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1、计量经济学专业英汉词典中文英文调整的R2 （确定系数）adjusted R2调整系数adjustment coefficient调整系数矩阵adjustment coefficient matrix赤池信息准则（AIC）Akaikes information criterion (AIC)阿尔蒙分布滞后模型Almen distributed lag model阿尔蒙滞后Almon lags备择假设alternative hypothesis方差分析analysis of variance辅助变量ancillary variable近似协方差矩阵approximate covariance ma
2、trix近似正态分布approximate normal distribution自回归模型AR model自回归过程AR process自回归条件异方差模型ARCH model自回归移动平均模型ARMA model假定assumption渐近2分布asymptotic 2 distribution渐近协方差矩阵asymptotic covariance matrix渐近分布asymptotic distribution 渐近有效性asymptotic efficiency渐近性质asymptotic properties渐近抽样特性asymptotic sampling properties
3、渐近设定asymptotic specification渐近标准误差asymptotic standard error渐近检验asymptotic test渐近检验统计量asymptotic test statistic 渐近逼近asymptotically approximation渐近有效估计式asymptotically efficient estimator渐近无偏估计式asymptotically unbiased estimator推荐精选ADF检验，增项（增广）DF检验Augmented Dickey-Fuller testAEG检验，增项（增广）EG检验Augmented En
4、gle-Granger test自相关方程误差autocorrelated equation error自相关autocorrelation自相关函数autocorrelation function自协方差autocovariance自协方差函数autocovariance function自回归autoregression自回归条件异方差autoregressive conditional heteroscedasticity自回归分布滞后模型autoregressive distributed lag (ADL) model自回归单整移动平均（ARIMA）过程autoregressive
5、integrated moving average process自回归（AR）摸型autoregressive model自回归移动平均（ARMA）过程autoregressive moving-average process自回归算子autoregressive operator辅助回归auxiliary regression平均值average行为方程behavioral equation贝拉哈尔克（BJ）统计量Bera-Jarque statistic贝努利分布Bernoulli distribution最佳决策best decision最佳线性无偏估计式（BLUE）best line
6、ar unbiased estimator (BLUE)最佳线性无偏预测best linear unbiased prediction最佳无偏估计式best unbiased estimator偏倚bias偏倚向量bias vector有偏估计式biased estimator二元选择模型binary choice model二项分布binomial distribution二元正态随机变量bivariate normal random variable自举法，靴襻法bootstrap procedure推荐精选博克斯考克斯变换Box-Cox transformation博克斯詹金斯方法Box
7、-Jenkins approach布罗施帕甘检验Breusch-Pagan test布朗运动Brownian motion典型相关canonical correlation因果性causality中心极限定理central limit theorem特征方程characteristic equation特征根characteristic root特征向量characteristic vector卡埃方分布chi-square distribution古典统计学classical statistics柯布道格拉斯生产函数Cobb-Douglas production function科克伦奥克特
8、方法Cochrane-Orcutt procedure“概率极限”概念concept of “plim”条件推断conditional inference条件概率conditional probability条件概率密度函数conditional probability density function置信区间confidence interval一致性consistency一致估计式consistent estimator一致性检验consistent test消费函数consumption function同期相关contemporaneous correlation同期协方差矩阵cont
9、emporaneous covariance matrix同期扰动相关contemporaneous disturbance correlation同期独立随机回归自变量contemporaneous independent stochastic regressor连续映射理论continuous mapping theorem连续随机变量continuous random variable连续回归函数continuous regression function常规抽样理论conventional sampling theory依概率收敛converge in probability推荐精选收
10、敛convergence依分布收敛convergence in distribution相关correlation相关系数correlation coefficient相关矩阵correlation matrix相关图correlogram成本cost协方差covariance协方差矩阵covariance matrix协方差矩阵估计式covariance matrix estimator克拉美规则Cramr rule克拉美拉奥不等式Cramr-Rao inequality克拉美拉奥下界Cramr-Rao lower bound临界区域critical region临界值critical va
11、lue截面数据cross-section data累积分布函数cumulative distribution function数据data数据生成过程（dgp）date generation process数据标准化date normalization盲始模型dead-start model决策decision making决策规则decision rule决策规则选择decision rule choice决策理论decision theory演绎系统deductive system定义方程definitional equation解释程度degree of explanation自由度de
12、gree of freedom密度函数density function相依变量dependent variable设计矩阵design matrix推荐精选检验方法detection methods方阵的行列式determinant of a square matrix确定系数，可决系数determination coefficient诊断校验diagnostic checking对角矩阵diagonal matrix对称矩阵的对角化diagonalization of a symmetric matrix差分difference差分方程difference equation离散随机变量dis
13、crete random variable离散样本空间discrete sample space离散随机过程discrete stochastic process非均衡误差disequilibrium error不相交集disjoint set分布滞后distributed lag分布滞后模型distributed lag model分布distribution分布函数distribution function分布理论distribution theory扰动协方差矩阵disturbance covariance matrix扰动方差disturbance variance位移项drift虚拟
14、变量dummy variable虚拟变量估计式dummy variable estimatorDW（德宾沃森）统计量Durbin-Watson statisticDW（德宾沃森）检验Durbin-Watson test动态模型dynamic model动态乘数dynamic multiplier动态回归dynamic regression动态联立方程dynamic simultaneous equation计量经济学，经济计量学econometrics经济变量economic variables经济学economics推荐精选经济economy有效性efficiencyEG检验EG test特征值eigen value弹性elasticity椭圆ellipse空集empty set内生变量endogenous variableEG两步估计量Engel-Granger (
