Bài tập Kinh tế lượng

TRNG I HC KINH T HU Khoa H thng thng tin kinh t

THI MN KINH T LNG Thi gian lm bi: 90 pht S: 11

I. L thuyt C s liu t qu 1 nm 1993 n qu 4 nm 2005 v mt s bin kinh t sau: GDP: tng sn phm quc ni SL: tng lao ng trong cc ngnh dch v SW: lng bnh qun trong cc ngnh dch v IW: lng bnh qun trong cc ngnh sn xut 1. Ngi ta nhn thy lng bnh qun trong cc ngnh dch v ph thuc vo tng s lao ng, tng sn phm quc ni v lng trong ngnh sn xut theo dng hm m, v h s co dn ca lng ngnh dch v theo tng sn phm quc ni bng 1,5. Hy xy dng m hnh kinh t lng v nu cch phn tch nhn nh trn. 2. Da vo m hnh xy dng cu (1), nu mun c tnh mc thay i (tnh theo %) ca lng trong ngnh dch v khi tng sn phm quc ni v s lao ng trong ngnh dch v cng tng 2% th cn c nhng thng tin g, cng thc tnh th no? 3. C kin cho rng mc lng trong ngnh dch v cn ph thuc vo lng trung bnh ca qu trc. Hy nu cch xy dng m hnh phn tch kin . II. Bi tp Cho kt qu hi quy vi GOLD l gi vng, JPY l gi ng Yn Nht, USD l gi ng la M, EUR l gi ng Euro. Ly = 5 %. Cho kt qu hi quy m hnh [1] nh sau:Dependent Variable: GOLD Method: Least Squares Date: 12/18/06 Time: 02:24 Sample: 1 24 Included observations: 24 Variable C JPY EUR USD R-squared Sum squared resid Durbin-Watson stat

Coefficient

Std. Error t-Statistic 1.4674 -1.3559 0.18122 -1.0783 0.9219 0.10072 1.5967 0.23458 6.8068 0.81354 F-statistic (3,20) 161.5894 Prob(F-statistic) 1.8735 Mean dependent var

Prob. 0.192 0.252

35.5080 0.000 4.5476

Cho hip phng sai ng vi cc h s ca cc bin USD v EUR bng 0,0155. 1. Vit hm hi quy mu cho kt qu c lng trn. 2. Phi chng c ba bin c lp cng tc ng n gi vng? 3. Nu gi la gim mt n v th gi vng thay i th no (yu t khc khng i)? 4. Phi chng gi vng chu nh hng ca la M nhiu hn nh hng ca gi Euro? 5. Kim nh v hin tng t tng quan ca m hnh [1]. Hi quy m hnh [2] sau trn cng b s liu: GOLDt = - 0,882 + 1,7 USDt + e Se (0,7) (0,3) RSS = 168,2 6. Dng kim nh ph hp cho bit nn dng m hnh [1] hay m hnh [2] trong phn tch? 7. Vi m hnh [2], d bo mc ti a gi tr trung bnh ca gi vng khi gi la M l 3 n v? Cho cc gi tr ti hn: ( ( ( ( ( ( ( ( t 019 ) = 1,729; t 020 ) = 1,725; t 021) = 1,721; t 022 ) = 1,717; t 019 ) = 2,093; t 020 ) = 2,086; t 021) = 2,080; t 022 ) = 2,074 , 05 , 05 , 05 , 05 , 025 , 025 , 025 , 025,19 , 20 , 21 , 22 F0(,105 ) = 4,38; F0(,105 ) = 4,35; F0(,105 ) = 4,32; F0(,105 ) = 4,3; F0(,2,18) = 3,55; F0(,2,19 ) = 3,52; F0(,2, 20 ) = 3,49; F0(,2, 21) = 3,47 05 05 05 05

F0(,3,18) = 3,16; F0(,3,19 ) = 3,12; F0(,3, 20 ) = 3,1; F0(,3, 21) = 3,07; F0(,4,18 ) = 2,93; F0(,4,19 ) = 2,9; F0(,4, 20 ) = 2,87; F0(,4, 21) = 2,84 05 05 05 05 05 05 05 051 2 20 2 20 21 21 22 22 02,(05) = 3,841; 02,(05) = 5,99; 02,(025) = 43,17; 0,(925) = 9,59; 02,(025) = 35,48; 02,(975) = 10,28; 02,(025) = 36,78; 02,(975) = 10,98

= 0,05, n = 24, k ' = 1 : d L = 1,273, d U = 1,446; k ' = 2 : d L = 1,188, d U = 1,546; k ' = 3 : d L = 1,101, d U = 1,656

Trng b mnTRNG I HC KINH T HU Khoa H thng thng tin kinh t I. L thuyt THI MN KINH T LNG Thi gian lm bi: 90 pht S 12

Mt n v nghin cu c s liu t qu 1 nm 1982 n qu 4 nm 2005 v mt s bin kinh t: GDP: tng sn phm quc ni (t USD) IM: tng gi tr nhp khu (t USD) UE: t l tht nghip EXC: t gi hi oi (VND/USD) INF: lm pht (%) R: li sut ngn hng 1. C kin cho rng t l lm pht ph thuc vo tng trng kinh t, li sut ngn hng v t gi hi oi, v khi kinh t tng trng 1 t USD th lm pht tng hn 0,2%. Hy xy dng m hnh kinh t lng v nu chi tit cch phn tch nhn nh trn. 2. Theo l thuyt kinh t thng thng, gia t gi hi oi v li sut ngn hng c quan h cht ch vi nhau. Nu th m hnh (1) s c hu qu g? Nu cch kim tra kin . 3. C kin cho rng t l lm pht vo qu 4 thng cao hn cc qu khc 0,7%. Hy xy dng m hnh v nu chi tit cch phn tch kin . II. Bi tp: Cho kt qu hi quy sau mt a phng, vi: M l lng lao ng hot ng trong lnh vc sn xut vt cht (nghn ngi), W: l mc lng bnh qun trong lnh vc sn xut vt cht, S: l lng bnh qun trong cc lnh vc dch v, LM, LW, LS: l logarit c s e ca cc bin tng ng.Ly = 5 %Dependent Variable: LM Method: Least Squares Date: 12/12/06 Time: 03:32 Sample: 1982 2005 Included observations: 24 Variable C LW LS R-squared Sum squared resid Durbin-Watson stat

Coefficient 1,5076 1.0810 -0.62654 161.5894

Std. Error 0.19380 0.058441 0.052753 Mean dependent var F-statistic Prob(F-statistic)

t-Statistic 7.7791 18.4980

Prob. 0.000 0.000 14.5476 1654.2 0.000

Cho hip phng sai ca cc c lng ng vi h s gc = - 0,00135 1. Hy gii thch ngha c lng cc h s gc, kt qu c ph hp vi l thuyt kinh t khng? 2. Sau khi c lng m hnh [1] thu c et v LM . Cho bit kt qu di y c tnh nh th no?t

dng lm g? Cho bit iu g? et = 1 + 2 LWt + 3 LS t + 4 LM t2 + vt (M hnh [2])

3. 4. 5. 6. 7.

2 (1) = 0,053110 ; F (1,20) = 0,045331 Da trn thng tin cu 2, cc c lng c phi l tt nht M hnh gii thch c bao nhiu % s bin ng ca lng lao ng trong lnh vc sn xut vt cht? Tm c lng im ca phng sai sai s ngu nhin? Phi chng lng trong cc ngnh sn xut vt cht tng 1% th lng lao ng trong ngnh sn xut vt cht tng 1%? Nu lng trong c hai ngnh sn xut vt cht v dch v cng tng 1% th lng lao ng trong ngnh sn xut vt cht thay i nh th no?

Cho cc gi tr ti hn: ( ( ( ( ( ( ( ( t 019 ) = 1,729; t 020 ) = 1,725; t 021) = 1,721; t 022 ) = 1,717; t 019 ) = 2,093; t 020 ) = 2,086; t 021) = 2,080; t 022 ) = 2,074 , 05 , 05 , 05 , 05 , 025 , 025 , 025 , 025,19 , 20 , 21 , 22 F0(,105 ) = 4,38; F0(,105 ) = 4,35; F0(,105 ) = 4,32; F0(,105 ) = 4,3; F0(,2,18) = 3,55; F0(,2,19 ) = 3,52; F0(,2, 20 ) = 3,49; F0(,2, 21) = 3,47 05 05 05 05

F0(,3,18) = 3,16; F0(,3,19 ) = 3,12; F0(,3, 20 ) = 3,1; F0(,3, 21) = 3,07; F0(,4,18 ) = 2,93; F0(,4,19 ) = 2,9; F0(,4, 20 ) = 2,87; F0(,4, 21) = 2,84 05 05 05 05 05 05 05 05

1 2 20 2 20 21 21 22 22 02,(05) = 3,841; 02,(05) = 5,99; 02,(025) = 43,17; 0,(925) = 9,59; 02,(025) = 35,48; 02,(975) = 10,28; 02,(025) = 36,78; 02,(975) = 10,98

= 0,05, n = 24, k ' = 1 : d L = 1,273, d U = 1,446; k ' = 2 : d L = 1,188, d U = 1,546; k ' = 3 : d L = 1,101, d U = 1,656 Trng b mnTRNG I HC KINH T HU Khoa H thng thng tin kinh t THI MN KINH T LNG Thi gian lm bi: 90 pht S 13

I. L thuyt Phng k hoch ca mt doanh nghip c cc s liu t thng 1 nm 2001 n thng 12 nm 2005 nh sau: Q: tng sn lng doanh nghip K: tng ngun vn L: tng lao ng s dng TR: tng doanh thu PR: tng li nhun trc thu T: lng thu phi ng 1. C ngi mun phn tch s bin ng ca li nhun sau thu theo tng sn lng, tng doanh thu v cho rng tng doanh thu tng 1 n v th li nhun sau thu tng hn 0,2 n v. Hy xy dng v nu cch phn tch m hnh kinh t lng kim tra nhn nh trn. 2. C kin cho rng do gi bn trn th trng l rt t bin ng, nn tng doanh thu ph thuc vo tng sn lng. Khi iu g s xy ra vi m hnh xy dng cu (1). Hy nu cch phn tch kim tra nhn nh . 3. C kin cho rng phng sai yu t ngu nhin thay i theo tng sn lng. Nu cch kim tra kin , v nu iu l ng hy nu mt cch khc phc khuyt tt tm c. II. Bi tp Cho kt qu hi quy vi E l chi tiu cho mt loi hng ho, INCOM l thu nhp, LE, LINCOM l logarit c s e ca cc bin tng ng. Ly = 5 %Dependent Variable: L Method: Least Squares Date: 12/18/06 Time: 15:24 Sample: 1 24 Included observations: 24 Variable C LINCOM R-squared Adjusted R-squared Durbin-Watson stat

Coefficient Std. Error 0.41703 0.076494 0.85082 0.070238 0.81354 F-statistic (1,22) 0.80910 S.E. of regression 1.2112

t-Statistic

Prob.

0.031518

1. 2. 3. 4.

Vit hm hi quy mu vi cc bin ban u v gii thch ngha kt qu hi quy. Thu nhp c nh hng n chi tiu hng ho ny khng? Hm hi quy c ph hp khng? C th coi y l hm chi tiu cho hng ho thng thng khng? Khi thm PLA, v LPS (LPA v LPS l logarit c s e ca cc bin PA v PS) vi PA l gi hng ho thay th, PS l gi hng ho b sung v c lng li m hnh th thu c h s xc nh bng 0,982. Vy c nn thm hai bin vo khng? 5. Sau khi c lng m hnh [1] thu c et v LEt .c lng m hnh [2]: e = + LINCOM + LE + v . Thu c gi tr F = 4,5331 cho bit gi tr ny c tnh nht 1 2 t 3 t t

th no? Dng lm g? Cho bit iu g? 6. Kim nh hin tng t tng quan ca m hnh [1]. 7. Nu m hnh c t tng quan, hy nu cch khc phc hin tng da trn thng tin c trong bng. Cho cc gi tr ti hn: ( ( ( ( ( ( ( ( t 019 ) = 1,729; t 020 ) = 1,725; t 021) = 1,721; t 022 ) = 1,717; t 019 ) = 2,093; t 020 ) = 2,086; t 021) = 2,080; t 022 ) = 2,074 , 05 , 05 , 05 , 05 , 025 , 025 , 025 , 025

,19 , 20 , 21 , 22 F0(,105 ) = 4,38; F0(,105 ) = 4,35; F0(,105 ) = 4,32; F0(,105 ) = 4,3; F0(,2,18) = 3,55; F0(,2,19 ) = 3,52; F0(,2, 20 ) = 3,49; F0(,2, 21) = 3,47 05 05 05 05

F0(,3,18) = 3,16; F0(,3,19 ) = 3,12; F0(,3, 20 ) = 3,1; F0(,3, 21) = 3,07; F0(,4,18 ) = 2,93; F0(,4,19 ) = 2,9; F0(,4, 20 ) = 2,87; F0(,4, 21) = 2,84 05 05 05 05 05 05 05 051 2 20 2 20 21 21 22 22 02,(05) = 3,841; 02,(05) = 5,99; 02,(025) = 43,17; 0,(925) = 9,59; 02,(025) = 35,48; 02,(975) = 10,28; 02,(025) = 36,78; 02,(975) = 10,98


I. L thuyt Mt n v nghin cu c s liu t qu 1 nm 1982 n qu 4 nm 2005 v mt s bin kinh t: GDP: tng sn phm quc ni EX: tng gi tr xut khu EXC: t gi hi oi(ng VN so vi USD) UE: t l tht nghip INF: lm pht R: li sut ngn hng 1. C kin cho rng tng trng kinh t (tng trng ca GDP) ph thuc vo tng gi tr xut khu, t gi hi oi; v nhn nh rng khi thc y tng trng xut khu th kinh t cng tng trng. Hy xy dng v nu cch phn tch m hnh kinh t lng tng ng nhn nh kin trn. 2. C kin cho rng t gi hi oi tc ng n mc xut khu, do m hnh xy dng cu (1), c hin tng a cng tuyn. Hy trnh by phng php kim tra kin trn. 3. C kin cho rng tng sn phm quc ni trong qu khng ch b tc ng bi lng xut khu trong qu m cn b tc ng bi lng xut khu ca qu trc vi mc mnh hn. Hy iu chnh m hnh trong cu [1] v nu cch kim tra kin .II. Bi tp

Cho kt qu hi quy sau vi LN l li nhun, SL l lng hng bn c (n v: 1.000 sn phm), DT l u t cho pht trin. Ly = 0,05 .Dependent Variable: LN Sample: 1 24 Included observations: 24 Variable Coefficient SL 0.32332 DT 0.32206 C 27.8579 R-squared Adjusted R-squared 0.71704 Durbin-Watson stat 1.5261

Std. Error 0.12329 0.02139 69.3069 F-statistic (2,21) Prob(F-statistic) S.E. of regression

t-Statistic 2.6224 15.051 0.40195

Prob. 0.018 0.693 25.0732 0.000 15.6116

Cho hip phng sai ca hai c lng ng vi hai h s gc bng 0,0075 1. Tnh h s xc nh v gii thch kt qu nhn c. 2. Khi khng bn c hng v khng c u t th thc s c li nhun hay khng? 3. Khi lng bn hng gim i 1 nghn sn phm th li nhun thay i ti a bao nhiu? 4. Khi c lng bn v u t cho pht trin cng tng mt n v th li nhun tng ti a bao nhiu? 5. Khi thm bin AD l chi ph qung co vo m hnh v c lng th h s xc nh tng ln n 0,912. Vy c nn thm qung co vo khng? 6. Dng thng tin c trong bng kt qu kim nh v hin tng t tng quan ca m hnh? 7. Hi quy m hnh [1] thu c et v LN t , c lng m hnh [2]: et2 = 1 + 2 LN t2 + vt thu c:

2 (1) = 3,4316 v F(1,22) = 3,2211. Cc gi tr ny c tnh nh th no? Kt lun nh th no?Cho cc gi tr ti hn: ( ( ( ( ( ( ( ( t 019 ) = 1,729; t 020 ) = 1,725; t 021) = 1,721; t 022 ) = 1,717; t 019 ) = 2,093; t 020 ) = 2,086; t 021) = 2,080; t 022 ) = 2,074 , 05 , 05 , 05 , 05 , 025 , 025 , 025 , 025

,19 , 20 , 21 , 22 F0(,105 ) = 4,38; F0(,105 ) = 4,35; F0(,105 ) = 4,32; F0(,105 ) = 4,3; F0(,2,18) = 3,55; F0(,2,19 ) = 3,52; F0(,2, 20 ) = 3,49; F0(,2, 21) = 3,47 05 05 05 05

F0(,3,18) = 3,16; F0(,3,19 ) = 3,12; F0(,3, 20 ) = 3,1; F0(,3, 21) = 3,07; F0(,4,18 ) = 2,93; F0(,4,19 ) = 2,9; F0(,4, 20 ) = 2,87; F0(,4, 21) = 2,84 05 05 05 05 05 05 05 051 2 20 2 20 21 21 22 22 02,(05) = 3,841; 02,(05) = 5,99; 02,(025) = 43,17; 0,(925) = 9,59; 02,(025) = 35,48; 02,(975) = 10,28; 02,(025) = 36,78; 02,(975) = 10,98


I. L thuyt Phng ti chnh ca mt doanh nghip c cc s liu t qu 1 nm 1994 n qu 4 nm 2005: Q: tng sn lng doanh nghip K: tng ngun vn L: tng lao ng s dng TR: tng doanh thu PR: tng li nhun trc thu T: lng thu phi ng W: lng/1lao ng AD: chi ph cho qung co tip th 1. C kin cho rng lng ca lao ng ph thuc vo sn lng ca doanh nghip, doanh thu, v lng thu phi ng; khi lng s tng khi sn lng tng, nhng s gim khi thu tng. Hy xy dng v phn tch m hnh kinh t lng tng ng kim tra kin trn. 2. Nu cho rng m hnh cu (1) l cha y v cn thm cc bin AD, PR vo m hnh . Hy nu cch kim tra xem vic a thm hai bin vo m hnh c cn thit hay khng? 3. Nu m hnh trong cu (1) c hin tng t tng quan bc 1, hy vit phng trnh sai phn tng qut khc phc hin tng . II.Bi tp Cho kt qu hi quy vi: G lng chi tiu hng may mc trong mt qu; P: Gi hng may mc; Y: thu nhp ca ngi dn. D nhn gi tr bng 1 vi quan st vo qu 4, v D = 0 ng vi cc qu khc. Ly = 0,05 .Dependent Variable: G Sample: 1 24 Included observations: 24 Variable Y P D C R-squared Adjusted R-squared

Coefficient Std. Error 0.20272 0.06433 -1.21933 0.28555 24.339 5.1527 85.8813 12.2974 0.76428 F-statistic (3,20) 0.72892 S.E. of regression

t-Statistic 3.1512 6.9837

Prob. 0.004

21.6155 3.2397

1. 2. 3. 4.

Vit hm hi quy ng vi qu 4 v cc qu khc. Khi thu nhp tng ln, chi tiu may mc tng ln ti a bao nhiu? Nu gi v thu nhp khng i, phi chng chi tiu may mc qu 4 nhiu hn qu khc 30 n v? Nu thu nhp tng 1 n v, gi cng tng 1 n v th chi tiu may mc thay i th no, bit rng hip phng sai c lng hai h s tng ng bng 0.00122. 5. Tm c lng im ca phng sai yu t ngu nhin. 6. Nu b hai bin Y v D ra khi m hnh th thu c m hnh mi c h s xc nh bng 0,412. Vy nn dng m hnh c 3 bin gii thch hay m hnh ch c mt bin gii thch? Ti sao? 7. Hi quy m hnh [1] thu c et v Gt , c lng m hnh [2] et2 = 1 + 2 Gt2 + vt thu c: 2 (1) = 6,4316 v F(1,22) = 4,2211. Cc gi tr ny c tnh nh th no? Phng sai yu t ngu nhin c thay i khng? Nu c, hy nu mt cch khc phc hin tng

Cho cc gi tr ti hn:

( ( ( ( ( ( ( ( t 019 ) = 1,729; t 020 ) = 1,725; t 021) = 1,721; t 022 ) = 1,717; t 019 ) = 2,093; t 020 ) = 2,086; t 021) = 2,080; t 022 ) = 2,074 , 05 , 05 , 05 , 05 , 025 , 025 , 025 , 025 ,19 , 20 , 21 , 22 F0(,105 ) = 4,38; F0(,105 ) = 4,35; F0(,105 ) = 4,32; F0(,105 ) = 4,3; F0(,2,18) = 3,55; F0(,2,19 ) = 3,52; F0(,2, 20 ) = 3,49; F0(,2, 21) = 3,47 05 05 05 05

F0(,3,18) = 3,16; F0(,3,19 ) = 3,12; F0(,3, 20 ) = 3,1; F0(,3, 21) = 3,07; F0(,4,18 ) = 2,93; F0(,4,19 ) = 2,9; F0(,4, 20 ) = 2,87; F0(,4, 21) = 2,84 05 05 05 05 05 05 05 051 2 20 2 20 21 21 22 22 02,(05) = 3,841; 02,(05) = 5,99; 02,(025) = 43,17; 0,(925) = 9,59; 02,(025) = 35,48; 02,(975) = 10,28; 02,(025) = 36,78; 02,(975) = 10,98


I. L thuyt Phng ti chnh ca mt doanh nghip c cc s liu t qu 1 nm 1994 n qu 4 nm 2005: Q: tng sn lng doanh nghip K: tng ngun vn L: tng lao ng s dng TR: tng doanh thu PR: tng li nhun trc thu T: lng thu phi ng W: lng/1lao ng AD: chi ph cho qung co tip th 1. C kin cho rng lng ca lao ng ph thuc vo sn lng ca doanh nghip, doanh thu, v lng thu phi ng; khi lng s tng khi sn lng tng, nhng s gim khi lng thu tng. Hy xy dng v phn tch m hnh kinh t lng tng ng kim tra kin trn. 2. Nu cho rng m hnh cu (1) l cha y v cn thm cc bin AD, PR vo m hnh . Hy nu cch kim tra xem vic a thm hai bin vo m hnh c cn thit hay khng. 3. Nu m hnh trong cu (1) c hin tng t tng quan bc 1, hy vit phng trnh sai phn tng qut khc phc hin tng . II. Bi tp Cho kt qu hi quy vi GOLD l gi vng, JPY l gi ng Yn Nht, USD l gi ng la M, EUR l gi ng Euro. Ly = 5 %. Cho kt qu hi quy m hnh [1] nh sau:Dependent Variable: GOLD Sample: 1 24 Included observations: 24 Variable C JPY EUR USD R-squared Sum squared resid Durbin-Watson stat

Coefficient

0.9219 1.5967 161.5894 0.8735

Std. Error t-Statistic 1.4674 -1.3559 0.18122 -1.0783 0.10072 0.23458 6.8068 F-statistic (3,20) Prob(F-statistic) Mean dependent var

Prob. 0.192 0.252 0.000 35.5080 0.000 4.5476

Cho hip phng sai ng vi cc h s ca cc bin USD v EUR bng 0,0155. 1. Vit hm hi tng th v hm hi quy mu. 2. Phi chng ng Yn Nht khng tc ng n gi vng? 3. Nu gi Euro tng mt n v th gi vng thay i th no (gi s cc yu t khc khng i). 4. M hnh gii thch c bao nhiu % s bin ng ca gi vng? 5. Nu m hnh [1] c t tng quan, hy nu cch khc phc da trn thng tin c trong bng. Hi quy m hnh [2] sau trn cng b s liu: GOLD = - 0,882 + 1,7 USD + e Se (0,7) (0,3) RSS = 168,2 6. Vi m hnh [2], d bo mc ti a gi tr trung bnh ca gi vng khi gi la M l 5 n v? 7. Hi quy m hnh [1] thu c et v GOLDt , c lng m hnh [3] et2 = 1 + 2 GOLDt2 + vt thu c: 2 (1) = 4,0145 v F(1,22) = 4,4907. Cc gi tr ny c tnh nh th no? Phng sai yu t ngu nhin c thay i khng? Nu c, hy nu mt cch khc phc hin tng .

Cho cc gi tr ti hn:( ( ( ( ( ( ( ( t 019 ) = 1,729; t 020 ) = 1,725; t 021) = 1,721; t 022 ) = 1,717; t 019 ) = 2,096; t 020 ) = 2,086; t 021) = 2,080; t 022 ) = 2,074 , 05 , 05 , 05 , 05 , 025 , 025 , 025 , 025 ,19 , 20 , 21 , 22 F0(,105 ) = 4,38; F0(,105 ) = 4,35; F0(,105 ) = 4,32; F0(,105 ) = 4,3; F0(,2,18) = 3,55; F0(,2,19) = 3,52; F0(,2, 20) = 3,49; F0(,2,21) = 3,47 05 05 05 05

F0(,3,18) = 3,16; F0(,3,19 ) = 3,12; F0(,3, 20) = 3,1; F0(,3, 21) = 3,07; F0(,4,18) = 2,93; F0(,4,19 ) = 2,9; F0(,4, 20 ) = 2,87; F0(,4, 21) = 2,84 05 05 05 05 05 05 05 052 1) 2 2 2 20 2 20 2 21 2 21 2 22 2 22 0,(05 = 3,841; 0,(05) = 5,99; 0,(025) = 43,17; 0,(925) = 9,59; 0,(025) = 35,48; 0,(975) = 10,28; 0,(025) = 36,78; 0,(975) = 10,98


Trng b mnTRNG I HC KINH T HU Khoa H thng thng tin kinh t THI MN KINH T LNG Thi gian lm bi: 90 pht S 17

I. L thuyt Mt n v nghin cu c s liu t qu 1 nm 1982 n qu 4 nm 2005 v mt s bin kinh t: GDP: tng sn phm quc ni; EX: tng gi tr xut khu EXC: t gi hi oi (ng VN so vi USD) UE: t l tht nghip INF: lm pht R: li sut ngn hng 1. C kin cho rng tng trng kinh t (tng trng ca GDP) ph thuc vo tng gi tr xut khu, t gi hi oi; v nhn nh rng khi thc y tng trng xut khu th kinh t cng tng trng. Hy xy dng v nu cch phn tch m hnh kinh t lng tng ng nhn nh kin trn. 2. C kin cho rng t gi hi oi tc ng n mc xut khu, do m hnh xy dng cu (1), c hin tng a cng tuyn. Hy trnh by phng php kim tra kin trn. 3. C kin cho rng tng sn phm quc ni trong qu khng ch b tc ng bi lng xut khu trong qu m cn b tc ng bi lng xut khu ca qu trc vi mc mnh hn. Hy iu chnh m hnh trong cu (1) v nu cch kim tra kin .II. Bi tp

Cho kt qu hi quy sau mt a phng, vi M l lng lao ng hot ng trong lnh vc sn xut vt cht (nghn ngi), W l mc lng bnh qun trong lnh vc sn xut vt cht, S l lng bnh qun trong cc lnh vc dch v, LM, LW, LS l logarit c s e ca cc bin tng ng. Ly = 5 %Dependent Variable: LM Sample: 1982 2005 Included observations: 24 Variable C LW LS R-squared Sum squared resid Durbin-Watson stat

Coefficient 1,5076 1.0810 -0.62654 161.5894

Std. Error t-Statistic Prob. 0.193800 7.7791 0.000 0.058441 18.4980 0.000 0.052753 Mean dependent var 14.5476 F-statistic 1654.2 Prob(F-statistic) 0.000

Cho hip phng sai ca cc c lng ng vi h s gc = - 0,00135 1. Vit hm hi quy tng th v hm hi quy mu, kt qu c ph hp vi l thuyt kinh t khng? 2. Sau khi c lng m hnh [1] thu c et v LM t . c lng m hnh [2]: e = + LW + LS + LM 2 + v . Thu c gi tr F (1,20) = 0,053110 ,t 1 2 t 3 t 4 t t

gi tr ny c tnh nh th no? dng lm g? Cho bit iu g? 3. Khi lng trong cc lnh vc dch v tng 1% th lng lao ng trong lnh vc sn xut vt cht thay i th no? 4. Hm hi quy c ph hp khng? 5. Tm c lng im v khong cho phng sai sai s ngu nhin? 6. Nu lng trong lnh vc dch v tng 1% th lng lao ng trong ngnh sn xut vt cht gim 1%? 7. Nu lng trong c hai ngnh sn xut vt cht v dch v cng tng 2% th lng lao ng trong ngnh sn xut vt cht thay i nh th no?Cho cc gi tr ti hn:

( ( ( ( ( ( ( ( t 019 ) = 1,729; t 020 ) = 1,725; t 021) = 1,721; t 022 ) = 1,717; t 019 ) = 2,096; t 020 ) = 2,086; t 021) = 2,080; t 022 ) = 2,074 , 05 , 05 , 05 , 05 , 025 , 025 , 025 , 025 ,19 , 20 , 21 , 22 F0(,105 ) = 4,38; F0(,105 ) = 4,35; F0(,105 ) = 4,32; F0(,105 ) = 4,3; F0(,2,18) = 3,55; F0(,2,19) = 3,52; F0(,2, 20) = 3,49; F0(,2,21) = 3,47 05 05 05 05

F0(,3,18) = 3,16; F0(,3,19 ) = 3,12; F0(,3, 20) = 3,1; F0(,3, 21) = 3,07; F0(,4,18) = 2,93; F0(,4,19 ) = 2,9; F0(,4, 20 ) = 2,87; F0(,4, 21) = 2,84 05 05 05 05 05 05 05 052 1) 2 2 2 20 2 20 2 21 2 21 2 22 2 22 0,(05 = 3,841; 0,(05) = 5,99; 0,(025) = 43,17; 0,(925) = 9,59; 0,(025) = 35,48; 0,(975) = 10,28; 0,(025) = 36,78; 0,(975) = 10,98


Trng b mnTRNG I HC KINH T HU Khoa H thng thng tin kinh t THI MN KINH T LNG Thi gian lm bi: 90 pht S 18

I. L thuyt C s liu t qu 1 nm 1993 n qu 4 nm 2005 v mt s bin kinh t sau: GDP: tng sn phm quc ni SL: tng lao ng trong cc ngnh dch v SW: lng bnh qun trong cc ngnh dch v IW: lng bnh qun trong cc ngnh sn xut 1. Ngi ta nhn thy lng bnh qun trong cc ngnh dch v ph thuc vo tng s lao ng, tng sn phm quc ni v lng trong ngnh sn xut theo dng hm m, v h s co dn ca lng ngnh dch v theo tng sn phm quc ni bng 1,5. Hy xy dng m hnh kinh t lng v nu cch phn tch nhn nh trn. 2. Da vo m hnh xy dng cu (1), nu mun c tnh mc thay i (tnh theo %) ca lng trong ngnh dch v khi tng sn phm quc ni v s lao ng trong ngnh dch v cng tng 2% th cn c nhng thng tin g, cng thc tnh th no? 3. C kin cho rng mc lng trong ngnh dch v cn ph thuc vo lng trung bnh ca qu trc. Hy nu cch xy dng m hnh phn tch kin .

II. Bi tpCho kt qu hi quy vi E l chi tiu cho mt loi hng ho, INCOM l thu nhp, LE, LINCOM l logarit c s e ca cc bin tng ng. Ly = 5 %Dependent Variable: LE Sample: 1 24 Included observations: 24 Variable C LINCOME R-squared Adjusted R-squared Sum squared resid

Coefficient 0.41703 0.85082 0.81354 0.80910

Std. Error t-Statistic 0.076494 0.070238 F-statistic (1,22) S.E. of regression Durbin-Watson stat

Prob.

0.031518 1.2112

1. 2. 3. 4.

Vit hm hi quy mu vi cc bin ban u v gii thch ngha kt qu hi quy. Phi chng khi thu nhp tng 1 n v th chi tiu cho hng ho tng 0,8 n v? C th coi y l hm chi tiu cho hng ho xa x khng? Khi thm PLA, v LPS (LPA v LPS l logarit c s e ca cc bin PA v PS) vi PA l gi hng ho thay th, PS l gi hng ho b sung, th h s xc nh bng 0,982. Vt c nn thm hai bin vo khng? 5. Sau khi c lng m hnh [1] thu c et v LEt . c lng m hnh [2]: et = 1 + 2 LINCOM t + 3 LE t2 + vt . Thu c gi tr 2 (1) = 5,3110 , gi tr ny c tnh nh th no?

dng lm g? Cho bit iu g? 6. M hnh [1]c t tng quan khng? Nu c hy nu cch khc phc hin tng da trn thng tin c trong bng. 7. Tm c lng im ca phng sai s ngu nhin trong m hnh [1].


F0(,3,18 ) = 3,16; F0(,3,19 ) = 3,12; F0(,3, 20 ) = 3,1; F0(,3, 21) = 3,07; F0(,4,18) = 2,93; F0(,4,19 ) = 2,9; F0(,4, 20 ) = 2,87; F0(,4, 21) = 2,84 05 05 05 05 05 05 05 052 1) 2 2 2 20 2 20 2 21 2 21 2 22 2 22 0,(05 = 3,841; 0,(05) = 5,99; 0,(025) = 43,17; 0,(925) = 9,59; 0,(025) = 35,48; 0,(975) = 10,28; 0,(025) = 36,78; 0,(975) = 10,98


Trng b mnTRNG I HC KINH T HU Khoa H thng thng tin kinh t I. L thuyt THI MN KINH T LNG Thi gian lm bi: 90 pht S 19

C s liu t qu 1 nm 1993 n qu 4 nm 2005 v mt s bin kinh t sau: GDP: tng sn phm quc ni SL: tng lao ng trong cc ngnh dch v SW: lng bnh qun trong cc ngnh dch v IW: lng bnh qun trong cc ngnh sn xut 1. Ngi ta nhn thy lng bnh qun trong cc ngnh dch v ph thuc vo tng s lao ng, tng sn phm quc ni v lng trong ngnh sn xut theo dng hm m, v h s co dn ca lng ngnh dch v theo tng sn phm quc ni bng 1,5. Hy xy dng m hnh kinh t lng v nu cch phn tch nhn nh trn. 2. Da vo m hnh xy dng cu (1), nu mun c tnh mc thay i (tnh theo %) ca lng trong ngnh dch v khi tng sn phm quc ni v s lao ng trong ngnh dch v cng tng 2% th cn c nhng thng tin g, cng thc tnh th no? 3. C kin cho rng mc lng trong ngnh dch v cn ph thuc vo lng trung bnh ca qu trc. Hy nu cch xy dng m hnh phn tch kin . II. Bi tp Cho kt qu hi quy sau vi LN l li nhun, SL l lng hng bn c (n v: 1.000 sn phm), DT l u t cho pht trin. Ly = 0,05 .Dependent Variable: LN Sample: 1 24 Included observations: 24 Variable SL DT C R-squared Adjusted R-squared Durbin-Watson stat

Coefficient 0.32332 0.32206 27.8579 0.71704 1.5261

Std. Error t-Statistic 0.12329 2.6224 0.02139 15.051 69.3069 0.40195 F-statistic (2,21) Prob(F-statistic) S.E. of regression

Prob. 0.018 0.693 25.0732 0.000 15.6116

Cho hip phng sai ca hai c lng ng vi hai h s gc bng 0,0075 1. Vit hm hi quy mu v c lng im li nhun khi lng bn l 50, u t cho pht trin l 40 n v. 2. Cho bit hai yu t u t v lng bn gii thch c bao nhiu % s bin ng ca li nhun? 3. Khi u t cho pht trin gim i 1 n v th li nhun thay i ti a bao nhiu? 4. Khi c lng bn v u t cho pht trin cng tng mt n v th li nhun tng ti thiu bao nhiu? 5. Khi mc u t tng thm 1 n v th li nhun c tng tng ng nh vy khng? 6. Dng thng tin c trong bo co kim nh v hin tng t tng quan ca m hnh? 7. Hi quy m hnh [1] thu c et v LN t ; c lng m hnh [2] et2 = 1 + 2 LN t2 + vt thu c: 2 (1) = 4,6521 v F(1,22) = 5,4718. Cc gi tr ny c tnh nh th no? Kt lun g?


F0(,3,18 ) = 3,16; F0(,3,19 ) = 3,12; F0(,3, 20 ) = 3,1; F0(,3, 21) = 3,07; F0(,4,18) = 2,93; F0(,4,19 ) = 2,9; F0(,4, 20 ) = 2,87; F0(,4, 21) = 2,84 05 05 05 05 05 05 05 052 1) 2 2 2 20 2 20 2 21 2 21 2 22 2 22 0,(05 = 3,841; 0,(05) = 5,99; 0,(025) = 43,17; 0,(925) = 9,59; 0,(025) = 35,48; 0,(975) = 10,28; 0,(025) = 36,78; 0,(975) = 10,98


Trng b mn


THI MN KINH T LNG Thi gian lm bi: 90 pht S 20

I. L thuyt Mt n v nghin cu c s liu t qu 1 nm 1982 n qu 4 nm 2005 v mt s bin kinh t: GDP: tng sn phm quc ni (t USD) IM: tng gi tr nhp khu (t USD) UE: t l tht nghip EXC: t gi hi oi (VND/USD) INF: lm pht (%) R: li sut ngn hng 1. C kin cho rng t l lm pht ph thuc vo tng trng kinh t, li sut ngn hng v t gi hi oi, v khi kinh t tng trng 1 t USD th lm pht tng hn 0,2%. Hy xy dng m hnh kinh t lng v nu chi tit cch phn tch nhn nh trn. 2. Theo l thuyt kinh t thng thng, gia t gi hi oi v li sut ngn hng c quan h cht ch vi nhau. Nu th m hnh (1) s c hu qu g? Nu cch kim tra kin . 3. C kin cho rng t l lm pht vo qu 4 thng cao hn cc qu khc 0,7%. Hy xy dng m hnh v nu chi tit cch phn tch kin .II. Bi tp

Cho kt qu hi quy vi: G lng chi tiu hng may mc trong mt qu; P: Gi hng may mc; Y: thu nhp ca ngi dn. D nhn gi tr bng 1 vi quan st vo qu 4, v D=0 ng vi cc qu khc. Ly = 0,05 .Dependent Variable: G Sample: 1 24 Included observations: 24 Variable Y P D C R-squared Adjusted R-squared Durbin-Watson stat

Coefficient 0.20272 -1.21933 24.339 85.8813 0.76428 0.72892 1.8264

Std. Error t-Statistic Prob. 0.06433 3.1512 0.004 0.28555 5.1527 12.2974 6.9837 F-statistic (3,20) 21.6155 Prob(F-statistic) 0.000 S.E. of regression 3.2397

1. 2. 3. 4.

Vit hm hi quy tng th v hi quy mu ng vi qu 4 v cc qu khc. Phi chng khi thu nhp tng ln 1 n v th cu chi tiu cho may mc tng khng qu 0,25 n v? Nu gi v thu nhp khng i, phi chng chi tiu may mc qu 4 nhiu hn qu khc 30 n v? Nu thu nhp tng 1 n v, gi cng tng 1 n v th chi tiu may mc thay i th no, bit rng hip phng sai c lng hai h s tng ng bng 0.00122. 5. Dng thng tin c trong bo co kim nh v hin tng t tng quan ca m hnh. 6. Nu b bin D ra khi m hnh th thu c m hnh mi c h s xc nh bng 0,537. Vy nn dng m hnh c 3 bin gii thch hay m hnh ch c 2 bin gii thch? Ti sao? 7. Hi quy m hnh [1] thu c et v Gt , c lng m hnh [2] et2 = 1 + 2 Gt2 + vt thu c:

2 (1) = 6,4316 v F(1,22) = 4,5211. Cc gi tr ny c tnh nh th no? Phng sai yu t ngu nhin c thay i khng? Nu c hy nu mt cch khc phc hin tng Cho cc gi tr ti hn:( ( ( ( ( ( ( ( t 019 ) = 1,729; t 020 ) = 1,725; t 021) = 1,721; t 022 ) = 1,717; t 019 ) = 2,096; t 020 ) = 2,086; t 021) = 2,080; t 022 ) = 2,074 , 05 , 05 , 05 , 05 , 025 , 025 , 025 , 025 ,19 , 20 , 21 , 22 F0(,105 ) = 4,38; F0(,105 ) = 4,35; F0(,105 ) = 4,32; F0(,105 ) = 4,3; F0(,2,18) = 3,55; F0(,2,19) = 3,52; F0(,2, 20) = 3,49; F0(,2,21) = 3,47 05 05 05 05

F0(,3,18) = 3,16; F0(,3,19 ) = 3,12; F0(,3, 20) = 3,1; F0(,3, 21) = 3,07; F0(,4,18) = 2,93; F0(,4,19 ) = 2,9; F0(,4, 20 ) = 2,87; F0(,4, 21) = 2,84 05 05 05 05 05 05 05 052 1) 2 2 2 20 2 20 2 21 2 21 2 22 2 22 0,(05 = 3,841; 0,(05) = 5,99; 0,(025) = 43,17; 0,(925) = 9,59; 0,(025) = 35,48; 0,(975) = 10,28; 0,(025) = 36,78; 0,(975) = 10,98


Trng b mn



I. Mt n v nghin cu nhu cu hng may mc ca h gia nh trong khong thi gian 1980 n 2005 cung cp s liu v mt s bin sau: D: lng cu v hng may mc ca h gia nh trong nm; CT: chi tiu ca h gia nh trong nm; P1: gi hng may mc; P2: gi ca lng thc phm; Y: thu nhp ca h gia nh trong nm; D(-1): lng cu hng may mc ca h gia nh nm trc 1. C kin cho rng lng cu v hng may mc ca h gia nh trong nm ph thuc vo gi hng may mc, lng cu hng may mc ca h gia nh nm trc v thu nhp ca h gia nh. Hy xut m hnh v nu cch phn tch kin rng khi thu nhp ca gia nh tng th lng cu v may mc cng tng. 2. Cho rng m hnh xy dng trn c hin tng t tng quan do s liu nm nay ph thuc vo c s liu ca nm trc. Hy nu mt cch pht hin t tng quan bc 1 trong m hnh trn. 3. C kin cho rng kch cu may mc trong nm nay cc nh sn xut hng may mc nn c chnh sch h gi khuyn mi. Theo anh ch cn c vo yu t no trong m hnh cc nh sn xut c chnh sch trn. II. Cho kt qu hi quy sau vi S l din tch trng ma, PM l li nhun trung bnh cho mt n v din tch trng ma, PK l li nhun khi trng cy khc, LnS, LnPM v LnPK l logarit c s t nhin ca cc bin tng ng. Cho mc ngha 5%.Dependent Variable: LnS Included observations: 17 Variable Coefficient C 1.5076 LnPM 1.0810 LnPK -0.6265 R-squared 0.90778 Adjusted R-squared 0.89461 S.E. of regression 0.02914 Durbin-Watson stat 1.6635 Std. Error t-Statistic Prob. 0.1938 0.0584 0.0527 Mean dependent var 7.4828 S.D. dependent var 0.089767 F-statistic Sum squared resid 0.01189

1. Vit hm hi quy mu v cho bit ngha ca cc h s hi quy ring? 2. Li nhun trng ma tng ln bao nhiu th din tch trng ma c tng ln by nhiu khng? 3. Khi li nhun trng cy khc tng 1% th din tch trng ma gim trong khong no? 4. Cho rng c li nhun trng ma v li nhun trng cy khc u khng nh hng ti din tch trng ma c ng khng? 5. Khi hi quy bin LnPM theo LnPK c h s chn th thu c h s gc bng 0.031 v lch chun tng ng l 0.0261. Kt qu cho bit iu g? 2 3 6. Cho m hnh hi quy ph sau: LnS = + LnPM + LnPK + LnS + LnS + V (*) Thu c R2 = 0.9201, trong LnS l gi tr c lng ca LnS. Cho bit m hnh trn dng lm g v cho kt lun nh th no i vi m hnh ban u?

( )

1

2

3

4

( )

5

( )

7. Da vo gi tr thng k Durbin Watson kt lun g v hin tng t tng quan ca m hnh? Cho cc gi tr ti hn: 14 t 0.025 = 2.145 F0.05 (2, 14) = 3.7414 t 0.05 = 1.761 15 t 0.025 = 2.131

F0.05 (3, 14) = 3.34

Trng b mn

F0.05 (2, 15) = 3.68 DL =1.015 , DU = 1.536 (n=17, k=2) DL =0.897 , DU = 1.710 (n=17, k=3)



I. C s liu nghin cu v cc bin kinh t sau: K: lng khch du lch n mt a im du lch (nghn lt/qu); QC: chi ph cho qung co trn cc phng tin thng tin i chng; T: mc u t thm cho c s vt cht; D: bin gi nhn gi tr 1 ng vi qu 2, qu 3 (ma nng), nhn gi tr 0 ng vi qu khc (ma lnh) 1. Cho rng lng khch du lch ph thuc vo chi ph qung co, mc u t cho c s vt cht v ma du lnh (nng hay lnh). Hy xy dng m hnh m t mi quan h trn v vit phng trnh hi quy tng ng vi mi ma. 2. C kin cho rng chi ph cho qung co c quan h cng tuyn vi mc u t thm cho c s vt cht. Hy nu cch phn tch kin trn. 3. C kin rng tng lng khch n vi im du lch th phi tp trung u t vo khu qung co. Da vo m hnh xy dng cu 1 hy nu cch kim tra. II. Cho kt qu hi quy sau vi S l din tch trng ma, PM l li nhun trung bnh cho mt n v din tch trng ma, PK l li nhun khi trng cy khc, LnS, LnPM v LnPK l logarit c s t nhin ca cc bin tng ng. Cho mc ngha 5%.Dependent Variable: LnS Included observations: 17 Variable Coefficient C 1.5076 LnPM 1.0810 LnPK -0.6265 R-squared Adjusted R-squared 0.89461 S.E. of regression 0.02914 Durbin-Watson stat 1.6635 Std. Error t-Statistic Prob. 0.1938 0.0584 0.0527 Mean dependent var 7.4828 S.D. dependent var 0.089767 F-statistic (3,21) Sum squared resid 0.01189

1. c lng im din tch trng ma khi PM = 80 triu v PK = 50 triu. 2. c lng khong tin cy ti a cho din tch trng ma khi li nhun trng ma tng 1 n v? 3. Li nhun trng cy khc tng th din tch trng ma gim c ng khng? 4. Tnh h s xc nh bng 2 cch v cho bit ngha ca kt qu nhn c? 2 2 2 5. Hi quy m hnh: e = 1 + 2 ln PM + 3 ln PK + 4 (ln PM ) + 5 (ln PK ) + V thu c R2 = 0.5012 M hnh trn dng lm g v kt lun nh th no cho m hnh ban u? 6. Nu thm vo m hnh ban u bin D l khong cch t ni trng ma ti nh my ng v T l bin xu th thi gian ri c lng li m hnh ban u th thu c h s xc nh bng 0.9957. Dng kim nh thu hp hi quy cho bit c nn a thm hai bin ny vo m hnh khng? 7. Cho li nhun trng ma l 80 triu, li nhun trng cy khc l 50 triu, hy d bo din tch trng ma trung bnh. Bit ma trn hip phng sai ca cc h s trong m hnh trn l:

0.03 0.0375 0.05 0.05 0.0034 0.02 cov( ) = 0.03 0.02 0.0028 Cho cc gi tr ti hn: 14 t 0.025 = 2.145 F0.05 (2, 14) = 3.7414 t 0.05 = 1.761 15 t 0.025 = 2.131

02.05 (4) = 9.48

Trng b mn

F0.05 (4, 12) = 3.26 F0.05 (2, 12) = 3.89



I. C s liu nghin cu ca mt hng m phm nh sau: M: th phn ca sn phm kem nh rng PS (%); P: gi ca sn phm PS PT: gi ca sn phm CLOSE UP; AD: chi ph cho qung co v tip th ST: chi ph khuyn mi 1. C kin cho rng th phn ca hng ph thuc vo gi sn phm v chi ph cho qung co v Qung co l mt bin php cnh tranh th phn tt. Hy xy dng m hnh v nu cch phn tch m hnh kim tra kin trn. 2. Nu cho rng m hnh cu 1 l cha y v cn a thm cc bin chi ph cho khuyn mi v gi ca sn phm thay th CLOSE UP. Hy nu cch kim tra xem c nn a thm hai bin vo m hnh hay khng? 3. Gi s m hnh (1) c hin tng t tng quan bc mt, hy vit phng trnh sai phn tng qut khc phc hin tng . II. Cho kt qu c lng m hnh sau:Dependent Variable: CF Included observations: 20 Variable Coefficient C 598.9134 PV -0.2467 PG 0.6507 R-squared 0.8043 Adjusted R-squared 0.78127 S.E. of regression 33.7625 Durbin-Watson stat 1.590 Std. Error t-Statistic 169.9814 0.0667 0.3428 Mean dependent var S.D. dependent var F-statistic Sum squared resid Prob.

745.75 72.1916 19378.4

Trong : CF l lng c ph xut khu (nghn tn/nm), PV l gi c ph trong nc (USD/tn), PG l gi c ph trn th gii (USD/tn). Cho mc ngha 5%. 1. Vit hm hi quy mu v cho bit kt qu c lng c ph hp vi thc t khng? 2. Gi c ph trong nc c nh hng n lng c ph xut khu khng? 3. Khi gi c ph th gii tng 1 n v th lng c ph xut khu tng ti a bao nhiu? 4. Cho rng c hai bin gi c ph trong nc v th gii u khng nh hng n lng c ph xut khu c ng khng? Ti sao? 5. Tm c lng im ca lng c ph xut khu khi gi c ph trong nc 1000 USD/tn v gi c ph th gii l 1200 USD/tn. 6. K hiu e l phn d thu c t kt qu c lng trn. Hi quy m hnh ph sau: e 2 = 1 + 2 PV + 3 PG + 4 PV 2 + 5 PG 2 + v Th thu c R2 = 0.342. Hy cho bit m hnh trn dng lm g v kt lun nh th no cho m hnh ban u?

7. Gi thit rng lng c ph xut khu cn ph thuc vo tnh hnh c ph Mexico c ma hay mt ma. xut m hnh v nu cch nh gi nhn xt trn? Cho cc gi tr ti hn: 17 t 0.025 = 2.11 F0.05 (2, 17) = 3.59 t

Trng b mn

= 1.74 t = 2.131 18 t 0.025 = 2.10115 0.025

17 0.05

F0.05 (4, 15) = 3.06 F0.05 (3, 17) = 3.32 02.05 (4) = 9.48



I. Cho cc bin trong kinh t sau:NS: nng sut ca ngi lao ng; DT: mc u t trung bnh cho mt lao ng TH: mc thng cho sn phm vt nh mc; L: tin lng ca ngi lao ng T: mc u t cho my mc k thut 1. Hy xy dng m hnh trong nng sut ca ngi lao ng ph thuc vo mc u t trung bnh cho mt lao ng v mc thng cho sn phm vt nh mc. Nu cch phn tch mi quan h trn. 2. C kin cho rng nng sut ca lao ng cn ph thuc vo gii tnh ngi lao ng. Hy xut ci tin m hnh cu 1 kim tra v phn tch kin trn? 3. Nghi ng rng trong m hnh xy dng cu 1 mc u t cho lao ng c quan h cng tuyn vi mc thng cho sn phm vt nh mc. Hy nu mt cch kim tra kin trn. II. Cho kt qu c lng m hnh sau vi W l lng go xut khu (ngn tn/nm), PI gi go trong nc (USD/tn), PE gi go trn th gii (USD/tn). Cho =0.05.Dependent Variable: W Method: Least Squares Included observations: 20 Variable Coefficient C 293.8264 PI -0.1803 PE 1.1076 R-squared 0.31839 Adjusted R-squared 0.2382 S.E. of regression 26.1209 Durbin-Watson stat 1.8879

Std. Error t-Statistic 20.9761 0.2719 0.4876 Mean dependent var S.D. dependent var F-statistic (3,21) Sum squared resid

Prob.

574.8 29.9273 11599.1

1. Vit hm hi quy mu v cho bit kt qu c lng c ph hp vi thc t khng? 2. Gi go trong nc gim c lm cho lng go xut khu tng khng? 3. Nu gi go trn th gii tng 1 n v th lng c ph xut khu s tng ti thiu bao nhiu? 4. Cho rng c hai bin gi c ph trong nc v th gii u khng nh hng n lng c ph xut khu c ng khng? Ti sao? 5. K hiu e l phn d thu c t kt qu c lng trn. Hi quy m hnh ph sau: e 2 = 1 + 2 W 2 + v 2 (*) th thu c R = 0.342. Hy cho bit m hnh trn dng lm g v kt lun nh th no cho m hnh ban u? 6. Nu pht hin c khuyn tt cho m hnh ban u t kt qu cu 5 th nu mt cch khc phc ph hp. 7. Cho bit gi go trong nc l 300 USD/tn v gi go th gii l 400 USD/tn. Hy d bo lng go xut khu trung bnh bit ma trn hip phng sai ca cc h s: 0.01 0.05 440 0.01 0.074 0.025 cov( ) = 0.05 0.025 0.2377

Cho cc gi tr ti hn: 17 t 0.025 = 2.11 F0.05 (2, 17) = 3.59 17 t 0.05 = 1.74 F0.05 (1, 18) = 4.41 15 t 0.025 = 2.131 F0.05 (3, 17) = 3.32 18 t 0.025 = 2.101 02.05 (1) = 3.84

Trng b mn



I. C s liu nghin cu v cc bin kinh t sau: K: lng khch du lch n mt a im du lch (nghn lt/qu) QC: chi ph cho qung co trn cc phng tin thng tin i chng T: mc u t thm cho c s vt cht. D: bin gi nhn gi tr 1 ng vi qu 2, qu 3 (ma nng), nhn gi tr 0 ng vi qu khc (ma lnh) 1. Cn c vo thc tin hy xut mt m hnh th hin c mi quan h ca cc bin trn. Cho bit ngha ca cc h s hi quy trong m hnh. 2. C kin cho rng lng khch du lch khc nhau r rng gia cc ma (nng v lnh). Hy nu cch kim tra kin . 3. Cho bit m hnh cu 1 c hin tng t tng quan bc 1 v h s tng quan bng -1. Hy xut cch khc phc cho trng hp trn. II. Cho kt qu c lng m hnh sau:Dependent Variable: CF Included observations: 20 Variable Coefficient C 598.9134 PV -0.2467 PG 0.6507 R-squared Adjusted R-squared 0.78127 S.E. of regression 33.7625 Durbin-Watson stat 1.590 Std. Error t-Statistic 50.102 0.0667 0.3428 Mean dependent var S.D. dependent var F-statistic Sum squared resid Prob.

745.75 72.1916 19378.4

Trong : CF l lng c ph xut khu (nghn tn/nm), PV l gi c ph trong nc (nghn USD/tn), PG l gi c ph trn th gii (nghn USD/tn). Cho mc ngha 5%. 1. Ngoi hai yu t PV v PG th cn yu t no nh hng n lng c ph xut khu khng? 2. Nu gi c ph trn th gii tng 1 nghn USD/tn th lng c ph xut khu s tng ti a bao nhiu? 3. C phi gi c ph trong nc gim lm cho lng c ph xut khu tng khng? 4. Tnh h s xc nh bng 2 cch v nu ngha ca kt qu nhn c? 5. Hi quy m hnh: PV = 1 + 2 PG + e (*) th thu c h s gc v lch chun tng ng l 0.1253 v 0.0267. Kt qu ny dng lm g v kt lun nh th no cho m hnh ban u? 6. Cho rng m hnh ban u b st bin thch hp v khng bit l bin no. Hy nu cch pht hin ca kim nh Ramsey kim tra kin trn. 7. Cho mc gi c ph trong nc l 1 nghn USD/tn v c ph th gii l 1.2 nghn USD/tn. Hy d bo lng c ph xut khu trung bnh. Cho ma trn hip phng sai ca cc h s sau: 0.5 2510 .21 0.8 0.8 0.0044 0.2 cov( ) = 0.5 0.2 0.1175 Trng b mn

Cho cc gi tr ti hn:

17 t 0.025 = 2.11

t

= 1.74 t = 2.131 18 t 0.025 = 2.10115 0.025

17 0.05

F0.05 (2, 17) = 3.59 F0.05 (2, 15) = 3.68 F0.05 (3, 17) = 3.32 02.05 (4) = 9.48



I. Mt n v nghin cu nhu cu hng may mc ca h gia nh trong khong thi gian 1980 n 2005 cung cp s liu v mt s bin sau: D: lng cu v hng may mc ca h gia nh trong nm; CT: chi tiu ca h gia nh trong nm P1: gi hng may mc; P2: gi ca lng thc phm; Y: thu nhp ca h gia nh trong nm D(-1): lng cu hng may mc ca h gia nh nm trc 1. C kin cho rng lng cu v hng may mc ca h gia nh trong nm ph thuc vo gi hng may mc, lng cu hng may mc ca h gia nh nm trc v thu nhp ca h gia nh. Hy xut m hnh v nu cch phn tch kin trn. 2. C kin cho rng t 1990 do chnh sch m ca, hng may mc c nhp khu nhiu nn tc ng ca gi vi nhu cu may mc thay i so vi trc. Hy xut ci tin m hnh c cch phn tch tnh hung trn. 3. C th dng kim nh Durbin Watson pht hin t tng quan bc 1 ca m

hnh trn khng? Ti sao? Nu khng hy xut mt cch khc pht hin.II. Cho kt qu hi quy sau, trong DT l doanh thu (triu ng), CP l chi ph cho ca hng (triu ng), P l gi bn trung bnh cc mt hng (nghn ng) ca ca hng may mc, T l bin xu th thi gian nhn cc gi tr ln lt theo cc thng t thng 1 nm 1996 n thng 11 nm 1997. Cho = 5%.Dependent Variable: DT Included observations: 23 Variable Coefficient C -5.8958 CP 1.3359 P -0.4822 R-squared Adjusted R-squared 0.88742 S.E. of regression 23.575 Durbin-Watson stat 1.9713 Std. Error 3.6025 0.0374 t-Statistic Prob.

-3.5622 Mean dependent var 145 S.D. dependent var 70.2605 F-statistic Sum squared resid 11115.61

1. Vit hm hi quy mu v d bo gi tr c lng im ca doanh thu thng 12/1997 khi chi ph l 70 triu v gi trung bnh l 80 nghn ng? 2. Khi gi tng ln 1 nghn th doanh thu gim trong khong no? 3. Khi tng chi ph ng thi gim gi cng 1 n v th doanh thu c tng khng? Nu cch kim tra. 4. Tnh R2 bng hai cch v cho bit ngha ca kt qu nhn c? 5. B bt bin gi v hi quy m hnh sau vi cng s liu trn: DT= -9.43 + 1.532 CP + e RSS = 20103.5 a. Cho bit c nn b bin gi ra khi m hnh ban u hay khng? b. Vi kt qu c lng ny hy d bo doanh thu trung bnh khi chi ph l 100 triu ng? 6. K hiu e l phn d thu c t c lng m hnh ban u, hi qui m hnh sau: e 2 = 1 + 2 CP + 3 P + 4 CP 2 + 5 P 2 + v (*) thu c R2= 0.2547 Hy cho bit m hnh (*) dng lm g v kt lun th no v khuyt

Trng b mn

tt ca m hnh ban u? Cho cc gi tr ti hn:

17 t 0.025 = 2.11

t

= 1.74 t = 2.131 18 t 0.025 = 2.10115 0.025

17 0.05

F0.05 (2, 17) = 3.59 F0.05 (4, 15) = 3.06 F0.05 (3, 17) = 3.32 02.05 (4) = 9.48



I. Cho cc bin trong kinh t sau: NS: nng sut ca ngi lao ng; DT: mc u t trung bnh cho mt lao ng TH: mc thng cho sn phm vt nh mc; L: tin lng ca ngi lao ng T: mc u t cho my mc k thut 1. C kin nng sut ca ngi lao ng ph thuc vo mc u t trung bnh cho mt lao ng v mc u t cho my mc k thut theo dng hm Cobb-Douglas. Xy dng m hnh hi quy v nu cch phn tch m hnh bit c c phi khi u t cho lao ng tng th nng sut cng tng khng? 2. Nghi ng m hnh trn c hin tng a cng tuyn, hy nu 1 cch pht hin khuyt tt ny. 3. Cho rng trong m hnh trn c hin tng t tng quan bc mt v h s tng quan bng 1. Hy xut mt cch khc phc. II. Cho kt qu c lng m hnh sau vi W l lng go xut khu (ngn tn/nm), PI gi go trong nc (USD/tn), PE gi go trn th gii (USD/tn). Cho =0.05.Dependent Variable: W Method: Least Squares Included observations: 20 Variable Coefficient C 293.8264 PI -0.1803 PE 1.1076 R-squared Adjusted R-squared 0.2382 S.E. of regression 26.1209 Durbin-Watson stat 1.8879

Std. Error t-Statistic 20.9761 0.2719 0.4876 Mean dependent var S.D. dependent var F-statistic (3,21) Sum squared resid

Prob.

574.8 29.9273 11599.1

1. Ngoi hai yu t PI v PE th cn yu t no khc nh hng n lng go xut khu khng? c lng im lng go xut khu nu gi go trong nc l 250 USD/tn v gi go trn th gii l 300 USD/tn. 2. Cho rng khi gi go trong nc ng thi gi go th gii tng th lng go xut khu vn tng. Nu cch phn tch v kim tra khi bit cov( 2 , 3) = 0.025 . 3. Tnh R2 bng hai cch v nu ngha ca kt qu nhn c. 4. Khi gi go trn th gii tng 1 USD/tn th lng go xut khu tng trong khong no? 5. K hiu W l gi tr c lng ca W, hi quy m hnh sau: W = + PI + PE + W 2 + W 3 + v thu c R2 = 0.60121 2 3 4 5

Cho bit m hnh ny dng lm g v c kt lun nh th no cho m hnh ban u? 6. Vi cng s liu ni trn, hi quy m hnh trong lng go xut khu ph thuc vo gi go trn th gii thu c: W = 294.8 + 1.25 PE vi RSS =12340. a. Dng kim nh thu hp hi quy cho bit c nn b bin gi go trong nc ra khi m hnh ban u hay khng? b. Cho mc gi go th gii l 500 USD/tn. Hy d bo lng go xut khu trung bnh. Cho cc gi tr ti hn:

Trng b mn

17 t 0.025 = 2.11

t t

17 0.05 18 0.025

= 1.74 = 2.101

F0.05 (2, 15) = 3.68 F0.05 (1, 17) = 4.45 02.05 (2) = 5.99



I. Cho cc bin trong kinh t sau: NS: nng sut ca ngi lao ng; DT: mc u t trung bnh cho mt lao ng TH: mc thng cho sn phm vt nh mc; L: tin lng ca ngi lao ng T: mc u t cho my mc k thut 1. Hy xy dng m hnh trong nng sut ca ngi lao ng ph thuc vo mc u t trung bnh cho mt lao ng v mc thng cho sn phm vt nh mc. Nu cch phn tch mi quan h trn. 2. C kin cho rng nng sut ca lao ng cn ph thuc vo gii tnh ngi lao ng. Hy xut ci tin m hnh cu 1 kim tra v phn tch kin trn? 3. Nghi ng rng trong m hnh xy dng cu 1 mc u t cho lao ng c quan h cng tuyn vi mc thng cho sn phm vt nh mc. Hy nu mt cch kim tra kin trn. II. Cho kt qu c lng sau vi D l lng cu v hng may mc ca h gia nh trong nm, P l gi hng may mc (nghn ng), Y l thu nhp ca h gia nh trong nm (nghn ng), D(-1) l lng cu hng may mc ca h gia nh nm trc. Cho mc ngha 5%.Dependent Variable: D Included observations: 17 Variable Coefficient C 107.5508 P -2.5365 Y 0.2084 D(-1) 0.4206 R-squared Adjusted R-squared 0.81726 S.E. of regression 5.6193 Durbin-Watson stat 1.4245 Std. Error t-Statistic Prob. 40.7170 0.6029 0.0613 0.2729 Mean dependent var 112.3438 S.D. dependent var 13.14489 F-statistic (3,21) Sum squared resid 410.4893

1. Cc nh sn xut hng may mc quyt nh h gi khuyn mi. H c hy vng bn c nhiu hn hn nu h gi khng? Ti sao? 2. Thu nhp tng 1 n v th mc tiu th hng may mc tng trong khong no 3. Tnh R2 bng cc cch v nu ngha kt qu nhn c. 4. Cho bit c th dng thng k Durbin Watson pht hin t tng quan bc 1 m hnh ban u hay khng? Ti sao? Nu khng c hy xut mt cch pht hin khc. 5. K hiu e2 l bnh phng phn d thu c sau khi c lng m hnh ban u, hi quy m hnh ph sau: e 2 = 1 + 2 Di2 + v (*) thu c R*2 = 0.3148 Hy cho bit m hnh trn dng lm g v kt lun nh th no v m hnh ban u? 6. C kin cho rng nn b bin lng cu hng may mc nm trc ra khi m hnh. Dng kim nh thu hp hi quy cho bit c nn b bin ny ra khng? Bit h s xc nh ca m hnh D ph thuc vo P v Y l 0.8109. 7. Gi b bin D(-1) v c lng li ta c m hnh (2): D = 121.50 2.75 P + 0.25Y + e Hy d bo gi tr trung bnh ca lng cu hng may mc nm nay theo m hnh (2), bit mc gi l 100 v thu nhp ca h gia nh trong nm l 15000 nghn ng.

Cho

0.025 0.065 180 0.025 0.004 0.05 cov( ) = 0.065 0.05 0.001

Cho cc gi tr ti hn: 13 t 0.025 = 2.16 F0.05 (1, 15) = 4.5413 t 0.05 = 1.71

Trng b mn 02.05 (1) = 3.84 THI MN KINH T LNG Thi gian lm bi: 90 pht S 9

F0.05 (1, 13) = 4.67


I. Cho s liu gm 20 quan st ca mt doanh nghip sn xut xi mng vi cc bin sau: Q: lng tiu th xi mng ni a trn th trng; P: gi loi xi mng ca doanh nghip NK: Lng xi mng nhp khu 1. Cho rng lng tiu th xi mng ni a trn th trng ph thuc vo gi loi xi mng v lng xi mng nhp khu theo dng hm Cobb-Douglas. Hy vit phng trnh hi quy m t quan h cc bin trn. Nu ngha cc h s hi quy ring trong m hnh. 2. Da vo m hnh trn, hy xut cch kim tra xem chnh sch gim gi tng cu c hiu qu khng? 3. Nghi ng m hnh trn c hin tng a cng tuyn. Hy nu cch pht hin khuyt tt ny. II. Cho kt qu hi quy trong mt s doanh nghip tiu th cng nghip, vi PR l t sut li nhun trn mt n v vn (n v: %), K l tng vn u t (n v: trm triu), I l t l lm pht (n v: %). Cho mc ngha l 5%.Dependent Variable: PR Included observations: 17 Variable C I K R-squared Adjusted R-squared S.E. of regression Durbin-Watson stat

Coefficient Std. Error t-Statistic 13.1830 3.5116 0.1185 0.0265 -0.1229 0.0381 0.97403 Mean dependent var 0.97032 S.D. dependent var 0.06687 F-statistic Sum squared resid

Prob.

10.04 0.3882 0.0626

1. Tm c lng im mc t sut li nhun ca doanh nghip vi tng vn u t l 500 triu v mc lm pht l 2%. 2. T l lm pht khng i, nu vn gim i 100 triu th t sut li nhun tng ln 0.2 % c ng khng? 3. Khi t l lm pht tng ln 1%, gi s vn khng i, th t sut li nhun thay i trong khong no? 4. Hi quy m hnh sau, trong e l phn d thu c t vic c lng m hnh trn: e 2 = 1 + 2 K + 3 I + 4 K 2 + 5 I 2 + v (*) Hy cho bit m hnh (*) nhm mc ch g v kt lun g v m hnh ban u? Bit h s xc nh thu c t c lng m hnh (*) R2 = 0.4237. 5. Vn vi b s liu trn, nu b bt bin t l lm pht (I) v hi quy li m hnh gm bin t sut li nhun ph thuc vo tng vn u t th thu c kt qu sau: PRi = 15.043 - 0.132Ki + ei v RSS = 0.1512. a. Dng kim nh thu hp hi quy cho bit c nn b bin t l lm pht ra khi m hnh ban u hay khng? b. Cho vn u t bng 5 trm triu, hy c lng t sut li nhun trung bnh bng khong tin cy 95%. 6. Ngi ta cho rng t sut li nhun cn ph thuc vo c loi hnh doanh nghip l thuc s hu nh nc hay s hu t nhn. Hy xut m hnh v cch phn tch kin trn.

Cho cc gi tr ti hn: 14 t 0.025 = 2.145 F0.05 (4, 12) = 3.2614 t 0.05 = 1.761 15 t 0.025 = 2.131

Trng b mn

F0.05 (1, 14) = 4.6 02.05 (4) = 9.48



I. Gi s c s liu t nm 1978 n 2000 ca cc bin s nh sau: CF l lng c ph xut khu; X1 l li sut vay ngn hng; X2 l gi c ph trn th gii 1. Hy vit m hnh th hin mi quan h ca cc bin ni trn, v cho bit theo l thuyt kinh t th quan h ca bin ph thuc vi tng bin c lp l cng chiu hay ngc chiu? 2. Nu cch kim tra xem nu li sut gim th lng c ph xut khu c thc s tng hay khng? 3. C kin rng lng c ph xut khu cn ph thuc vo gi c ph trong nc (X3). Hy nu tng bc phn tch (dng kim nh thu hp hi quy) kim tra xem c nn a thm bin ny vo m hnh trn hay khng? II. Cho kt qu hi quy trong mt s doanh nghip tiu th cng nghip, vi PR l t sut li nhun trn mt n v vn (n v: %), K l tng vn u t (n v: trm triu), I l t l lm pht (n v: %). Cho mc ngha l 5%.Dependent Variable: PR Included observations: 17 Variable C I K R-squared Adjusted R-squared S.E. of regression Durbin-Watson stat

Coefficient 13.1830 0.1185 -0.1229

Std. Error t-Statistic 3.5116 0.0265 0.0381 Mean dependent var 0.97032 S.D. dependent var 0.06687 F-statistic Sum squared resid

Prob.

10.04 0.3882 0.0626

1. Vit hm hi quy mu v cho bit ngha cc h s hi quy ring trong m hnh. 2. Khi vn tng ln 1 n v th t sut li nhun thay i trong khong no? 3. C kin rng khi vn tng 100 triu ng thi t l lm pht cng tng 1% th t sut li nhun khng thay i. Hy kim nh xem kin trn ng khng bit cov( 2 , 3 )= -0.0001

4. Tnh R2 bng 2 cch v cho bit ngha ca kt qu nhn c?5. Hi quy m hnh K ph thuc vo I c h s chn, th thu c h s gc bng -1.326 v lch chun tng ng ca n bng 2.042. Cho bit m hnh dng lm g v kt lun nh th no? 6. Cho kt qu c lng m hnh: et = 1 + 2 K t + 3 I t + 4 et 1 + 5 et 2 + vt vi R2 = 0.2743 Hy cho bit m hnh trn dng lm g v kt lun nh th no cho m hnh ban u. 7. Cho tng vn u t l 5 trm triu ng v t l lm pht l 2%, hy d bo t sut li nhun trung bnh khi bit ma trn hip phng sai ca cc h s l: 0.5 0.06 12.33 0.5 0.0007 0.0001 cov( )= 0.06 0.0001 0.0014 Cho cc gi tr ti hn: 14 t 0.025 = 2.145 F0.05 (4, 12) = 3.2614 t 0.05 = 1.761 15 t 0.025 = 2.131

Trng b mn

F0.05 (1, 14) = 4.6 02.05 (2) = 5.99

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