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计量经济学Econometrics专业词汇中英文对照

计量经济学Econometrics专业词汇中英文对照
计量经济学Econometrics专业词汇中英文对照

Econometrics 专业词汇中英文对照(按课件顺序)

Ch1-3

Causal effects:因果影响,指的是当x变化时,会引起y的变化;Elasticity:弹性;correlation (coefficient) 相关(系数),相关系数没有单位,unit free;

estimation:估计;hypothesis testing:假设检验;confidence interval:置信区间;difference-in-means test:均值差异检验,即检验两个样本的均值是否相同;

standard error:标准差;statistical inference:统计推断;

Moments of distribution:分布的矩函数;conditional distribution (means):条件分布(均值);variance:方差;standard deviation:标准差(指总体方差的平方根);

standard error:标准误差,指样本方差的平方根;skewness:偏度,度量分布的对称性;kurtosis:峰度,度量厚尾性,即度量离散程度;joint distribution:联合分布;conditional expectation:条件期望(指总体);randomness:随机性

i.i.d., independently and identically distributed:独立同分布的;

sampling distribution:抽样分布,指的是当抽取不同的随机样本时,统计量的取值会有所不同,而当取遍所有的样本量为n的样本时,统计量有一个取值规律,即抽样分布,即统计量的随机性来自样本的随机性

consistent (consistency):相合的(相合性),指当样本量趋于无穷大时,估计量依概率收敛到真实值;此外,在统计的语言中,还有一个叫模型选择的相合性,指的是能依概率选取到正确的模型

Central limit theory:中心极限定理;unbiased estimator:无偏估计量;

uncertainty:不确定性;approximation:逼近;least squares estimator:最小二乘估计量;provisional decision:临时的决定,用于假设检验,指的是,我们现在下的结论是基于现在的数据的,如果数据变化,我们的结论可能会发生变化

significance level:显著性水平,一般取0.05或者0.01,0.1,是一个预先给定的数值,指的是在原假设成立的假设下,我们可能犯的错误的概率,即拒绝原假设的概率;

p-value:p-值,指的是观测到比现在观测到的统计量更极端的概率,一般p-值很小的时候要拒绝原假设,因为这说明要观测到比现在观测到的统计量更极端的情况的概率很小,进而说明现在的统计量很极端。当p-值小于显著性水平时,在该显著性水平下拒绝原假设

Ch4-5

Linear regression:线性回归;ordinary least squares (OLS):最小二乘;

sample regression line:指的是由样本得到的回归方程;measure of fit:拟合程度的度量;regression R2:回归R平方,指的是Y的方差中被X所解释的部分,属于[0,1],越接近1,说明拟合越好,其中拟合指的是回归方程对Y的解释程度

standard error of the regression (SER):回归标准差,越小说明拟合越好

degree of freedom:自由度,指的是可以自由变化的参数个数;outliers:异常值;

simple random sampling:简单随机抽样,指的是完全的随机抽样,得到的样本满足独立同分布的性质

t-statistics:t统计量;two-sided hypothesis:双边假设检验,指的是被择假设是双边的;null hypothesis:原假设,零假设;alternative hypothesis:被择假设,对立于原假设binary:0、1的分布;homoskedasticity:同方差的,可以写成homogeneity;

heteroscedaticity:异方差的,可以写成heterogeneity;pooled estimator:联合的估计;heteroscedaticity-robust:异方差稳健的,指的是这种估计标准差的方法允许异方差,对异方差具有稳健性;Gauss-Markov theorem:高斯-马尔科夫定理,指的是在某些情况下,OLS是最有效的,达到了方差的下界;least absolute deviation:最小绝对偏差,即最小一乘估计,或者可以称为中位数估计(当误差项关于0对称时),是分位数回归的特殊情况

Ch6-7

Omitted variable bias:缺失变量偏差,指的是因为有某些变量(如z)本该包含在模型中,即对y是有影响的,但是我们没有把它包含在回归模型中,造成x前面系数的估计是有偏的。要造成这个偏差,需要两个条件:(i)缺失的变量z对y有影响,(ii)z与x相关;Controlled:可控的;multiple regression model:多变量回归模型,指的是影响y的因子有两个及以上;adjusted R2:调整R平方,指的是:每次多引进一个变量,由模型的性质,必然会使得R2增大,但同时也给模型带来了更多的复杂程度,对这个复杂程度我们要做一个平衡,于是对R2做了细微的调整,基于自由度,或者说需要估计的参数个数Multicollinearity:多重共线性,指的是协变量x之间具有高度相关性,会使得模型估计出现问题;perfect Multicollinearity:完全多重共线性,不是完美的意思,意指协变量之间是线性相关的(线性代数的概念),即中间至少存在一个协变量,可以由其他协变量的线性组合来表示,那么这个被表示的协变量就可以去掉了

Joint hypotheses:联合假设检验,指的是同时检验两个或者多个系数是否为0

Restricted and unrestricted regressions:有限制条件的和无限制条件的回归;

Joint confidence sets: 联合置信区域,联合置信集合;Ellipse:椭圆;

Control variable:控制变量;conditional mean independence:条件均值独立,在ppt 7-46中;Variable selection:变量选择;model specification:模型识别

Ch8

Nonlinear regression functions:非线性回归函数,指的是y与x的关系不是线性的;Interaction:交互作用,指的是x的变化会对z前面的系数有影响;

Polynomial:多项式;logarithmic transformations:对数的变换;quadratic:平方的;cubic:立方的

Ch10

Panel data:面板数据,指的是每个个体(如公司)有多次重复测量;fixed effect regression:固定效应回归模型;entity-demeaned:指的是每一次测量减去该个体的多次测量平均值Autocorrelation:自相关,是一种序列相关性;clustered standard errors:聚类标准差,指的是在个体之间独立同分布,但是个体内部的多次测量之间相关

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各种专业名称英语词汇中英文对照表 哲学Philosophy 马克思主义哲学Philosophy of Marxism 中国哲学Chinese Philosophy 外国哲学Foreign Philosophies 逻辑学Logic 伦理学Ethics 美学Aesthetics 宗教学Science of Religion 科学技术哲学Philosophy of Science and Technology 经济学Economics 理论经济学Theoretical Economics 政治经济学Political Economy 经济思想史History of Economic Thought 经济史History of Economic 西方经济学Western Economics 世界经济World Economics 人口、资源与环境经济学Population, Resources and Environmental Economics 应用经济学Applied Economics 国民经济学National Economics 区域经济学Regional Economics 财政学(含税收学)Public Finance (including Taxation) 金融学(含保险学)Finance (including Insurance) 产业经济学Industrial Economics 国际贸易学International Trade 劳动经济学Labor Economics

统计学Statistics 数量经济学Quantitative Economics 中文学科、专业名称英文学科、专业名称 国防经济学National Defense Economics 法学Law 法学Science of Law 法学理论Jurisprudence 法律史Legal History 宪法学与行政法学Constitutional Law and Administrative Law 刑法学Criminal Jurisprudence 民商法学(含劳动法学、社会保障法学) Civil Law and Commercial Law (including Science of Labour Law and Science of Social Security Law ) 诉讼法学Science of Procedure Laws 经济法学Science of Economic Law 环境与资源保护法学Science of Environment and Natural Resources Protection Law 国际法学(含国际公法学、国际私法学、国际经济法学、) International law (including International Public law, International Private Law and International Economic Law) 军事法学Science of Military Law 政治学Political Science 政治学理论Political Theory 中外政治制度Chinese and Foreign Political Institution 科学社会主义与国际****主义运动Scientific Socialism and International Communist Movement 中国共产党党史(含党的学说与党的建设) History of the Communist Party of China (including the Doctrine of China Party and Party Building) 马克思主义理论与思想政治教育Education of Marxist Theory and Education in Ideology and Politics 国际政治学International Politics 国际关系学International Relations 外交学Diplomacy 社会学Sociology

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计量经济学stata论文--英文个人版

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各种专业名称英语词汇中英文对照表

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