计量经济学专业英汉词典

计量经济学专业英汉词典中文英文调整的R^2（确定系数）adjustedR^2调整系数adjustmentcoefficient调整系数矩阵adjustmentcoefficientmatrix赤池信息准则（AIC）Akaike’sinformationcriterion(AIC)阿尔蒙分布滞后模型Almendistributedlagmodel阿尔蒙滞后Almonlags备择假设alternativehypothesis方差分析analysisofvariance辅助变量ancillaryvariable近似协方差矩阵approximatecovariancematrix近似正态分布approximatenormaldistribution自回归模型ARmodel自回归过程ARprocess自回归条件异方差模型ARCHmodel自回归移动平均模型ARMAmodel假定assumption渐近χ2分布asymptoticχ2distribution渐近协方差矩阵asymptoticcovariancematrix渐近分布asymptoticdistribution渐近有效性asymptoticefficiency渐近性质asymptoticproperties渐近抽样特性asymptoticsamplingproperties渐近设定asymptoticspecification渐近标准误差asymptoticstandarderror渐近检验asymptotictest渐近检验统计量asymptoticteststatistic渐近逼近asymptoticallyapproximation渐近有效估计式asymptoticallyefficientestimator渐近无偏估计式asymptoticallyunbiasedestimatorADF检验，增项（增广）DF检验AugmentedDickey-FullertestAEG检验，增项（增广）EG检验AugmentedEngle-Grangertest自相关方程误差autocorrelatedequationerror自相关autocorrelation自相关函数autocorrelationfunction自协方差autocovariance自协方差函数autocovariancefunction自回归autoregression自回归条件异方差autoregressiveconditionalheteroscedasticity自回归分布滞后模型autoregressivedistributedlag(ADL)model自回归单整移动平均（ARIMA）过程autoregressiveintegratedmovingaverageprocess自回归（AR）摸型autoregressivemodel自回归移动平均（ARMA）过程autoregressivemoving-averageprocess自回归算子autoregressiveoperator辅助回归auxiliaryregression平均值average行为方程behavioralequation贝拉－哈尔克（BJ）统计量Bera-Jarquestatistic贝努利分布Bernoullidistribution最佳决策bestdecision最佳线性无偏估计式（BLUE）bestlinearunbiasedestimator(BLUE)最佳线性无偏预测bestlinearunbiasedprediction最佳无偏估计式bestunbiasedestimator偏倚bias偏倚向量biasvector有偏估计式biasedestimator二元选择模型binarychoicemodel二项分布binomialdistribution二元正态随机变量bivariatenormalrandomvariable自举法，靴襻法bootstrapprocedure博克斯－考克斯变换Box-Coxtransformation博克斯－詹金斯方法Box-Jenkinsapproach布罗施－帕甘检验Breusch-Pagantest布朗运动Brownianmotion典型相关canonicalcorrelation因果性causality中心极限定理centrallimittheorem特征方程characteristicequation特征根characteristicroot特征向量characteristicvector卡埃方分布chi-squaredistribution古典统计学classicalstatistics柯布－道格拉斯生产函数Cobb-Douglasproductionfunction科克伦－奥克特方法Cochrane-Orcuttprocedure“概率极限”概念conceptof“plim”条件推断conditionalinference条件概率conditionalprobability条件概率密度函数conditionalprobabilitydensityfunction置信区间confidenceinterval一致性consistency一致估计式consistentestimator一致性检验consistenttest消费函数consumptionfunction同期相关contemporaneouscorrelation同期协方差矩阵contemporaneouscovariancematrix同期扰动相关contemporaneousdisturbancecorrelation同期独立随机回归自变量contemporaneousindependentstochasticregressor连续映射理论continuousmappingtheorem连续随机变量continuousrandomvariable连续回归函数continuousregressionfunction常规抽样理论conventionalsamplingtheory依概率收敛convergeinprobability收敛convergence依分布收敛convergenceindistribution相关correlation相关系数correlationcoefficient相关矩阵correlationmatrix相关图correlogram成本cost协方差covariance协方差矩阵covariancematrix协方差矩阵估计式covariancematrixestimator克拉美规则Cramérrule克拉美－拉奥不等式Cramér-Raoinequality克拉美－拉奥下界Cramér-Raolowerbound临界区域criticalregion临界值criticalvalue截面数据cross-sectiondata累积分布函数cumulativedistributionfunction数据data数据生成过程（dgp）dategenerationprocess数据标准化datenormalization盲始模型dead-startmodel决策decisionmaking决策规则decisionrule决策规则选择decisionrulechoice决策理论decisiontheory演绎系统deductivesystem定义方程definitionalequation解释程度degreeofexplanation自由度degreeoffreedom密度函数densityfunction相依变量dependentvariable设计矩阵designmatrix检验方法detectionmethods方阵的行列式determinantofasquarematrix确定系数，可决系数determinationcoefficient诊断校验diagnosticchecking对角矩阵diagonalmatrix对称矩阵的对角化diagonalizationofasymmetricmatrix差分difference差分方程differenceequation离散随机变量discreterandomvariable离散样本空间discretesamplespace离散随机过程discretestochasticprocess非均衡误差disequilibriumerror不相交集disjointset分布滞后distributedlag分布滞后模型distributedlagmodel分布distribution分布函数distributionfunction分布理论distributiontheory扰动协方差矩阵disturbancecovariancematrix扰动方差disturbancevariance位移项drift虚拟变量dummyvariable虚拟变量估计式dummyvariableestimatorDW（德宾—沃森）统计量Durbin-WatsonstatisticDW（德宾—沃森）检验Durbin-Watsontest动态模型dynamicmodel动态乘数dynamicmultiplier动态回归dynamicregression动态联立方程dynamicsimultaneousequation计量经济学，经济计量学econometrics经济变量economicvariables经济学economics经济economy有效性efficiencyEG检验EGtest特征值eigenvalue弹性elasticity椭圆ellipse空集emptyset内生变量endogenousvariableEG两步估计量Engel-Granger(EG)two-stepestimateEG两步法Engel-Granger(EG)two-stepmethod方程误差equationerror方程识别equationidentification均衡equilibrium均衡分析equilibriumanalysis均衡条件equilibriumcondition均衡乘子equilibriummultiplier均衡关系equilibriumrelationship均衡状态equilibriumstate遍历性ergodicity误差error误差分量errorcomponent误差修正机制errorcorrectionmechanism误差修正模型errorcorrectionmodel误差修正项errorcorrectionterm误差平方和errorsumofsquares误差向量errorvector估计量estimate估计estimation估计式estimator欧氏空间Euclideanspace外生前定变量exogenouspredeterminedvariable外生变量exogenousvariable期望算子expectationoperator期望值expectedvalue试验experiment被解释变量explainedvariable解释变量explainingvariable解释explanation指数分布exponentialdistributionF分布FdistributionF统计量FstatisticF检验Ftest因子分解准则factorizationcriterion反馈feedback最终形式finalform有限分布滞后模型finitedistributionlagmodel有限非奇异矩阵finitenonsingularmatrix有限多项式滞后finitepolynomiallag有限抽样特性finitesamplingproperty有限方差finitevariance一阶自回归模型first-orderautoregressivemodel一阶条件first-ordercondition一阶差分算子firs