計量經(jīng)濟學上機實驗手冊-資料下載頁
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【正文】 Rsquared Mean dependent varAdjusted Rsquared . dependent var. of regression Akaike info criterionSum squared resid8201047. Schwarz criterionLog likelihood FstatisticDurbinWatson stat Prob(Fstatistic)方法二：實際上在Eviews軟件中，可以利用命令直接進行二階段最小二乘估計，命令格式為：TSLS Yi C 解釋變量名 @ C 先決變量名其中符號@前面是該結(jié)構(gòu)式方程的所有解釋變量名，包括內(nèi)生變量和先決變量；符號@后面是聯(lián)立方程模型中的所有前定變量。因此本例可用TSLS命令直接寫成：TSLS CS C Y CS(1)@ C G CS(1)TSLS I C Y @ C G CS(1)Dependent Variable: CSMethod: TwoStage Least SquaresSample(adjusted): 1979 2003Included observations: 25 after adjusting endpointsInstrument list: C G CS(1)VariableCoefficientStd. ErrortStatisticProb. CYCS(1)Rsquared Mean dependent varAdjusted Rsquared . dependent var. of regression Sum squared residFstatistic DurbinWatson statProb(Fstatistic)Dependent Variable: IMethod: TwoStage Least SquaresSample(adjusted): 1979 2003Included observations: 25 after adjusting endpointsInstrument list: C G CS(1)VariableCoefficientStd. ErrortStatisticProb. CYRsquared Mean dependent varAdjusted Rsquared . dependent var. of regression Sum squared resid2941461.Fstatistic DurbinWatson statProb(Fstatistic)方法三：還可以在方程說明窗口中，選擇估計方法為TLSL，并在工具變量蘭（Instrument List）輸入模型中的所有先決變量。方法四：借助于Eviews中的System命令，可以直接進行TSLS估計。（1）創(chuàng)建系統(tǒng)：在主菜單上單擊Objects → New Object，并在彈出的對象列表框中選擇System；然后在打開的系統(tǒng)窗口輸入結(jié)構(gòu)式模型的隨機方程CS=C(1)+C(2)*Y+C(3)*CS(1)I=C(4)+C(5)*YINST G CS(1)（2）估計模型：在系統(tǒng)窗口單擊Estimate，在彈出估計方法選擇窗口中選擇TSLS方法后，單擊OK。System: UNTITLEDEstimation Method: TwoStage Least SquaresSample: 1979 2003Included observations: 25Total system (balanced) observations 50Instruments: G CS(1) CCoefficientStd. ErrortStatisticProb. C(1)C(2)C(3)C(4)C(5)Determinant residual covariance+09Equation: CS=C(1)+C(2)*Y+C(3)*CS(1)Observations: 25Rsquared Mean dependent varAdjusted Rsquared . dependent var. of regression Sum squared residDurbinWatson statEquation: I=C(4)+C(5)*YObservations: 25Rsquared Mean dependent varAdjusted Rsquared . dependent var. of regression Sum squared resid2941461.DurbinWatson stat35
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