log kep, bn log, ho ck t h p c 3 m hnh trn. N u phi la chn anh/ch s chn m hnh no ? T i sao ?

e. Trong cc m hnh trn theo anh/ch m hnh no l m hnh ph h p nht ? ti sao?f. Trong cc y u t trn theo anh ch yu t no v cng quan tr ng nh h ng n vic mua xe m i ca

ng i dn. N u anh ch cn phi ra quy t nh t ng s l ng xe m i bn ra trong th i gian t i anh/ch s lm g?

Bi 19. Mt nhm sinh vin K05 Khoa Kinh t HQG ti n hnh iu tra 49 ng i ti cng ty ABC v mi quan h gia l ng thng (WAGE) v cc y u t khc nh tui (AGE), s nm i hc k t sau khi t t nghiptrung h c (EDUC), v s nm thm nin cng tc (EXPER) thu c k t qu sau:

WAGE = 632.244 + 142.510 EDUC + 43.225 EXPER - 1.913 AGE + etstat (1.493) (4.088) (3.022) (-0.22)

a. Cho bi t h s xc nh R2 = 0,277 . D a vo cc thng tin c, hy ki m nh tnh c ngh achung c a c m hnh .

b. Kim nh ngh a ca vic a bin EDUC v EXPER vo m hnh mc ngh a 1%.c. T ng t hy ki m nh ngh a ca vic a bin AGE vo m hnh v i mc ngh a 10%.d. Bn hy di n gii v gi tr m ca thng s t ng ng v i bin AGE.e. V gi tr tstat c a AGE th p, c ng i g i b n nn b bin AGE ra kh i m hnh. N u bn nghe

theo l i g i ny, b n s mc phi li xc nh m hnh (specification errors) g? V h u qu ca n s nh hu ng nh th no n tnh khng ch ch ca m hnh c l ng v d bo?

Bi 20.

Mt nh nghin c u x h i hc c l ng m i quan h gia mc l ng v trnh hc vn ca cc nhnvin lm vi c trong m t cng ty theo m hnh sau

WAGEt = 1 + 2EDU t + e t (M hnh 1)

a. Hy nu cc k vng ca bn v du ca cc h s c l ng 1 v 2 trong m hnh.b. Da vo k t xut c cung c p, hy t ng thu t k t qu c l ng ca m hnh (MH 1). D u ca m

hnh 1 c ph h p v i k vng ca bn trong cu a khng? Nh n xt v cht l ng ca m hnh 1.(Bng k t xu t m hnh 1)


17/22

c. Nghi ng c s phn bi t i x khng bnh ng gia Nam v N trong cng ty, nh nghin c u nys dng k thut bin dummy c l ng m hnh sau:

WAGE t = 1 + 2EDU t + 3GENDER + e t (M hnh 2)

Trong GENDER = 1 n u l Nam, v GENDER = 0 n u l N

Hy s dng k t xut m hnh 2 bn d i v cho bi t liu c s phn bi t i x trong cng ty haykhng. Nu r cc c s cho cu tr l i ca bn.

(Bng k t xu t m hnh 2 )

Bi 21. Bng s liu sau trnh by 1 b data iu tra v ch ng trnh MBA c a 25 tr ng dy kinh doanhhng u M. Cc bi n c nh ngh a nh sau:

TUITION : Ti n hc ph n m (nghn dollars)SLRYGAIN : M c tng l ng trung bnh (nghn dollars) cho MBAsZ1 : Kh nng phn tch c a MBA, c nh gi b i ng i tuyn dng theo thang

im t 1 (tt nht) n 4 (km nh t)


18/22

Z2 : Kh nng lm vi c nhm c a cc MBA, c nh gi b i ng i tuyn dng theothang im t 1 (tt nht) n 4 (km nh t)

Z3 : T m nhn (global view) c a MBA, c nh gi b i ng i tuyn dng theo thangim t 1 (tt nht) n 4 (km nh t)

Z4 : nh gi v cht l ng ging dy (teaching evaluation), c nh gi b i chnhhc vin MBA theo thang im t 1 (tt nht) n 4 (km nh t)

Z5 : nh gi v ch ng trnh gi ng dy (curriculum evaluation), c nh gi b ichnh h c vin MBA theo thang im t 1 (tt nht) n 4 (km nh t)

slrygain tuition z1 z2 z3 z4 z555 23.608 1 2 1 2 1

42.9 23.18 1 1 1 1 1

50 23.025 2 1 1 2 255.64 23.84 1 3 1 1 1

45 19.627 1 1 2 1 144.85 23.83 1 2 1 2 2

54 23.1 1 2 1 3 2

42 24.655 1 2 1 3 2

57.75 23.9 1 3 1 2 260 23.7 3 1 2 1 1

33 23.69 2 2 2 3 248 18.963 2 2 3 2 1

41 18.788 2 3 3 1 136 22.5 1 1 2 3 3

32 15.613 2 1 2 2 3

28.75 20.1 3 3 3 1 1

44.18 22.2 1 2 2 1 133.25 22.45 2 1 2 2 237.25 14.332 3 2 3 1 2

33 11.854 3 2 3 3 230 21.24 2 3 2 2 2

43.05 23.13 2 2 2 2 232.35 20.524 2 4 4 1 2

29 21.8 3 3 2 1 1

27 18.95 3 3 1 3 2

a. D kin du cho cc bi n Z.b. Xy d ng dng hm nghin c u cc y u t nh h ng n mc tng l ng trung bnh

SLRYGAIN.c. c l ng v nh n xt v cht l ng m hnh.d. Hy tm m hnh t t nht v nu r l p lun ca bn.

Bi 22. (d a theo s liu ca nhm K03403 L i H u H ng, L ng Cng Tu n, Nguy n Bnh Nguyn )

Da trn vi c iu tra th c t t 36 bn sinh vin cc tr ng Bch Khoa, Nng Lm, T Nhin, X H iNhn V n, Khoa Kinh t HQG nhm sinh vin K03403 Khoa Kinh t HQG l p m hnh nghin c umi quan h gia im trung bnh cu i cng c a mn Kinh t chnh tr (DTB) v S gi t hc trong tu nca sinh vin (GTH).

Obs DTB GTH 1 2 1


19/22

2 4 0.53 5 3

4 5 4

5 5 3

6 5 37 5 1.58 5 1

9 5 1

10 5 5

11 5.5 1.512 6 1

13 6 2

14 6 415 6 1

16 6 117 6.5 3

18 6.5 2

19 7 5

20 7 2.521 7 4

22 7 5

23 7 1

24 7 125 7 626 7 1.5

27 7.5 2.5

28 7.5 5

29 8 3.530 8 4

31 8 5

32 8 533 8 3

34 8 335 8.5 4.5

36 9 5

a. Da vo b s liu trn, c l ng hm h i quy tuy n tnh . Nu ngh a kinh t ca m hnh c l ng va tm c.

b. Tnh ton h s xc nh R 2 . Nhn xt v cht l ng m hnh. Gi i thch nguyn nhn v saodn n h s xc nh R 2 c k t qu nh trn.

c. Tnh ton gi tr t-statistics t ng ng ca tng bin. Cc bi n ny c ngh a thng k mc5% khng?

d. Xy d ng kho ng tin c y ca tng th (v i tin cy 95%) . Nu ngh a ca kho ng tincy va xc nh c.

Bi 23. nghin c u v s tc ng ca FDI v s lao ng n GDP c a Trung Qu c, mt nhm sinh vin l p

Nht 5 K45F KTDN tin hnh thu th p s liu thng k theo n m v i 30 m u quan st t 1978 n 2007v FDI , s lao ng v GDP c a Trung Qu c. Kt qu hi quy nh sau:

a. Vit ph ng trnh h i quy v phn tch ngh a ca k t qu hi quyb. Ni ngh a ca h s xc nh R 2 v ki m nh s ph h p ca m hnh


20/22

c. S lao ng v FDI c th c s tc ng ln GDP c a Trung Qu c hay khng ?d. M hnh c b t t ng quan khng ? N u c, h ng khc phc nh th no ?e. Hi quy ph s lao ng L v FDI, k t qu nh sau :

M hnh c b a cng tuy n khng ? N u c, h ng khc phc nh th no ?

Bi 24. Cho b ng s liu v quy m v n (K) , l ng lao ng (L) , v n FDI v GDP c a 30 n c trn th gi i trongnm 2007 nh sau :

Tn n c K( t USD) L(triu ng i) FDI( t USD) GDP( t USD)

China 2972.146 803.3 758.9 7043

USA 2162.16 146.1 1818 13860

UK 392.901 30.71 1135 2147

France 427.869 27.76 697.4 2067

Germany 521.272 43.63 763.9 2833

Spain 419.496 22.01 439.4 1362

Japan 1064.497 66.7 88.62 4417

Canada 280.28 17.9 398.4 1274

Italy 370.8 24.86 294.8 1800

Russia 402.744 75.1 271.6 2076

India 942.87 516.4 67.72 2965

Thailand 142.45 37.12 69.06 519.9

Korea 335.268 23.99 133 1206


21/22

Vietnam 89 45.73 29.23 222.5

Australia 211.6368 10.9 246.2 766.8

Mexico 290.895 45.38 236.2 1353

Brasil 329.002 99.47 214.3 1838

Singapore 54.3388 2.67 189.7 222.7

Denmark 47.4672 2.9 138.4 204.6

Indonesia 199.5616 108 21.91 845.6

Egypt 94.1542 22.49 37.66 431.9

South Africa 98.196 20.49 90.4 467.6

New Zealand 24.9972 2.23 63.12 112.6

Greece 86.8224 4.94 41.32 326.4

Argentina 115.214 16.1 60.04 523.7

Venezuela 85.09 12.5 45.4 335

Mexico 72.2958 10.91 77.7 357.9

Kenya 12.683 11.85 1.169 57.65

Netherland 127.1411 7.5 450.9 638.9

Nigreria 71.6364 50.13 31.66 294.8

Ngun : http://www.cia.gov v http://www.imf.org

a. c l ng m hnh h i quy iuFDI LK GDP 432.1 =

b. Nu ngh a ca cc h s hi quy.c. M hnh trn l t i u cha ? V sao ?

Bi 25.

a ph ng Din tch(X1)Sn l ng

(Y)Nng sut

(X2)H Ni 56.1 177.1 31.6

V nh Phc 72.1 217.2 30.1Bc Ninh 78.8 250.1 31.7

H Ty 168.2 647.2 38.5

Hi D ng 148.6 665 44.8Hi Phng 93.7 396 42.3

Hng Yn 89.4 394.8 44.2

Thi Bnh 169.4 939.5 55.5

H Nam 72.9 299.4 41.1


22/22

Nam nh 163.5 787.3 48.2Ninh Bnh 80.3 316.8 39.5

H Giang 29.3 81.9 28

Cao B ng 33.4 92.4 27.7

Bc Kn 18 50.5 28.1

Tuyn Quang 40.3 133.7 33.2Lo Cai 33.1 82.5 24.9

Yn Bi 38.5 120.7 31.4

Thi Nguyn 52.9 179.4 30.3

Lng S n 45.4 128.5 28.3Qung Ninh 45.1 116.7 25.9

Bc Giang 109.8 287.7 26.2

Ph Th 70.2 183.6 26.2

Lai Chu 47.4 100.8 21.3

S n La 43.6 99.4 22.8Ho Bnh 43.5 128.7 29.6

Thanh Ho 250.4 848.4 33.9

Ngh An 188.2 572.4 30.4

H T nh 107.2 308.5 28.8Qung Tr 42.3 121.1 28.6

Nng 13.4 53.8 40.1S liu t T ng cc th ng k

a. c l ng hm h i quy Y i = 1+ 2X2 + 3X3 + U i v phn tch ngh a k t qu h quyb. Kim nh s ph h p ca m hnh v i mc ngh a 1%c. M hnh c b a cng tuy n, t t ng quan v ph ng sai thay i hay khng ? N u c,

khc phc nh th no ?Bi 26. Bi 27. Bi 28. Bi 29. Bi 30. Bi 31. Bi 32.

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