Chng trnh Giang day Kinh te Fulbright Nien khoa 2003-2004

Phng phap phan tch Bai oc

Nhap mon kinh te lng vi cac ng dung Chng 14: Thc hien mot e tai thc nghiem

CHNG 14

Thc Hien Mot e Tai Thc Nghiem

Trong Chng 1, chung toi a mo ta tong quat cac bc tien hanh mot nghien cu thc nghiem, t viec xac nh van e nghien cu en dien dch ket qua. Mac du phan ln cac chng trnh bay nhng ng dung minh hoa di dang cac e tai nho, sinh vien se hoc c nhieu hn ve kinh te lng t mot e tai thc nghiem hoan chnh hn la t hang ta bai giang. Chng nay se trnh bay sau hn tng bc a e cap trong Chng 1. Neu giang vien yeu cau thc hien mot e tai thc nghiem, sinh vien nen nghien cu chng nay trc, ac biet la nhng phan ve thiet lap van e nghien cu, xac nh mo hnh xuat phat dang tong quat va thu thap d lieu. Nh co ngi a ket luan, khong co cach duy nhat e tien hanh mot nghien cu thc nghiem va khong co mot cong thc ky dieu nao co the ap dung. Thc hanh la cach duy nhat e hoc cac bc bang cach ng dung vao nghien cu va phat trien trc giac can thiet e nhan nh cac ket qua va cac ket luan rut ra. V vay chng nay ch co the a ra nhng hng dan chung va cac gi y e thc hien. 14.1 Chon e tai Neu ban la mot nha nghien cu chuyen nghiep, van e nghien cu thng c xac nh bi yeu cau cua cong viec va/hoac do cap tren ch nh. V du, mot trong nhng nhiem vu chnh cua nha phan tch trong bo phan d bao cua nganh ien lc la c lng lien he gia nhu cau ve ien va cac yeu to anh hng nh thi tiet va tieu thu theo mua, gia ien, thu nhap, loai may moc gia dung, ac iem a ly, cong nghiep cua ni phuc vu v.v. Moi lien he c lng sau o se c dung e tnh cac gia tr d bao lng ien. Cac gia tr d bao nay c nganh ien lc tieu bang xem xet e quyet nh cau truc gia mi nh the nao va co can phai xay dng them nha may nang lng mi e ap ng nhu cau ngi dan trong khu vc hay khong. Trong v du nay, de dang neu ra van e nghien cu la lien he gia nhu cau ien vi cac yeu to anh hng en nhu cau nay, va phat ra cac d bao. Tuy nhien, neu ban la sinh vien hoc mon kinh te lng, giang vien co the yeu cau ban thc hien mot e tai thc nghiem va co the se khong ch ra e tai cu the nao can quan tam nghien cu. Nhiem vu au tien cua sinh vien la chon mot e tai e nghien cu, viec nay thng dan en xuat hien mot cau hoi Toi se lam g va bat au nh the nao?. e tra li cau hoi nay, hay xem phan sau ay. Trc khi hoc mon kinh te lng, khong nghi ng g ban a hoc cac mon kinh te khac, mot so co the trnh o cao. Ban a hoc nhieu ly thuyet ve hanh vi kinh te cua mot chu the va moi lien he gia cac bien kinh te. Vay hay t hoi nhng lien he ly thuyet nao ban a hoc can c c lng thc nghiem va nhng ly thuyet nao co the a vao kiem nh trong thc te. Trong nhng mon hoc ban a hoc, co the a co nhng buoi thao luan ve mot van e hoac ve nghien cu cua mot ngi nao o khien ban quan tam. o la nhng van e co the xem xet. Nhng giao s day ban trc ay co the rat san long giup ban tap trung vao mot van e nghien cu, nhng khong nen
Ramu Ramanathan

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Chng trnh Giang day Kinh te Fulbright Nien khoa 2003-2004

Phng phap phan tch Bai oc

Nhap mon kinh te lng vi cac ng dung Chng 14: Thc hien mot e tai thc nghiem

phu thuoc vao ho hoac tranh thu s nhiet tnh cua ho. Mot so lnh vc co the quan tam sau1: 1. Kinh te v mo: c lng mot ham nhu cau ve tieu dung hoac au t hoac ve tien te. Nhng e tai nay oi hoi phan tch chuoi thi gian va t nhat la hai giai oan. Ban co the c lng ng cong Phillips vi d lieu quoc te oi vi nhieu nc hoac d lieu chuoi thi gian vi mot nc xac nh. Cac e tai v mo co u iem la de dang thu thap d lieu. 2. Kinh te vi mo: c lng ham san xuat, chi ph, cung, va cau thuoc nhom nay, nhng d lieu cua nhng e tai nay noi chung rat kho thu thap. 3. Kinh te o th, kinh te vung: c lng nhu cau ve nha , trng hoc, va cac dch vu cong cong khac cho mot thanh pho, th tran hoac tieu bang. o lng o nhay cua cac vung cong nghiep oi vi cac vung khac ve thue suat, gia nang lng, luat a phng, cong oan, lao ong co tay nghev.v. 4. Kinh te quoc te: c lng ham nhap khau va xuat khau oi vi mot nc trong mot khoang thi gian hay gia nhieu nc. Lien he gia ty gia hoi oai va cac yeu to quyet nh ty gia nay. 5. Kinh te phat trien: o lng cac yeu to quyet nh thu nhap au ngi (GNP) gia cac nc 6. Kinh te lao ong: Kiem nh gia thuyet ve cong oan, ngh hu sm, ty le tham gia cua lc lng lao ong, lng khac biet gia phu n, nhom thieu so va lao ong tre v.v 7. To chc cong nghiep: o lng cac anh hng cua quang cao en doanh thu, li nhuan, hoac en mc o tap trung (o la th phan) trong nganh. c lng lien he gia chi tieu cho nghien cu phat trien (R&D) va nang suat lao ong. Nghien cu lien he gia tap trung nganh va li nhuan do cac hoat ong sat nhap. Tuy nhien, ban nen can than v ly do bao mat cac d lieu ve nghien cu phat trien, va ngan sach quang cao cua mot cong ty trong thc te se khong the thu thap c. 8. Tai chnh cong: c lng lien he gia thue thu nhap cua chnh phu a phng va cac ac iem cua a phng nh dan so, s ket hp dan so va cong nghiep, lng, thu nhap v.v. Cung co the lien he chi tieu cho sc khoe, ng xa, giao duc v.v vi cac yeu to quyet nh cac khoan chi tieu nay. 9. Kinh te xa hoi: Giai thch cac sai biet ve toi pham, ngheo oi, ty le ly d, qui mo gia nh v.v gia cac thanh pho, th tran, va tieu bang. 10. Chnh tr: Lien he ai bieu bo phieu vi mot so ac iem cua ng c vien v.v. giai thch so phieu mot nha chnh tr thu c trong nhng quan khac nhau. Mot phng phap tiep can he thong oi vi van e chon mot e tai cu the la s dung hieu qua he thong phan loai c tap ch Journal of Economic Literature (JEL Tap ch Ly thuyet Kinh te) ap dung, tap ch nay c phat hanh hang quy va trnh bay mot danh sach phan loai cac loai sach va bai bao c phat hanh trong cac quy trc o (xem Bang 14.1 e co danh sach nay). Mot a CD cung co ban tai Hiep hoi Kinh te Hoa Ky. V du, ban quan tam en viec nghien cu mc linh hoat cua lao ong, trc
1

Danh sach nay c trch t danh sach cua Carrol Foster

Ramu Ramanathan

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Chng trnh Giang day Kinh te Fulbright Nien khoa 2003-2004

Phng phap phan tch Bai oc

Nhap mon kinh te lng vi cac ng dung Chng 14: Thc hien mot e tai thc nghiem

tien xem trong Bang 14.1 muc Kinh te Lao ong va Dan so va lu y rang so phan loai tng ng la J6. Tiep theo xem en phan Muc luc cac Bai bao trong cac tap ch hien nay, phan nay liet ke danh sach cac bai bao phat hanh gan ay phan thanh nhieu loai, sau o ban lap mot danh sach nhng e tai ma ban quan tam. Tap ch nay cung liet ke noi dung cua cac tap ch hien nay va tom tat cua cac cuon sach, cac tap ch. Cac tom tat nay cung se giup ban biet them nhieu ve nhng e tai cu the, va giup ban quyet nh xem mot bai bao co qua thien ve ly thuyet so vi ban khong. Cac tap ch nh Applied Econpmics (Kinh te ng dung), Applied Econometrics (Kinh te lng ng dung), Review of Economics and Statistics (Tong quan ve Kinh te va thong ke), International Monetary Fund Staff Papers (Tap ch danh danh cho nhan vien quy tien te quoc te), va Brookings Paper on Economic Activity (Cac bai bao ve hoat ong kinh te) la nhng tap ch thien ve ng dung va la iem xuat phat rat co ch. Mot so tap ch chuyen ve mot vai lnh vc (v du nh Journal of Human Resources (Tap ch ve nhan s), Journal of Urban Economics (Tap ch kinh te o th), Journal of Regional Science (Tap ch khoa hoc khu vc)). Nhng tap ch nay co the giup chung ta gii han c van e nghien cu. Hay chac chan la ban ghi lai ten va cac tai lieu tham khao khac cua cac sach, bao co lien quan en e tai ban chon. oc lt qua cac bai bao xem ban co muon theo uoi cac e tai o hay khong. Cac th muc trch dan trong nhng bai bao nay cung ang e xem xet v chung co nhieu tai lieu tham khao khac lien quan en cung e tai. Danh sach ma ban co c giai oan nay se rat can thiet cho cac bc tiep theo. Sau khi chon c mot e tai, hay chuan b phat bieu e tai ma ban d nh nghien cu. Bang 14.1 Tap ch he thong phan loai ly thuyet kinh te DANH SACH MA SO CAC LNH VC CHNH A Kinh te hoc tong quat va Day hoc A0 Tong quan A1 Kinh te hoc tong quan A2 Day kinh te hoc B Phng phap luan va lch s cac hoc thuyet kinh te B0 Tong quan B1 Lch s cac hoc thuyet kinh te trc 1925 B2 Lch s cac hoc thuyet kinh te sau 1925 B3 Lch s cac hoc thuyet: Ca nhan B4 Phng phap luan kinh te C Cac phng phap toan hoc va nh lng C0 Tong quan C1 Cac phng phap kinh te lng va thong ke: Tong quan C2 Cac phng phap kinh te lng: Cac mo hnh mot phng trnh C3 Cac phng phap kinh te lng: Cac mo hnh he phng trnh C4 Cac phng phap kinh te lng va thong ke: Cac e tai ac biet C5 Lap mo hnh kinh te lng C6 Cac phng phap toan hoc va lap trnh C7 Ly thuyet tro chi va Ly thuyet thng lng C8 Thu thap d lieu va phng phap c lng; Chng trnh may tnh C9 Thiet ke th nghiem

Ramu Ramanathan

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Chng trnh Giang day Kinh te Fulbright Nien khoa 2003-2004

Phng phap phan tch Bai oc

Nhap mon kinh te lng vi cac ng dung Chng 14: Thc hien mot e tai thc nghiem

Bang 14.1: Tiep theo D Kinh te vi mo D0 Tong quan D1 Hanh vi cua ho gia nh va kinh te ho gia nh D2 San xuat va To chc D3 Phan phoi D4 Cau truc th trng va nh gia D5 Tong quan ve Can bang va Khong can bang D6 Li ch kinh te xa hoi D7 Phan tch ra quyet nh tap trung D8 Thong tin va bat nh D9 La chon va tang trng theo thi gian E Kinh te v mo va kinh te hoc tien te E0 Tong quan E1 Cac mo hnh tong hp chung E2 Tieu thu, Tiet kiem, San xuat, Viec lam va au t E3 Gia, Bien ong kinh te va Chu ky E4 Tien va Lai suat E5 Chnh sach tien te, Ngan hang trung ng, va nguon cung cap tien te va tn dung E6 Kha canh kinh te v mo cua tai chnh cong, Chnh sach kinh te v mo, va Trien vong chung F Kinh te hoc quoc te F0 Tong quan F1 Thng mai F2 Lu chuyen tai san quoc te F3 Tai chnh quoc te F4 Kha canh kinh te v mo cua Thng mai va Tai chnh quoc te G Kinh te hoc tai chnh G0 Tong quan G1 Tong quan ve th trng tai chnh G2 Cac to chc va dch vu tai chnh G3 Tai chnh doanh nghiep va chnh phu
Ramu Ramanathan

H Kinh te cong H0 Tong quan H1 Cau truc va Pham vi cua chnh phu H2 Thue va Tr cap H3 Chnh sach tai chnh va Hanh vi cua cac to chc kinh te H4 Hang hoa cong cong H5 Chi tieu cua chnh phu va cac Chnh sach lien quan H6 Ngan sach nha nc, Tham hut, va N H7 Chnh quyen tieu bang va a phng: Cac lien he gia cac chnh phu H8 Cac van e khac I Y te, Giao duc, va Phuc li xa hoi I0 Tong quan I1 Y te I2 Giao duc I3 Phuc li xa hoi va Chnh sach J Kinh te lao ong va dan so J0 Tong quan J1 Kinh te hoc dan so J2 Phan chia thi gian, Hanh vi lam viec, va Giai quyet viec lam J3 Lng, Boi thng va Chi ph lao ong J4 Th trng lao ong cu the J5 Quan he Ngi lao ong-Nha quan ly, Cong oan, va Thng lng tap trung J6 Linh ong, That nghiep va V tr khuyet J7 Phan biet K Luat va Kinh te hoc K0 Tong quan K1 Cac lnh vc can ban cua luat K2 ieu le va Luat Kinh doanh K3 Cac lnh vc quan trong khac cua luat

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Nhap mon kinh te lng vi cac ng dung Chng 14: Thc hien mot e tai thc nghiem

Bang 14.1: Tiep theo K4 Cac thu tuc luat phap, He thong luat phap va Hanh vi pham luat L To chc cong nghiep L0 Tong quan L1 Cau truc th trng, Chien lc cong ty va Hoat ong th trng L2 Muc tieu cong ty, To chc, va Hanh vi L3 Cac to chc phi li nhuan va Doanh nghiep nha nc L4 Luat chong oc quyen L5 Qui nh va Chnh sach nganh L6 Nghien cu nganh: San xuat L7 Nghien cu nganh: San pham chnh va Cau truc L8 Nghien cu nganh: Dch vu L9 Nghien cu nganh: dch vu cong cong va lu thong M Quan tr kinh doanh va Kinh te hoc kinh doanh: Tiep th, Ke toan M0 Tong quan M1 Quan tr kinh doanh M2 Kinh te hoc trong kinh doanh M3 Tiep th va Quang cao M4 Ke toan N Lch s kinh te N0 Tong quan N1 Kinh te v mo: Tang trng va Bien ong N2 Th trng tai chnh va To chc tai chnh N3 Lao ong, Dan so, Giao duc, Thu nhap va Tai san N4 Luat va ieu le N5 Nong nghiep, Tai nguyen thien nhien, va Cong nghiep khai thac N6 San xuat va xay dng N7 Van tai, Thng mai, va cac Dch vu khac Kinh te phat trien, Thay oi cong nghe, va Tang trng O0 Tong quan O1 Kinh te phat trien O2 Ke hoach va Chnh sach Phat trien O3 oi mi cong nghe O4 Tang trng kinh te va Nang suat tong hp O5 Nghien cu Kinh te quoc gia He thong kinh te P0 Tong quan P1 He thong t ban P2 He thong xa hoi chu ngha P3 Cac to chc xa hoi chu ngha P4 Cac he thong kinh te khac P5 He thong kinh te so sanh Kinh te nong nghiep va Kinh te tai nguyen thien nhien Q0 Tong quan Q1 Nong nghiep Q2 Cac nguon tai nguyen tai sinh c va Bao ton: Quan ly moi trng Q3 Cac nguon tai nguyen khong tai sinh c va Bao ton Q4 Nang lng Kinh te thanh th, Kinh te nong thon va Kinh te vung R0 Tong quan R1 Tong quan ve kinh te khong gian R2 Phan tch ho gia nh R3 Phan tch san xuat va V tr cong ty R4 Dch vu van tai R5 Phan tch chnh quyen khu vc Cac e tai khac Z0 Tong quan Z1 Kinh te hoc van hoa

Nguon: Journal of Economic Liteature. Tai ban vi s cho phep cua Hiep hoi Kinh te Hoa Ky
Ramu Ramanathan

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Phng phap phan tch Bai oc

Nhap mon kinh te lng vi cac ng dung Chng 14: Thc hien mot e tai thc nghiem

BANG 14.2 Danh sach chon loc cac tap ch American Economics Review American Journal of Agricultural Economics American Journal of Economics and Sociology Annals of Regional Science Antitrust Bulletin Applied Economics Australian Economic Review Brookings Papers on Economic Activity Cambridge Journal of Economics Canadian Journal of Agricultural Economics Canadian Journal of Economics Contemporary Economic Policy Eastern Economic Journal Ecnonometrica Economica Economic Analysis and Workers Management Economic Development and Cultural Change Economic Enquiry Economic Journal Economic Modeling Economic Record Economic Studies Quarterly Economics of Education Review Economics Letters Empirical Economics Energy Economics Enegy Journal Environment and Planning European Economic Review Federal Reserve Bank Reviews Federal Reserve Bulletin Finance and Development Finance Review Indian Economic Journal Indian Economic Review Industrial Relations International Journal of Industrial Organization
Ramu Ramanathan

Internation Journal of Transport Economics International Labor Review International Monetary Fund Staff Papers Journal of Agricultural Economics Journal of Applied Econometrics Journal of Banking and Finance Journal of Business Journal of Business and Economic Statistics Journal of Consumer Research Journal of Development Economics Journal of Econometrics Journal of Economic Education Journal of Economic Issues Journal of Ecomomics and Business Journal of Encironmental Economics and Management Journal of Finance Journal of Financial and Quantitativ Analysis Journal of Financial Economics Journal of Financial Research Journal of Health Economics Journal of Human Resources Journal of Industrial Economiecs Journal of Labor Economics Journal of Law, Economics, and Organization Journal of Macroeconomics Journal of Monetary Economics Journal of Money, Credit, and Banking Journal of Publitical Economy Journal of Public Economics Journal of Quantitative Economics Journal of Refional Science Journal of Urban Economics Bang 14.2: Tiep theo Lan Economics Managerial and Decision Economics

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Phng phap phan tch Bai oc

Nhap mon kinh te lng vi cac ng dung Chng 14: Thc hien mot e tai thc nghiem

Manchester School of Economics and Social Studies Marine Resource Economics Mongthly Labor Review National Eax Journal Natural Resources Journal Oxford Vulletin of Economics and Statistics Oxford Economic Papers Oxford Review of Economic Policy Pakistan Development Review Public Choice

Quarterly Journal of Business and Economics Quarterly Journal o fEconomics Quarterly Review of Economics and Business Quarterly Review of Economics and Finance Rand Journal of Economics Regional Science and Urban Economics Review of Financial Studies Review of Social Economy Social Science Quarterly Southern Economic Journal Survey of Current Busines

14.2 C s Ly thuyet Bc tiep theo sau viec chon e tai va phat bieu van e can nghien cu la tm xem cac nha nghien cu khac a co nhng nghien cu g ve e tai nay. Viec tra cu tai lieu tham khao nay rat quan trong v ban se khong ch hoc c cac mo hnh c xay dng va c lng nh the nao ma con biet c nhng nguon d lieu. iem xuat phat cho giai oan xem lai ly thuyet cung lai la tap ch Journal of Economic Literature (Tap ch ly thuyet kinh te). Trong qua trnh chon e tai, ban se tap hp c mot danh sach cac bai bao hoac sach lien quan en e tai. au tien, hay oc lt qua nhng tai lieu nay e xem co can phai nghien cu sau hn khong. ac biet, ghi chu nhng tai lieu tham khao t cac bai bao khac co cung e tai. Mot nguon tham khao bo ch khac la Social Science Citation Index (Muc luc trnh dan khoa hoc xa ho). Tap ch nay cung cap mot danh sach (ac biet theo ten tac gia) cac tap ch, sach v.v co trch dan nhng nghien cu cu the. Neu tai lieu tham khao c chon co ve hay, hay oc ky va ghi chu lai. ac biet, xac nh cac bien phu thuoc va bien oc lap, xac nh loai mo hnh can thiet lap, va xac nh xem d lieu s dung la d lieu chuoi thi gian hay d lieu theo khong gian, cac ky thuat c lng va cac kiem nh gia thuyet c s dung, va ca cac nguon d lieu, phng phap anh gia. Tiep theo, chuan b mot ban tom tat t ba en nam trang cho moi bai bao hoac moi chng cua cuon sach co lien quan en van e nghien cu ban chon. Ban nen chuan b t nhat la bon tom tat nh vay. 14.3 Thiet lap mo hnh tong quat Da tren c s ly thuyet, ban nen xay dng mot cong thc tong quat cho mo hnh cua ban. Viec nay co the oi hoi mot khung nghien cu toi u nh cc ai o thoa dung, cc ai li nhuan, hoac cc tieu chi ph. Phat bieu mo hnh khi au di dang cac thuat ng tong quat, va xac nh cac bien phu thuoc, oc lap ma ban muon thu thap d lieu. bc nay, ban cung nen quyet nh xem co can en mot mo hnh he phng trnh hay khong. Neu
Ramu Ramanathan

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Chng trnh Giang day Kinh te Fulbright Nien khoa 2003-2004

Phng phap phan tch Bai oc

Nhap mon kinh te lng vi cac ng dung Chng 14: Thc hien mot e tai thc nghiem

cac bien cua ban co anh hng ngc lai (ngha la X tac ong en Y va Y tac ong lai X), ban nen chon mo hnh he phng trnh, tr phi ban quan tam en dang rut gon nh a trnh bay trong Chng 13. Tai bc nay, ban cung nen quyet nh loai d lieu nao phu hp vi cac muc tieu ban a e ra, d lieu chuoi thi gian hay d lieu theo khong gian. Neu muc tieu cua ban la giai thch cac yeu to lam cho gia tr cua bien phu thuoc thay oi theo thi gian, th d lieu chuoi thi gian la thch hp. Mat khac, neu ban muon nghien cu tai sao cac nhom khac nhau (nh cac quoc gia, cac tieu bang, cac th tran, cac cong ty, cac nganh hoac cac nhom nghe) lai co hanh vi khac nhau trong cung mot thi iem cho trc, th ban lai can d lieu cheo. Co the cac lien he c c lng bang d lieu cheo se khong on nh theo thi gian. e kiem tra viec nay, ban can thu thap d lieu tong hp. Hay chuan b bai viet giai thch tai sao ban tin la cac bien oc lap ban chon co anh hng en bien phu thuoc. Hay mo ta cac gia thuyet ban d nh se kiem nh va ban chat cua cac tac ong t bien oc lap ma ban ky vong. ac biet, hay thao luan ve dau ky vong cua cac he so hoi qui, co the xuat hien quan he phi tuyen khong, ban can xem xet loai tng tac nao gia cac bien oc lap v.v. 14.4 Thu thap d lieu Bay gi en nhiem vu mat thi gian va thng la nham chan, nhiem vu thu thap d lieu, to chc d lieu di dang co the x ly bang may tnh, va cuoi cung la nhap d 1ieu vao may e phan tch sau nay. Bao nhieu d lieu can thu thap va cac nguon nao co the thu thap c d lieu? Chung ta thay la bac t do cang cao th o chnh xac cua c lng cang cao va o tin cay cua kiem nh gia thuyet cang cao. Tang so bac t do ngha la phai co them nhieu quan sat cua cac bien oc lap. Trong ng dung yeu to quyet nh lng Muc 7.3, so bien oc lap tng oi ln (xem Bang 7.5) bi v co nhieu so hang tng tac vi nhau. Chung ta a thay trong Chng 9 va 10 neu mo hnh chuoi thi gian co nhieu so hang tre (lag) hoac co chuoi tng quan bac cao hn, chung ta se mat nhieu quan sat ban au. e anh oi viec nay, chung ta can them cac quan sat. Cuoi cung, kiem nh tha so Lagrange va cac kiem nh tnh chat phng sai cua sai so thay oi la nhng kiem nh mau co kch thc ln do vay can phai co them nhieu quan sat. Theo qui tac kinh nghiem, bac t do thap nhat phai la 30. Nguon d lieu Lng d lieu phat hanh thng rat ln en noi khong the liet ke tat ca cac nguon ay. V vay, ch co mot so loai pho bien, ac biet la nhng nguon thong dung nhat se c trnh bay ay. D lieu co the oc c bang may. Trong thi ai may tnh ngay nay, co nhieu d lieu co san trong may. V du, th vien Univeristy of California, Sandiego, co c s d lieu khoa hoc xa hoi (Social Science Data Base) co the truy cap t mang c nhieu loai d lieu kinh te nh: Citibase (C s d lieu thanh pho), International Financial Statistics (Thong ke tai chnh quoc te), va Census of Population and Housing (Thong ke dan so va nha )v.v. Cac trng khac cung co the co c s d lieu tng t. Trung tam Nghien cu Gia Chng
Ramu Ramanathan

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Phng phap phan tch Bai oc

Nhap mon kinh te lng vi cac ng dung Chng 14: Thc hien mot e tai thc nghiem

khoan (CRSP) co nhieu d lieu ve gia chng khoan cua rat nhieu cong ty, co the truy cap bang may tnh. Nhieu cong ty tung ra th trng cac a may tnh ca nhan cha thong tin ve nhieu lnh vc. Mot so dang CD-ROM. COMPUSERVE la mot nguon d lieu rat noi tieng. Lien he vi th vien e xem ho co d lieu ban can di dang oc bang may khong. Mot nguon ngay cang pho bien la World Wide Web co vo so d lieu san tren mang. Trang chu cua toi http://weber.ucsd.edu/~rramanat co mot danh sach cac a ch nay va noi trc tiep vi cac trang web tng ng. u iem cua viec co thong tin dang truy cap trc tiep bang may tnh la rat thuan tien e truy cap va thng khong co loi. Tuy nhien, cac d lieu nay can x ly dang van ban trc khi a vao chng trnh hoi qui. V du, d lieu ve dan so co the co san trong 50 nam, nhng d lieu ve lai suat co the ch co trong vong 30 nam. Trc khi ban co the s dung d lieu e phan tch hoi qui, ban can chon mot thi oan chung e phan tch va chuan b mot tap tin d lieu vi ay u thong tin cho thi oan nay. Mac du lay d lieu t mang c a chuong hn, ban cung khong nen bo qua cac nguon thong tin khac t cac bang c phat hanh. Mot so c trnh bay sau ay. D lieu pham vi quoc te. Nh a e cap trc ay, International Financial Statistics (Thong ke tai chnh quoc te) la mot nguon thong tin rat tot pham vi quoc te. Cac nguon khac: United Naitons Statistical Yearbook (Nien giam thong ke Hoa Ky), World Development Report (Bao cao phat trien the gii), Demographic Yearbook (Nien giam ve dan so), va To chc y te the gii (WHO) va cac tai lieu cua Quy tien te the gii (IMF) D lieu pham vi quoc gia Hau het cac quoc gia eu co cac tom tat thong ke thng cha d lieu tong hp ca mot nc. Mot so quoc gia co cac tap ch chuyen nganh cung cap d lieu (v du, Economic Trends (Xu hng kinh te) Anh, va Economic Report of President (Bao cao kinh te cua tong thong) My). Census of Manufacturing (ieu tra ve nganh san xuat), Annual Housing Survey (ieu tra hang nam ve nha ), State and Metropolitan Data Book (D lieu tieu bang va thanh pho), va tai lieu cua phong thong ke lao ong la nhng nguon khac. D lieu pham vi vung My, hau het cac tieu bang eu co Bao cao Kinh te cua Chnh phu vi phan phu luc thong ke kem theo. Nhng phu luc nay co d lieu cua ca tieu bang va d lieu cua tng vung nh cac th tran, cac quan, cac thanh pho hoac thong ke theo cac thu phu (SMSA - Standard Metropolitan Statistical Areas). Sach d lieu cua quan va thanh pho (County and City Data Book) cung la mot nguon d lieu hu ch tng t nh Sach d lieu cua tieu bang va thu phu (State and Metropolitan Data Book), phu ban cua Tom tat thong ke cua nc My (Statistical Abstract of the United States).

D lieu chuyen nganh D lieu hang thang hoac hang quy ve cac ch so kinh te, kinh doanh co the lay c t cuon ieu tra kinh te hien tai ( Survey of Current Business) hoac t cac tai lieu cua Dun
Ramu Ramanathan

Thuc oan/Hao Thi

Chng trnh Giang day Kinh te Fulbright Nien khoa 2003-2004

Phng phap phan tch Bai oc

Nhap mon kinh te lng vi cac ng dung Chng 14: Thc hien mot e tai thc nghiem

and Bradstreet. Mot so loai d lieu co san theo nganh c phan loai theo ma SIC (Standard Industrial Classification codes ma Phan loai cong nghiep chuan). Federal Reserve Bulletin cung la mot nguon d lieu ve thong ke tai chnh nh ch so chng khoan Standard and Poors va Moody. Cac thong tin lien quan en nong nghiep co the lay t Nien giam Nong nghiep (Agricultural Statistics). oi vi cac thong ke ve giao duc, co rat nhieu nguon d lieu: Tom tat cac thong ke ve giao duc (Digest of Education Statistics), Thong ke tai chnh cua Vien sau ai hoc (Financial Statistics of Institute of Higher Education), Bao cao tom tat cua Chng trnh kiem tra nhap hoc (Admissions Testing Program Summary Reports), xuat ban cua Trung tam thong ke giao duc quoc gia (National center for Education Statistics) v.v. Mac du cac nguon d lieu nay co the cho nha nghien cu iem xuat phat, so lng d lieu c xuat ban nhieu vo so v vay khong the liet ke tat ca ra ay. Tuy nhien, may man la nhng cuon sach tom tat nh Journal of Ecnonomic Literature (Tap ch ly thuyet kinh te), luon san co va cung cap mot danh sach phan loai cac nguon d lieu. mot trong nhng cuon pho bien nhat la Statistical Reference Index (Ch so tham chieu thong ke) do Hoi ngh dch vu thong tin (Congressonal Information Service) thc hien. Nh ba cuon sach a ghi, ay la hng dan chon loc cac tai lieu thong ke cua My, t cac nguon cua to chc t nhan en chnh phu. Cuon muc luc nay gom ba phan: (1) muc luc liet ke cac tai lieu xuat ban vi mot t thong tin ve loai d lieu; (2) mot ban tom tat cung cap thong tin ang ke ve moi loai d lieu; va (3) ban vi phim cha d lieu gan ay. Bang tnh Neu d lieu ban kiem co san dang in ma khong phai dang oc c bang may tnh, ban phai sao chep lai d lieu va chuyen sang dang co the oc c bang may tnh. Ban hoan tat cong viec nay bang cach s dung bang tnh. Bang tnh co the c chuan b sao cho d lieu c xep theo lan quan sat tren bang hoac theo bien so, ngha la theo tng chuoi. Viec nay c chon chu yeu da vao yeu to thuan li va cach d lieu xuat ban c sap xep nh the nao. oi vi moi chuoi phai am bao nguon d lieu c ghi lai chnh xac (vi so trang va so bang, ten va nam xuat ban, ni xuat ban v.v). Viec nay rat quan trong v ban co the muon xem lai sau nay e hieu chnh d lieu hoac tm them d lieu bo sung. n v o lng d lieu cung can phai c ghi chu can than. Nh chung ta a thay, dien dch cac gia tr so hoc cua he so hoi qui phu thuoc chnh vao n v dung e o lng cac bien so. Cuoi cung, hay kiem tra xem co thay oi g trong phan nh ngha bien hoac trong cac thi oan tnh gia hoac cac ch so khac. Neu co thay oi, co the ban phai hieu chnh d lieu theo thay oi o. Do may tnh co the thc hien cac tnh toan so hoc, ban khong can phai chuyen d lieu mot cach thu cong cho phu hp vi mo hnh cua ban. V du, neu mo hnh ban s dung can thu nhap thc tren au ngi, thu thap thong tin ve thu nhap danh ngha, ch so gia, va dan so. Sau o hay e may tnh thc hien cong viec chuyen oi tng ng e co c thu nhap bnh quan au ngi thc. Nhap d lieu vao may tnh
Ramu Ramanathan

10

Thuc oan/Hao Thi

Chng trnh Giang day Kinh te Fulbright Nien khoa 2003-2004

Phng phap phan tch Bai oc

Nhap mon kinh te lng vi cac ng dung Chng 14: Thc hien mot e tai thc nghiem

Tiep theo sau la cong viec nhap d lieu vao may tnh e thc hien chng trnh hoi qui. D lieu c nhap nh the nao phu thuoc nhieu vao to hp hoi qui ban d nh dung e phan tch d lieu. e thc hien viec nay, ban can mot chng trnh bien tap van ban, ay la chng trnh x ly van ban c ban. Ban co the s dung mot chng trnh bang tnh (nh EXCEL hoac LOTUS 1-2-3) e nhap d lieu. Hau het chng trnh hoi qui eu dung d lieu dang ma ASCII. ASCII la ch viet tat cua American Standard Code for Information Interchange (Ma trao oi thong tin chuan cua Hoa Ky) va c s dung rong rai nh mot chuan e nhap d lieu va van ban. Neu chng trnh x ly van ban cua ban khong lu tr d lieu di dang ASCII, chng trnh thng se cho ban mot la chon chuan b dang ASCII cho tap d lieu. Hay chac chan la ban chon la chon nay neu chng trnh hoi qui cua ban khong chap nhan tap tin khong dang ASCII. Nhieu chng trnh hoi qui co rieng chng trnh bien soan cua mnh. Trc khi ban th nhap d lieu vao may tnh, hay tm hieu cac yeu cau cua chng trnh hoi qui ban d nh s dung. Tao cac bien mi Khi thc hien phan tch thc nghiem, nha phan tch thng lam viec vi cac bien chuyen oi hn la vi cac bien goc ma da vao o d lieu c thu thap. Chung ta a thay nhieu v du ve viec nay. Mo hnh double-log yeu cau moi bien eu c chuyen sang dang logarit. Cac so hang bac hai va tng tac yeu cau tch so cua cac bien. Neu dan so co mot vai tro trong mo hnh cua ban, hay dien ta cac bien tng ng di dang bnh quan au ngi. e bien oi cac bien sang dang thc, cac bien danh ngha phai c chia cho ch so gia. e tnh phan tram thay oi, can phai tnh 100(Xt Xt 1)/Xt-1 e tnh toc o cua thay oi s dung bien chuyen oi ln(Xt ln(Xt 1) o la khac biet cua logarit hai quan sat lien tiep. Cac chng trnh hoi qui co kha nang t chuyen oi d lieu. Hay tan dung li iem nay. May tnh khac nhau ve o chnh xac cua cac phep tnh so hoc. Mot so chng trnh va may tnh thng lam tron va sai so nhieu hn so vi cac may/chng trnh khac. V vay, tot nhat khi thc hanh tranh dung nhng gia tr qua ln hoac qua nho khi phan tch. Tong bnh phng cua nhng so co gia tr ln co the se vo cung ln gay ra cac sai so ln. V du, thay v nhap vao d lieu dan so la 2,157899, hay chuyen thanh mi phan ngan, va nhap vao so 215,7899. ay cung la mot y kien hay khi oi bien sao cho cac gia tr nhap vao nam trong khoang t 1 en 1000. 14.5 Phan tch thc nghiem Phan tch ro rang la mot bc quan trong trong mot nghien cu thc nghiem. No bao gom: au tien d lieu c kiem tra s bo vai lan, sau o c lng cac mo hnh a c thiet lap ban au, thc hien cac kiem nh thch hp, va neu can, thiet lap lai mo hnh va c lng lai. Phan tch d lieu s bo

Ramu Ramanathan

11

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Chng trnh Giang day Kinh te Fulbright Nien khoa 2003-2004

Phng phap phan tch Bai oc

Nhap mon kinh te lng vi cac ng dung Chng 14: Thc hien mot e tai thc nghiem

Trc khi s dung d lieu e c lng mo hnh, mot viec lam rat quan trong la phai thc hien mot so phan tch s bo e phat hien nhng loi do anh may, d lieu d biet (outlier nhng d lieu co gia tr hai cc qua ln hoac qua nho), va khong co s sai lech d lieu. Mot so loi anh may thng gap nh s dung ch l thay v so mot (co the la do thoi quen cu s dung may anh ch khong co phm khoang cach), va s dung ch O thay v so khong. Mot danh sach liet ke d lieu se rat can thiet e phat hien nhng loi nh vay. Bc tiep theo la a cac chuoi d lieu tng ng vi so quan sat. Noi cach khac ve Xt tng ng vi t. Cac d lieu d biet se de dang xac nh c tren s o nay. Neu t la thi gian, o th se la cac iem chuoi thi gian va se cho ban y tng ve xu hng theo thi gian cua d lieu va toc o tang trng. Thng chung ta se th ve o th cac gia tr cua bien phu thuoc vi gia tr cua moi bien oc lap e xem quan he phi tuyen ton tai hay khong. Mac du nhng o th nh the co ch trong nhieu trng hp, trong mot so trng hp chung cung co the dan en sai lam. o th gia gia tr quan sat cua Y va gia tr quan sat cua X khong gi cho cac bien khac co nhi. V vay, quan he co ve nh phi tuyen gia X va Y co the thc s lai la quan he tuyen tnh nhng lai b dch chuyen do thay oi cua bien th ba Z (xem trong phan trnh bay ve phi tuyen tnh gia Muc 6.5). Nen tranh nhng loi ao bi d lieu (data mining) e xac nh cac moi lien he nh vay. Thay vao o, hay s dung ly thuyet ve hanh vi e thiet lap mo hnh va thc hien cac kiem nh phu hp oi vi cac ac trng cua mo hnh, gom ca mo hnh phi tuyen. Ngoai viec ve o th e xac nh nhng d lieu d biet, o th con giup xac nh nhng gia tr thong ke nh trung bnh, o lech chuan, va he so bien oi, chnh la ty so gia o lech chuan va gia tr trung bnh. Mac du khong co mot qui luat chat che nao ve he so bien oi nhng vi mot gia tr thap nh 0.05 chang han co ngha la o lech chuan ch bang 5 phan tram cua gia tr trung bnh. ieu nay co ngha la cac bien so trong van e nghien cu khong bien oi nhieu va co the se khong co g nghiem trong neu chon bien nay lam bien oc lap trong mo hnh hoi qui (xem phan trnh bay Chng 3 ve Gia nh 3.2) Cuoi cung, co c ma tran he so tng quan o la cac he so tng quan cua moi cap bien so dung trong phan tch. Ly tng th tng quan gia bien phu thuoc vi mot bien oc lap phai cao. Tng quan chat gia hai bien oc lap th se gay ra van e a cong tuyen va van e nay can c quan tam sm. Tuy nhien , hay lu y la mot tng quan khong chat gia hai bien oc lap khong ong ngha vi viec khong ton tai van e a cong tuyen. iem nay a c trnh bay trong Chng 5. c lng mo hnh va Kiem nh gia thuyet Bay gi chung ta a san sang e c lng mo hnh tong quat a c xay dng trong muc Mo 14.3. c lng mo hnh va kiem tra cac tr thong ke F va 2 . R hnh ai dien c bao nhieu phan tram thay oi cua bien phu thuoc? Mo hnh au tien c c lng thng co nhng ket qua khong nh mong i. Dau cua cac he so hoi qui co the trai vi mong i trc o, cac tr thong ke t co the bieu hien khong co y ngha trong mot so bien, R2 hieu chnh co the thap, cac tng quan co the ton tai neu s dung d lieu chuoi thi gian v.v. ay mot lan na lai khong co cong thc tong quat ve viec tien hanh nh the nao. moi bc yeu cau phai co nhng hieu chnh ang ke va nha nghien cu can thay oi nhieu ve phng phap.
Ramu Ramanathan

12

Thuc oan/Hao Thi

Chng trnh Giang day Kinh te Fulbright Nien khoa 2003-2004

Phng phap phan tch Bai oc

Nhap mon kinh te lng vi cac ng dung Chng 14: Thc hien mot e tai thc nghiem

Tuy nhien cung can co mot so hng dan tong quat. Bai hoc can ban la tranh nhng ket luan voi va ma khong co lap cac mo hnh e phan tch them. Phng phap c e ngh la thiet lap mo hnh da tren mot so khung ly thuyet va s hieu biet ve hanh vi, va sau o thc hien mot loat cac kiem nh chan oan e chac chan la cac ket luan co tnh thuyet phuc ngha la chung khong nhay oi vi cac ac trng cua mo hnh. Chung ta a thay ro la cac kiem nh tha so Lagrange va Wald rat co ch trong viec kiem nh xem nen them vao cac bien a bo qua, tnh phi tuyen, cac tng tac, s ton tai cua bien phu thuoc tre, tng quan thi gian cua bac cao hn va co nen them bien mi vao mo hnh hay khong. Khi nhieu mo hnh tng t c thiet lap, tieu chuan chon mo hnh co the c s dung e anh gia mot mo hnh so vi cac mo hnh khac. Neu mot bien nao khong co y ngha trong cac cong thc khac, ban co the ket luan mot cach an toan la co le ay la bien tha va viec bo qua bien o co the se khong dan en hau qua nghiem trong. Kiem tra cac tng quan gia cac bien giai thch va xem cac gia tr ln co giai thch c nhng dau khong nh mong i hoac/va cac he so khong co y ngha. Neu ban tm thay cac tng quan chuoi trong d lieu chuoi thi gian, hay thiet lap lai mo hnh e xem co loai bo c tng quan chuoi hay khong. Neu can, ng dung phng phap CochraneOrcutt va/hoac Hildreth-Lu. Tng t, neu ton tai phng sai cua sai so thay oi, nen s dung thu tuc bnh phng be nhat co trong so a c trnh bay trong Chng 8. oi vi mo hnh nhieu phng trnh, hay s dung thu tuc bnh phng be nhat hai giai oan e tranh thien lech bnh phng be nhat va s khong nhat quan cua cac c lng. c lng va kiem nh chan oan mo hnh thng lien quan en nhieu giai oan cua viec c lng lai va kiem nh lai. Viet bao cao Giai oan cuoi cung cua mot nghien cu la viet mot bao cao trnh bay cac bc va dien dch ket qua. au tien, chuan b mot ta e cho nghien cu e dien ta c ban chat cua van e nghien cu. Khi viet bao cao nh dung van phong n gian, trc tiep. Can than tranh dung t dai dong, nhieu ngha (noi cac khac, tranh dung t ao to bua ln). Sau ay la dan y e ngh cho mot bao cao: 1. 2. 3. 4. 5. 6. 7. 8. 9. Phat bieu van e C s ly thuyet Thiet lap mo hnh tong quat Nguon d lieu va mo ta d lieu c lng mo hnh va kiem nh gia thuyet Dien dch ket qua va ket luan Cac han che cua nghien cu va Hng m rong Cam n Tai lieu tham khao

Phat bieu van e: Trong mot oan van khoang mot trang, dien ta van e ban a nghien cu, cac cau hoi ban neu ra, va cac gia thuyet tong quat ban a kiem nh. Ban cung co the neu ra tom tat cac ket luan cua mnh.
Ramu Ramanathan

13

Thuc oan/Hao Thi

Chng trnh Giang day Kinh te Fulbright Nien khoa 2003-2004

Phng phap phan tch Bai oc

Nhap mon kinh te lng vi cac ng dung Chng 14: Thc hien mot e tai thc nghiem

C s ly thuyet: Tong hp cac ly thuyet ban thu thap c trc ay va a vao phan nay. Nh a trnh bay trong Muc 14.2, phan nay se gom phan tom tat cua tng bai bao, tng cuon sach ban a oc co lien quan en nghien cu cua ban, vi nhng mo hnh, nhng phng phap s dung, cac nguon d lieu, va cac ket luan cua cac tac gia. Thiet lap mo hnh tong quat: Mo ta ay mo hnh xuat phat ban a thiet lap trong Muc 14.3. Neu ra nhng khac biet gia phng phap cua ban va phng phap cua nhng ngi khac a nghien cu van e tng t. Nguon d lieu va mo ta d lieu: Trnh bay mot bang ten bien va nh ngha chung. Hay nh neu ro cac n v o lng. Liet ke cac nguon d lieu va nh kem ban sao d lieu tho. a vao bang nhng cong thc chuyen oi tao ra nhng bien thc s c dung e c lng (xem v du Bang 9.5). c lng mo hnh va Kiem nh gia thuyet: Trnh bay cac ket qua hoi qui trong mot bang tng t nh Bang 4.2. Mac du nhieu tac gia trnh bay sai so chuan trong dau ngoac pha di he so hoi qui, ay e ngh ban trnh bay cac tr thong ke t hoac gia tr p, vi dau sao e xac nh he so y ngha. Cung trnh bay cac gia tr thong ke tom tat can thiet nh R2 hieu chnh, tr thong ke Durbin-Watson, cac tieu chuan chon mo hnh, tr thong ke F, bac t do v.v. Trong bai, hay trnh bay cac mo hnh ban c lng, cac kiem nh ban thc hien va cac ket qua. Mc o ma mot nha phan tch kinh te lng can phai trnh bay phu thuoc nhieu vao oc gia. Neu ban nop o an mon hoc cho giang vien th nhat thiet phai co nhng bc phan tch. Neu oc gia khong thien ve ky thuat, hay a nhng chi tiet ky thuat nay vao phu luc. Dien dch ket qua va ket luan: Phat bieu nhng g ban a quan sat di dang nhng gia thuyet ban au va nhng ky vong. Neu ban tm c nhng ket qua khong mong i, trnh bay ly do. Phan dien dch ket qua trong Muc 4.7, 7.4 va 9.7 la nhng hng dan rat co ch. Hay a ra nhng ket luan ang lu y lien quan en nghien cu cua ban va lien he chung vi nhng nghien cu khac. Cac han che cua nghien cu va hng m rong: Rat can thiet phai nhan ra nhng han che trong nghien cu cua ban. Nhng han che nay co the do thieu d lieu hoac do chng trnh may tnh oi vi phng phap ban s dung khong tng thch, hoac do cac ly do khac. Hay nh hng phat trien t nghien cu cua ban va hng m rong nao can quan tam. Cam n: Trong suot thi gian thc hien nghien cu, ban co the nhan c s giup cua nhieu ngi: giao s, tr giang, ngi gi th vien giup ban tm tai lieu tham khao, nhng ngi giup ban thu thap d lieu v.v. Theo phep lch s thong thng hay cam n ho. Tai lieu tham khao: nh kem danh sach theo th t ch cai nhng tai lieu tham khao ban a thu thap trong khi chuan b nghien cu. Danh sach phai gom co tai lieu tham khao ly thuyet lan nguon d lieu cua ban. Tranh anh so tai lieu tham khao va s dung so tng ng trong bai viet v neu ban them vao mot tai lieu tham khao khac, ban se phai anh so lai va phai thay oi so trong bai viet. Neu ban liet ke theo th t ch cai va trch dan trong bai viet theo ten tac gia va nam xuat ban, ban se ch phai sa cha nho, neu co nhng thay oi sau nay. nh dang c s dung trong cuon sach nay la mot tham khao co ch.
Ramu Ramanathan

14

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Chng trnh Giang day Kinh te Fulbright Nien khoa 2003-2004

Phng phap phan tch Bai oc

Nhap mon kinh te lng vi cac ng dung Chng 14: Thc hien mot e tai thc nghiem

Thuat ng ASCII: ma ASCII On-line database: c s d lieu tren mang Outliers: d lieu d biet SIC code: ma SIC Spreadsheet: bang tnh Text editor: soan thao van ban Work sheet: bang tnh World Wide Web

Ramu Ramanathan

15

Thuc oan/Hao Thi