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TRNG I HC KINH T HU

Khoa H thng thng tin kinh t

THI MN KINH T LNG


Thi gian lm bi: 90 pht
S: 11

I. L thuyt
C s liu t qu 1 nm 1993 n qu 4 nm 2005 v mt s bin kinh t sau:
GDP: tng sn phm quc ni
SL: tng lao ng trong cc ngnh dch v
SW: lng bnh qun trong cc ngnh dch v
IW: lng bnh qun trong cc ngnh sn xut
1. Ngi ta nhn thy lng bnh qun trong cc ngnh dch v ph thuc vo tng s lao ng, tng sn
phm quc ni v lng trong ngnh sn xut theo dng hm m, v h s co dn ca lng ngnh
dch v theo tng sn phm quc ni bng 1,5. Hy xy dng m hnh kinh t lng v nu cch phn
tch nhn nh trn.
2. Da vo m hnh xy dng cu (1), nu mun c tnh mc thay i (tnh theo %) ca lng trong
ngnh dch v khi tng sn phm quc ni v s lao ng trong ngnh dch v cng tng 2% th cn
c nhng thng tin g, cng thc tnh th no?
3. C kin cho rng mc lng trong ngnh dch v cn ph thuc vo lng trung bnh ca qu trc.
Hy nu cch xy dng m hnh phn tch kin .
II. Bi tp
Cho kt qu hi quy vi GOLD l gi vng, JPY l gi ng Yn Nht, USD l gi ng la M, EUR l
gi ng Euro. Ly = 5 %. Cho kt qu hi quy m hnh [1] nh sau:
Dependent Variable: GOLD
Method: Least Squares
Date: 12/18/06 Time: 02:24
Sample: 1 24
Included observations: 24
Variable
C
JPY
EUR
USD
R-squared
Sum squared resid
Durbin-Watson stat

Coefficient

Std. Error t-Statistic


1.4674
-1.3559
0.18122
-1.0783
0.9219
0.10072
1.5967
0.23458
6.8068
0.81354 F-statistic (3,20)
161.5894 Prob(F-statistic)
1.8735 Mean dependent var

Prob.
0.192
0.252

35.5080
0.000
4.5476

Cho hip phng sai ng vi cc h s ca cc bin USD v EUR bng 0,0155.


1. Vit hm hi quy mu cho kt qu c lng trn.
2. Phi chng c ba bin c lp cng tc ng n gi vng?
3. Nu gi la gim mt n v th gi vng thay i th no (yu t khc khng i)?
4. Phi chng gi vng chu nh hng ca la M nhiu hn nh hng ca gi Euro?
5. Kim nh v hin tng t tng quan ca m hnh [1].
Hi quy m hnh [2] sau trn cng b s liu: GOLDt = - 0,882 + 1,7 USDt + e
Se
(0,7)
(0,3)
RSS = 168,2
6. Dng kim nh ph hp cho bit nn dng m hnh [1] hay m hnh [2] trong phn tch?
7. Vi m hnh [2], d bo mc ti a gi tr trung bnh ca gi vng khi gi la M l 3 n v?
Cho cc gi tr ti hn:
)
( 20 )
( 21)
( 22 )
(19 )
( 20 )
( 21)
( 22 )
t 0(19
, 05 = 1,729; t 0 , 05 = 1,725; t 0 , 05 = 1,721; t 0, 05 = 1,717; t 0, 025 = 2,093; t 0 , 025 = 2,086; t 0 , 025 = 2,080; t 0, 025 = 2,074
F0(,105,19 ) = 4,38; F0(,105, 20 ) = 4,35; F0(,105, 21) = 4,32; F0(,105, 22 ) = 4,3; F0(,205,18) = 3,55; F0(,205,19 ) = 3,52; F0(,205, 20 ) = 3,49; F0(,205, 21) = 3,47
F0(,305,18) = 3,16; F0(,305,19 ) = 3,12; F0(,305, 20 ) = 3,1; F0(,305, 21) = 3,07; F0(,405,18 ) = 2,93; F0(,405,19 ) = 2,9; F0(,405, 20 ) = 2,87; F0(,405, 21) = 2,84
20 )
20 )
21)
21)
22 )
22 )
02,(051) = 3,841; 02,(052) = 5,99; 02,(025
= 43,17; 02,(925
= 9,59; 02,(025
= 35,48; 02,(975
= 10,28; 02,(025
= 36,78; 02,(975
= 10,98

= 0,05, n = 24, k ' = 1 : d L = 1,273, d U = 1,446; k ' = 2 : d L = 1,188, d U = 1,546; k ' = 3 : d L = 1,101, d U = 1,656

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TRNG I HC KINH T HU
Khoa H thng thng tin kinh t

THI MN KINH T LNG


Thi gian lm bi: 90 pht
S 12

I. L thuyt

Mt n v nghin cu c s liu t qu 1 nm 1982 n qu 4 nm 2005 v mt s bin kinh t:


GDP: tng sn phm quc ni (t USD) IM: tng gi tr nhp khu (t USD)
UE: t l tht nghip
EXC: t gi hi oi (VND/USD)
INF: lm pht (%)
R: li sut ngn hng
1. C kin cho rng t l lm pht ph thuc vo tng trng kinh t, li sut ngn hng v t gi hi
oi, v khi kinh t tng trng 1 t USD th lm pht tng hn 0,2%. Hy xy dng m hnh kinh t
lng v nu chi tit cch phn tch nhn nh trn.
2. Theo l thuyt kinh t thng thng, gia t gi hi oi v li sut ngn hng c quan h cht ch vi
nhau. Nu th m hnh (1) s c hu qu g? Nu cch kim tra kin .
3. C kin cho rng t l lm pht vo qu 4 thng cao hn cc qu khc 0,7%. Hy xy dng m hnh
v nu chi tit cch phn tch kin .
II. Bi tp: Cho kt qu hi quy sau mt a phng, vi: M l lng lao ng hot ng trong lnh vc
sn xut vt cht (nghn ngi), W: l mc lng bnh qun trong lnh vc sn xut vt cht, S: l lng bnh
qun trong cc lnh vc dch v, LM, LW, LS: l logarit c s e ca cc bin tng ng.Ly = 5 %
Dependent Variable: LM
Method: Least Squares
Date: 12/12/06 Time: 03:32
Sample: 1982 2005
Included observations: 24
Variable
C
LW
LS
R-squared
Sum squared resid
Durbin-Watson stat

Coefficient
1,5076
1.0810
-0.62654
161.5894

Std. Error
0.19380
0.058441
0.052753
Mean dependent var
F-statistic
Prob(F-statistic)

t-Statistic
7.7791
18.4980

Prob.
0.000
0.000
14.5476
1654.2
0.000

Cho hip phng sai ca cc c lng ng vi h s gc = - 0,00135


1. Hy gii thch ngha c lng cc h s gc, kt qu c ph hp vi l thuyt kinh t khng?
2. Sau khi c lng m hnh [1] thu c et v LM . Cho bit kt qu di y c tnh nh th no?
t

dng lm g? Cho bit iu g? et = 1 + 2 LWt + 3 LS t + 4 LM t2 + vt (M hnh [2])

3.
4.
5.
6.
7.

2 (1) = 0,053110 ; F (1,20) = 0,045331


Da trn thng tin cu 2, cc c lng c phi l tt nht
M hnh gii thch c bao nhiu % s bin ng ca lng lao ng trong lnh vc sn xut vt
cht?
Tm c lng im ca phng sai sai s ngu nhin?
Phi chng lng trong cc ngnh sn xut vt cht tng 1% th lng lao ng trong ngnh sn xut
vt cht tng 1%?
Nu lng trong c hai ngnh sn xut vt cht v dch v cng tng 1% th lng lao ng trong
ngnh sn xut vt cht thay i nh th no?

Cho cc gi tr ti hn:
)
( 20 )
( 21)
( 22 )
(19 )
( 20 )
( 21)
( 22 )
t 0(19
, 05 = 1,729; t 0 , 05 = 1,725; t 0 , 05 = 1,721; t 0, 05 = 1,717; t 0, 025 = 2,093; t 0 , 025 = 2,086; t 0 , 025 = 2,080; t 0, 025 = 2,074
F0(,105,19 ) = 4,38; F0(,105, 20 ) = 4,35; F0(,105, 21) = 4,32; F0(,105, 22 ) = 4,3; F0(,205,18) = 3,55; F0(,205,19 ) = 3,52; F0(,205, 20 ) = 3,49; F0(,205, 21) = 3,47
F0(,305,18) = 3,16; F0(,305,19 ) = 3,12; F0(,305, 20 ) = 3,1; F0(,305, 21) = 3,07; F0(,405,18 ) = 2,93; F0(,405,19 ) = 2,9; F0(,405, 20 ) = 2,87; F0(,405, 21) = 2,84

20 )
20 )
21)
21)
22 )
22 )
02,(051) = 3,841; 02,(052) = 5,99; 02,(025
= 43,17; 02,(925
= 9,59; 02,(025
= 35,48; 02,(975
= 10,28; 02,(025
= 36,78; 02,(975
= 10,98

= 0,05, n = 24, k ' = 1 : d L = 1,273, d U = 1,446; k ' = 2 : d L = 1,188, d U = 1,546; k ' = 3 : d L = 1,101, d U = 1,656
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TRNG I HC KINH T HU
Khoa H thng thng tin kinh t

THI MN KINH T LNG


Thi gian lm bi: 90 pht
S 13

I. L thuyt
Phng k hoch ca mt doanh nghip c cc s liu t thng 1 nm 2001 n thng 12 nm 2005 nh sau:
Q: tng sn lng doanh nghip
K: tng ngun vn
L: tng lao ng s dng
TR: tng doanh thu
PR: tng li nhun trc thu
T: lng thu phi ng
1. C ngi mun phn tch s bin ng ca li nhun sau thu theo tng sn lng, tng doanh thu v
cho rng tng doanh thu tng 1 n v th li nhun sau thu tng hn 0,2 n v. Hy xy dng v nu
cch phn tch m hnh kinh t lng kim tra nhn nh trn.
2. C kin cho rng do gi bn trn th trng l rt t bin ng, nn tng doanh thu ph thuc vo
tng sn lng. Khi iu g s xy ra vi m hnh xy dng cu (1). Hy nu cch phn tch kim
tra nhn nh .
3. C kin cho rng phng sai yu t ngu nhin thay i theo tng sn lng. Nu cch kim tra
kin , v nu iu l ng hy nu mt cch khc phc khuyt tt tm c.
II. Bi tp
Cho kt qu hi quy vi E l chi tiu cho mt loi hng ho, INCOM l thu nhp, LE, LINCOM l logarit
c s e ca cc bin tng ng. Ly = 5 %
Dependent Variable: L
Method: Least Squares
Date: 12/18/06 Time: 15:24
Sample: 1 24
Included observations: 24
Variable
C
LINCOM
R-squared
Adjusted R-squared
Durbin-Watson stat

Coefficient
Std. Error
0.41703
0.076494
0.85082
0.070238
0.81354 F-statistic (1,22)
0.80910 S.E. of regression
1.2112

t-Statistic

Prob.

0.031518

1.
2.
3.
4.

Vit hm hi quy mu vi cc bin ban u v gii thch ngha kt qu hi quy.


Thu nhp c nh hng n chi tiu hng ho ny khng? Hm hi quy c ph hp khng?
C th coi y l hm chi tiu cho hng ho thng thng khng?
Khi thm PLA, v LPS (LPA v LPS l logarit c s e ca cc bin PA v PS) vi PA l gi hng ho
thay th, PS l gi hng ho b sung v c lng li m hnh th thu c h s xc nh bng 0,982.
Vy c nn thm hai bin vo khng?
5. Sau khi c lng m hnh [1] thu c et v LE t .c lng m hnh [2]:
e = + LINCOM + LE + v . Thu c gi tr F = 4,5331 cho bit gi tr ny c tnh nh
t

th no? Dng lm g? Cho bit iu g?


6. Kim nh hin tng t tng quan ca m hnh [1].
7. Nu m hnh c t tng quan, hy nu cch khc phc hin tng da trn thng tin c trong
bng.
Cho cc gi tr ti hn:
)
( 20 )
( 21)
( 22 )
(19 )
( 20 )
( 21)
( 22 )
t 0(19
, 05 = 1,729; t 0 , 05 = 1,725; t 0 , 05 = 1,721; t 0, 05 = 1,717; t 0, 025 = 2,093; t 0 , 025 = 2,086; t 0 , 025 = 2,080; t 0, 025 = 2,074

F0(,105,19 ) = 4,38; F0(,105, 20 ) = 4,35; F0(,105, 21) = 4,32; F0(,105, 22 ) = 4,3; F0(,205,18) = 3,55; F0(,205,19 ) = 3,52; F0(,205, 20 ) = 3,49; F0(,205, 21) = 3,47
F0(,305,18) = 3,16; F0(,305,19 ) = 3,12; F0(,305, 20 ) = 3,1; F0(,305, 21) = 3,07; F0(,405,18 ) = 2,93; F0(,405,19 ) = 2,9; F0(,405, 20 ) = 2,87; F0(,405, 21) = 2,84
20 )
20 )
21)
21)
22 )
22 )
02,(051) = 3,841; 02,(052) = 5,99; 02,(025
= 43,17; 02,(925
= 9,59; 02,(025
= 35,48; 02,(975
= 10,28; 02,(025
= 36,78; 02,(975
= 10,98

= 0,05, n = 24, k ' = 1 : d L = 1,273, d U = 1,446; k ' = 2 : d L = 1,188, d U = 1,546; k ' = 3 : d L = 1,101, d U = 1,656
Trng b mn
TRNG I HC KINH T HU
Khoa H thng thng tin kinh t

THI MN KINH T LNG


Thi gian lm bi: 90 pht
S 14

I. L thuyt
Mt n v nghin cu c s liu t qu 1 nm 1982 n qu 4 nm 2005 v mt s bin kinh t:
GDP: tng sn phm quc ni EX: tng gi tr xut khu
EXC: t gi hi oi(ng VN so vi USD)
UE: t l tht nghip
INF: lm pht
R: li sut ngn hng
1. C kin cho rng tng trng kinh t (tng trng ca GDP) ph thuc vo tng gi tr xut khu, t gi
hi oi; v nhn nh rng khi thc y tng trng xut khu th kinh t cng tng trng. Hy xy dng v
nu cch phn tch m hnh kinh t lng tng ng nhn nh kin trn.
2. C kin cho rng t gi hi oi tc ng n mc xut khu, do m hnh xy dng cu (1), c hin
tng a cng tuyn. Hy trnh by phng php kim tra kin trn.
3. C kin cho rng tng sn phm quc ni trong qu khng ch b tc ng bi lng xut khu trong qu
m cn b tc ng bi lng xut khu ca qu trc vi mc mnh hn. Hy iu chnh m hnh
trong cu [1] v nu cch kim tra kin .
II. Bi tp

Cho kt qu hi quy sau vi LN l li nhun, SL l lng hng bn c (n v: 1.000 sn phm), DT l


u t cho pht trin. Ly = 0,05 .
Dependent Variable: LN
Sample: 1 24
Included observations: 24
Variable
Coefficient
SL
0.32332
DT
0.32206
C
27.8579
R-squared
Adjusted R-squared
0.71704
Durbin-Watson stat
1.5261

Std. Error
0.12329
0.02139
69.3069
F-statistic (2,21)
Prob(F-statistic)
S.E. of regression

t-Statistic
2.6224
15.051
0.40195

Prob.
0.018
0.693
25.0732
0.000
15.6116

Cho hip phng sai ca hai c lng ng vi hai h s gc bng 0,0075


1. Tnh h s xc nh v gii thch kt qu nhn c.
2. Khi khng bn c hng v khng c u t th thc s c li nhun hay khng?
3. Khi lng bn hng gim i 1 nghn sn phm th li nhun thay i ti a bao nhiu?
4. Khi c lng bn v u t cho pht trin cng tng mt n v th li nhun tng ti a bao nhiu?
5. Khi thm bin AD l chi ph qung co vo m hnh v c lng th h s xc nh tng ln n
0,912. Vy c nn thm qung co vo khng?
6. Dng thng tin c trong bng kt qu kim nh v hin tng t tng quan ca m hnh?
7. Hi quy m hnh [1] thu c et v LN t , c lng m hnh [2]: et2 = 1 + 2 LN t2 + vt thu c:

2 (1) = 3,4316 v F(1,22) = 3,2211. Cc gi tr ny c tnh nh th no? Kt lun nh th no?


Cho cc gi tr ti hn:
)
( 20 )
( 21)
( 22 )
(19 )
( 20 )
( 21)
( 22 )
t 0(19
, 05 = 1,729; t 0 , 05 = 1,725; t 0 , 05 = 1,721; t 0, 05 = 1,717; t 0, 025 = 2,093; t 0 , 025 = 2,086; t 0 , 025 = 2,080; t 0, 025 = 2,074

F0(,105,19 ) = 4,38; F0(,105, 20 ) = 4,35; F0(,105, 21) = 4,32; F0(,105, 22 ) = 4,3; F0(,205,18) = 3,55; F0(,205,19 ) = 3,52; F0(,205, 20 ) = 3,49; F0(,205, 21) = 3,47
F0(,305,18) = 3,16; F0(,305,19 ) = 3,12; F0(,305, 20 ) = 3,1; F0(,305, 21) = 3,07; F0(,405,18 ) = 2,93; F0(,405,19 ) = 2,9; F0(,405, 20 ) = 2,87; F0(,405, 21) = 2,84
20 )
20 )
21)
21)
22 )
22 )
02,(051) = 3,841; 02,(052) = 5,99; 02,(025
= 43,17; 02,(925
= 9,59; 02,(025
= 35,48; 02,(975
= 10,28; 02,(025
= 36,78; 02,(975
= 10,98

= 0,05, n = 24, k ' = 1 : d L = 1,273, d U = 1,446; k ' = 2 : d L = 1,188, d U = 1,546; k ' = 3 : d L = 1,101, d U = 1,656
Trng b mn
TRNG I HC KINH T HU
Khoa H thng thng tin kinh t

THI MN KINH T LNG


Thi gian lm bi: 90 pht
S 15

I. L thuyt
Phng ti chnh ca mt doanh nghip c cc s liu t qu 1 nm 1994 n qu 4 nm 2005:
Q: tng sn lng doanh nghip K: tng ngun vn
L: tng lao ng s dng
TR: tng doanh thu
PR: tng li nhun trc thu
T: lng thu phi ng
W: lng/1lao ng
AD: chi ph cho qung co tip th
1. C kin cho rng lng ca lao ng ph thuc vo sn lng ca doanh nghip, doanh thu, v lng
thu phi ng; khi lng s tng khi sn lng tng, nhng s gim khi thu tng. Hy xy dng v phn
tch m hnh kinh t lng tng ng kim tra kin trn.
2. Nu cho rng m hnh cu (1) l cha y v cn thm cc bin AD, PR vo m hnh . Hy nu
cch kim tra xem vic a thm hai bin vo m hnh c cn thit hay khng?
3. Nu m hnh trong cu (1) c hin tng t tng quan bc 1, hy vit phng trnh sai phn tng qut
khc phc hin tng .
II.Bi tp
Cho kt qu hi quy vi: G lng chi tiu hng may mc trong mt qu; P: Gi hng may mc; Y: thu nhp
ca ngi dn. D nhn gi tr bng 1 vi quan st vo qu 4, v D = 0 ng vi cc qu khc. Ly = 0,05 .
Dependent Variable: G
Sample: 1 24
Included observations: 24
Variable
Y
P
D
C
R-squared
Adjusted R-squared

1.
2.
3.
4.

Coefficient
Std. Error
0.20272
0.06433
-1.21933
0.28555
24.339
5.1527
85.8813
12.2974
0.76428 F-statistic (3,20)
0.72892 S.E. of regression

t-Statistic
3.1512

Prob.
0.004

6.9837
21.6155
3.2397

Vit hm hi quy ng vi qu 4 v cc qu khc.


Khi thu nhp tng ln, chi tiu may mc tng ln ti a bao nhiu?
Nu gi v thu nhp khng i, phi chng chi tiu may mc qu 4 nhiu hn qu khc 30 n v?
Nu thu nhp tng 1 n v, gi cng tng 1 n v th chi tiu may mc thay i th no, bit rng
hip phng sai c lng hai h s tng ng bng 0.00122.
5. Tm c lng im ca phng sai yu t ngu nhin.
6. Nu b hai bin Y v D ra khi m hnh th thu c m hnh mi c h s xc nh bng 0,412. Vy
nn dng m hnh c 3 bin gii thch hay m hnh ch c mt bin gii thch? Ti sao?
7. Hi quy m hnh [1] thu c et v G t , c lng m hnh [2] et2 = 1 + 2 G t2 + vt thu c:
2 (1) = 6,4316 v F(1,22) = 4,2211. Cc gi tr ny c tnh nh th no? Phng sai yu t ngu nhin
c thay i khng? Nu c, hy nu mt cch khc phc hin tng

Cho cc gi tr ti hn:

)
( 20 )
( 21)
( 22 )
(19 )
( 20 )
( 21)
( 22 )
t 0(19
, 05 = 1,729; t 0 , 05 = 1,725; t 0 , 05 = 1,721; t 0, 05 = 1,717; t 0, 025 = 2,093; t 0 , 025 = 2,086; t 0 , 025 = 2,080; t 0, 025 = 2,074

F0(,105,19 ) = 4,38; F0(,105, 20 ) = 4,35; F0(,105, 21) = 4,32; F0(,105, 22 ) = 4,3; F0(,205,18) = 3,55; F0(,205,19 ) = 3,52; F0(,205, 20 ) = 3,49; F0(,205, 21) = 3,47
F0(,305,18) = 3,16; F0(,305,19 ) = 3,12; F0(,305, 20 ) = 3,1; F0(,305, 21) = 3,07; F0(,405,18 ) = 2,93; F0(,405,19 ) = 2,9; F0(,405, 20 ) = 2,87; F0(,405, 21) = 2,84
20 )
20 )
21)
21)
22 )
22 )
02,(051) = 3,841; 02,(052) = 5,99; 02,(025
= 43,17; 02,(925
= 9,59; 02,(025
= 35,48; 02,(975
= 10,28; 02,(025
= 36,78; 02,(975
= 10,98

= 0,05, n = 24, k ' = 1 : d L = 1,273, d U = 1,446; k ' = 2 : d L = 1,188, d U = 1,546; k ' = 3 : d L = 1,101, d U = 1,656
Trng b mn
TRNG I HC KINH T HU
Khoa H thng thng tin kinh t

THI MN KINH T LNG


Thi gian lm bi: 90 pht
S 16

I. L thuyt
Phng ti chnh ca mt doanh nghip c cc s liu t qu 1 nm 1994 n qu 4 nm 2005:
Q: tng sn lng doanh nghip K: tng ngun vn
L: tng lao ng s dng
TR: tng doanh thu
PR: tng li nhun trc thu
T: lng thu phi ng
W: lng/1lao ng
AD: chi ph cho qung co tip th
1. C kin cho rng lng ca lao ng ph thuc vo sn lng ca doanh nghip, doanh thu, v lng
thu phi ng; khi lng s tng khi sn lng tng, nhng s gim khi lng thu tng. Hy xy dng
v phn tch m hnh kinh t lng tng ng kim tra kin trn.
2. Nu cho rng m hnh cu (1) l cha y v cn thm cc bin AD, PR vo m hnh . Hy nu
cch kim tra xem vic a thm hai bin vo m hnh c cn thit hay khng.
3. Nu m hnh trong cu (1) c hin tng t tng quan bc 1, hy vit phng trnh sai phn tng qut
khc phc hin tng .
II. Bi tp
Cho kt qu hi quy vi GOLD l gi vng, JPY l gi ng Yn Nht, USD l gi ng la M, EUR l
gi ng Euro. Ly = 5 %. Cho kt qu hi quy m hnh [1] nh sau:
Dependent Variable: GOLD
Sample: 1 24
Included observations: 24
Variable
C
JPY
EUR
USD
R-squared
Sum squared resid
Durbin-Watson stat

Coefficient

0.9219
1.5967
161.5894
0.8735

Std. Error
t-Statistic
1.4674
-1.3559
0.18122
-1.0783
0.10072
0.23458
6.8068
F-statistic (3,20)
Prob(F-statistic)
Mean dependent var

Prob.
0.192
0.252
0.000
35.5080
0.000
4.5476

Cho hip phng sai ng vi cc h s ca cc bin USD v EUR bng 0,0155.


1. Vit hm hi tng th v hm hi quy mu.
2. Phi chng ng Yn Nht khng tc ng n gi vng?
3. Nu gi Euro tng mt n v th gi vng thay i th no (gi s cc yu t khc khng i).
4. M hnh gii thch c bao nhiu % s bin ng ca gi vng?
5. Nu m hnh [1] c t tng quan, hy nu cch khc phc da trn thng tin c trong bng.
Hi quy m hnh [2] sau trn cng b s liu: GOLD = - 0,882 + 1,7 USD + e
Se
(0,7)
(0,3)
RSS = 168,2
6. Vi m hnh [2], d bo mc ti a gi tr trung bnh ca gi vng khi gi la M l 5 n v?
7. Hi quy m hnh [1] thu c et v GOLD t , c lng m hnh [3] et2 = 1 + 2 GOLD t2 + vt thu
c: 2 (1) = 4,0145 v F(1,22) = 4,4907. Cc gi tr ny c tnh nh th no? Phng sai yu t
ngu nhin c thay i khng? Nu c, hy nu mt cch khc phc hin tng .

Cho cc gi tr ti hn:
)
( 20 )
( 21)
( 22 )
(19 )
( 20 )
( 21)
( 22 )
t 0(19
, 05 = 1,729; t 0, 05 = 1,725; t 0, 05 = 1,721; t 0, 05 = 1,717; t 0, 025 = 2,096; t 0 , 025 = 2,086; t 0, 025 = 2,080; t 0 , 025 = 2,074
,19 )
, 20 )
, 21)
, 22 )
F0(,105
= 4,38; F0(,105
= 4,35; F0(,105
= 4,32; F0(,105
= 4,3; F0(,205,18) = 3,55; F0(,205,19) = 3,52; F0(,205, 20) = 3,49; F0(,205,21) = 3,47

F0(,305,18) = 3,16; F0(,305,19 ) = 3,12; F0(,305, 20) = 3,1; F0(,305, 21) = 3,07; F0(,405,18) = 2,93; F0(,405,19 ) = 2,9; F0(,405, 20 ) = 2,87; F0(,405, 21) = 2,84
1)
20 )
20 )
21)
21)
22 )
22 )
02,(05
= 3,841; 02,(052) = 5,99; 02,(025
= 43,17; 02,(925
= 9,59; 02,(025
= 35,48; 02,(975
= 10,28; 02,(025
= 36,78; 02,(975
= 10,98

= 0,05, n = 24, k ' = 1 : d L = 1,273, d U = 1,446; k ' = 2 : d L = 1,188, d U = 1,546; k ' = 3 : d L = 1,101, d U = 1,656

Trng b mn
TRNG I HC KINH T HU
Khoa H thng thng tin kinh t

THI MN KINH T LNG


Thi gian lm bi: 90 pht
S 17

I. L thuyt
Mt n v nghin cu c s liu t qu 1 nm 1982 n qu 4 nm 2005 v mt s bin kinh t:
GDP: tng sn phm quc ni; EX: tng gi tr xut khu EXC: t gi hi oi (ng VN so vi USD)
UE: t l tht nghip
INF: lm pht
R: li sut ngn hng
1. C kin cho rng tng trng kinh t (tng trng ca GDP) ph thuc vo tng gi tr xut khu, t gi
hi oi; v nhn nh rng khi thc y tng trng xut khu th kinh t cng tng trng. Hy xy dng
v nu cch phn tch m hnh kinh t lng tng ng nhn nh kin trn.
2. C kin cho rng t gi hi oi tc ng n mc xut khu, do m hnh xy dng cu (1), c hin
tng a cng tuyn. Hy trnh by phng php kim tra kin trn.
3. C kin cho rng tng sn phm quc ni trong qu khng ch b tc ng bi lng xut khu trong qu
m cn b tc ng bi lng xut khu ca qu trc vi mc mnh hn. Hy iu chnh m
hnh trong cu (1) v nu cch kim tra kin .
II. Bi tp

Cho kt qu hi quy sau mt a phng, vi M l lng lao ng hot ng trong lnh vc sn xut vt
cht (nghn ngi), W l mc lng bnh qun trong lnh vc sn xut vt cht, S l lng bnh qun trong
cc lnh vc dch v, LM, LW, LS l logarit c s e ca cc bin tng ng. Ly = 5 %
Dependent Variable: LM
Sample: 1982 2005
Included observations: 24
Variable
C
LW
LS
R-squared
Sum squared resid
Durbin-Watson stat

Coefficient
1,5076
1.0810
-0.62654

Std. Error
t-Statistic
Prob.
0.193800
7.7791
0.000
0.058441
18.4980
0.000
0.052753
Mean dependent var
14.5476
F-statistic
1654.2
Prob(F-statistic)
0.000

161.5894

Cho hip phng sai ca cc c lng ng vi h s gc = - 0,00135


1. Vit hm hi quy tng th v hm hi quy mu, kt qu c ph hp vi l thuyt kinh t khng?
2. Sau khi c lng m hnh [1] thu c et v LM t .
c lng m hnh [2]: e = + LW + LS + LM 2 + v . Thu c gi tr F (1,20) = 0,053110 ,
t

gi tr ny c tnh nh th no? dng lm g? Cho bit iu g?


3. Khi lng trong cc lnh vc dch v tng 1% th lng lao ng trong lnh vc sn xut vt cht thay
i th no?
4. Hm hi quy c ph hp khng?
5. Tm c lng im v khong cho phng sai sai s ngu nhin?
6. Nu lng trong lnh vc dch v tng 1% th lng lao ng trong ngnh sn xut vt cht gim 1%?
7. Nu lng trong c hai ngnh sn xut vt cht v dch v cng tng 2% th lng lao ng trong
ngnh sn xut vt cht thay i nh th no?
Cho cc gi tr ti hn:

)
( 20 )
( 21)
( 22 )
(19 )
( 20 )
( 21)
( 22 )
t 0(19
, 05 = 1,729; t 0, 05 = 1,725; t 0, 05 = 1,721; t 0, 05 = 1,717; t 0, 025 = 2,096; t 0 , 025 = 2,086; t 0, 025 = 2,080; t 0 , 025 = 2,074
,19 )
, 20 )
, 21)
, 22 )
F0(,105
= 4,38; F0(,105
= 4,35; F0(,105
= 4,32; F0(,105
= 4,3; F0(,205,18) = 3,55; F0(,205,19) = 3,52; F0(,205, 20) = 3,49; F0(,205,21) = 3,47

F0(,305,18) = 3,16; F0(,305,19 ) = 3,12; F0(,305, 20) = 3,1; F0(,305, 21) = 3,07; F0(,405,18) = 2,93; F0(,405,19 ) = 2,9; F0(,405, 20 ) = 2,87; F0(,405, 21) = 2,84
1)
20 )
20 )
21)
21)
22 )
22 )
02,(05
= 3,841; 02,(052) = 5,99; 02,(025
= 43,17; 02,(925
= 9,59; 02,(025
= 35,48; 02,(975
= 10,28; 02,(025
= 36,78; 02,(975
= 10,98

= 0,05, n = 24, k ' = 1 : d L = 1,273, d U = 1,446; k ' = 2 : d L = 1,188, d U = 1,546; k ' = 3 : d L = 1,101, d U = 1,656

Trng b mn
TRNG I HC KINH T HU
Khoa H thng thng tin kinh t

THI MN KINH T LNG


Thi gian lm bi: 90 pht
S 18

I. L thuyt
C s liu t qu 1 nm 1993 n qu 4 nm 2005 v mt s bin kinh t sau:
GDP: tng sn phm quc ni
SL: tng lao ng trong cc ngnh dch v
SW: lng bnh qun trong cc ngnh dch v
IW: lng bnh qun trong cc ngnh sn xut
1. Ngi ta nhn thy lng bnh qun trong cc ngnh dch v ph thuc vo tng s lao ng, tng sn
phm quc ni v lng trong ngnh sn xut theo dng hm m, v h s co dn ca lng ngnh dch
v theo tng sn phm quc ni bng 1,5. Hy xy dng m hnh kinh t lng v nu cch phn tch
nhn nh trn.
2. Da vo m hnh xy dng cu (1), nu mun c tnh mc thay i (tnh theo %) ca lng trong
ngnh dch v khi tng sn phm quc ni v s lao ng trong ngnh dch v cng tng 2% th cn c
nhng thng tin g, cng thc tnh th no?
3. C kin cho rng mc lng trong ngnh dch v cn ph thuc vo lng trung bnh ca qu trc.
Hy nu cch xy dng m hnh phn tch kin .

II. Bi tp
Cho kt qu hi quy vi E l chi tiu cho mt loi hng ho, INCOM l thu nhp, LE, LINCOM l logarit
c s e ca cc bin tng ng. Ly = 5 %
Dependent Variable: LE
Sample: 1 24
Included observations: 24
Variable
C
LINCOME
R-squared
Adjusted R-squared
Sum squared resid

Coefficient
0.41703
0.85082
0.81354
0.80910

Std. Error t-Statistic


0.076494
0.070238
F-statistic (1,22)
S.E. of regression
Durbin-Watson stat

Prob.

0.031518
1.2112

1.
2.
3.
4.

Vit hm hi quy mu vi cc bin ban u v gii thch ngha kt qu hi quy.


Phi chng khi thu nhp tng 1 n v th chi tiu cho hng ho tng 0,8 n v?
C th coi y l hm chi tiu cho hng ho xa x khng?
Khi thm PLA, v LPS (LPA v LPS l logarit c s e ca cc bin PA v PS) vi PA l gi hng ho
thay th, PS l gi hng ho b sung, th h s xc nh bng 0,982. Vt c nn thm hai bin vo
khng?
5. Sau khi c lng m hnh [1] thu c et v LE t . c lng m hnh [2]:
et = 1 + 2 LINCOM t + 3 LE t2 + vt . Thu c gi tr 2 (1) = 5,3110 , gi tr ny c tnh nh th no?

dng lm g? Cho bit iu g?


6. M hnh [1]c t tng quan khng? Nu c hy nu cch khc phc hin tng da trn thng tin
c trong bng.
7. Tm c lng im ca phng sai s ngu nhin trong m hnh [1].

Cho cc gi tr ti hn:
)
( 20 )
( 21)
( 22 )
(19 )
( 20 )
( 21)
( 22 )
t 0(19
, 05 = 1,729; t 0, 05 = 1,725; t 0, 05 = 1,721; t 0, 05 = 1,717; t 0, 025 = 2,096; t 0 , 025 = 2,086; t 0, 025 = 2,080; t 0 , 025 = 2,074
,19 )
, 20 )
, 21)
, 22 )
F0(,105
= 4,38; F0(,105
= 4,35; F0(,105
= 4,32; F0(,105
= 4,3; F0(,205,18) = 3,55; F0(,205,19) = 3,52; F0(,205, 20) = 3,49; F0(,205,21) = 3,47

F0(,305,18 ) = 3,16; F0(,305,19 ) = 3,12; F0(,305, 20 ) = 3,1; F0(,305, 21) = 3,07; F0(,405,18) = 2,93; F0(,405,19 ) = 2,9; F0(,405, 20 ) = 2,87; F0(,405, 21) = 2,84
1)
20 )
20 )
21)
21)
22 )
22 )
02,(05
= 3,841; 02,(052) = 5,99; 02,(025
= 43,17; 02,(925
= 9,59; 02,(025
= 35,48; 02,(975
= 10,28; 02,(025
= 36,78; 02,(975
= 10,98

= 0,05, n = 24, k ' = 1 : d L = 1,273, d U = 1,446; k ' = 2 : d L = 1,188, d U = 1,546; k ' = 3 : d L = 1,101, d U = 1,656

Trng b mn
TRNG I HC KINH T HU
Khoa H thng thng tin kinh t

THI MN KINH T LNG


Thi gian lm bi: 90 pht
S 19

I. L thuyt

C s liu t qu 1 nm 1993 n qu 4 nm 2005 v mt s bin kinh t sau:


GDP: tng sn phm quc ni
SL: tng lao ng trong cc ngnh dch v
SW: lng bnh qun trong cc ngnh dch v
IW: lng bnh qun trong cc ngnh sn xut
1. Ngi ta nhn thy lng bnh qun trong cc ngnh dch v ph thuc vo tng s lao ng, tng sn
phm quc ni v lng trong ngnh sn xut theo dng hm m, v h s co dn ca lng ngnh dch
v theo tng sn phm quc ni bng 1,5. Hy xy dng m hnh kinh t lng v nu cch phn tch
nhn nh trn.
2. Da vo m hnh xy dng cu (1), nu mun c tnh mc thay i (tnh theo %) ca lng trong
ngnh dch v khi tng sn phm quc ni v s lao ng trong ngnh dch v cng tng 2% th cn c
nhng thng tin g, cng thc tnh th no?
3. C kin cho rng mc lng trong ngnh dch v cn ph thuc vo lng trung bnh ca qu trc.
Hy nu cch xy dng m hnh phn tch kin .
II. Bi tp
Cho kt qu hi quy sau vi LN l li nhun, SL l lng hng bn c (n v: 1.000 sn phm), DT l
u t cho pht trin. Ly = 0,05 .
Dependent Variable: LN
Sample: 1 24
Included observations: 24
Variable
SL
DT
C
R-squared
Adjusted R-squared
Durbin-Watson stat

Coefficient
0.32332
0.32206
27.8579
0.71704
1.5261

Std. Error t-Statistic


0.12329
2.6224
0.02139
15.051
69.3069
0.40195
F-statistic (2,21)
Prob(F-statistic)
S.E. of regression

Prob.
0.018
0.693
25.0732
0.000
15.6116

Cho hip phng sai ca hai c lng ng vi hai h s gc bng 0,0075


1. Vit hm hi quy mu v c lng im li nhun khi lng bn l 50, u t cho pht trin l 40 n
v.
2. Cho bit hai yu t u t v lng bn gii thch c bao nhiu % s bin ng ca li nhun?
3. Khi u t cho pht trin gim i 1 n v th li nhun thay i ti a bao nhiu?
4. Khi c lng bn v u t cho pht trin cng tng mt n v th li nhun tng ti thiu bao nhiu?
5. Khi mc u t tng thm 1 n v th li nhun c tng tng ng nh vy khng?
6. Dng thng tin c trong bo co kim nh v hin tng t tng quan ca m hnh?
7. Hi quy m hnh [1] thu c et v LN t ; c lng m hnh [2] et2 = 1 + 2 LN t2 + vt thu c:
2 (1) = 4,6521 v F(1,22) = 5,4718. Cc gi tr ny c tnh nh th no? Kt lun g?

Cho cc gi tr ti hn:
)
( 20 )
( 21)
( 22 )
(19 )
( 20 )
( 21)
( 22 )
t 0(19
, 05 = 1,729; t 0, 05 = 1,725; t 0, 05 = 1,721; t 0, 05 = 1,717; t 0, 025 = 2,096; t 0 , 025 = 2,086; t 0, 025 = 2,080; t 0 , 025 = 2,074
,19 )
, 20 )
, 21)
, 22 )
F0(,105
= 4,38; F0(,105
= 4,35; F0(,105
= 4,32; F0(,105
= 4,3; F0(,205,18) = 3,55; F0(,205,19) = 3,52; F0(,205, 20) = 3,49; F0(,205,21) = 3,47

F0(,305,18 ) = 3,16; F0(,305,19 ) = 3,12; F0(,305, 20 ) = 3,1; F0(,305, 21) = 3,07; F0(,405,18) = 2,93; F0(,405,19 ) = 2,9; F0(,405, 20 ) = 2,87; F0(,405, 21) = 2,84
1)
20 )
20 )
21)
21)
22 )
22 )
02,(05
= 3,841; 02,(052) = 5,99; 02,(025
= 43,17; 02,(925
= 9,59; 02,(025
= 35,48; 02,(975
= 10,28; 02,(025
= 36,78; 02,(975
= 10,98

= 0,05, n = 24, k ' = 1 : d L = 1,273, d U = 1,446; k ' = 2 : d L = 1,188, d U = 1,546; k ' = 3 : d L = 1,101, d U = 1,656

Trng b mn

TRNG I HC KINH T HU
Khoa H thng thng tin kinh t

THI MN KINH T LNG


Thi gian lm bi: 90 pht
S 20

I. L thuyt
Mt n v nghin cu c s liu t qu 1 nm 1982 n qu 4 nm 2005 v mt s bin kinh t:
GDP: tng sn phm quc ni (t USD) IM: tng gi tr nhp khu (t USD)
UE: t l tht nghip
EXC: t gi hi oi (VND/USD)
INF: lm pht (%)
R: li sut ngn hng
1. C kin cho rng t l lm pht ph thuc vo tng trng kinh t, li sut ngn hng v t gi hi
oi, v khi kinh t tng trng 1 t USD th lm pht tng hn 0,2%. Hy xy dng m hnh kinh t
lng v nu chi tit cch phn tch nhn nh trn.
2. Theo l thuyt kinh t thng thng, gia t gi hi oi v li sut ngn hng c quan h cht ch vi
nhau. Nu th m hnh (1) s c hu qu g? Nu cch kim tra kin .
3. C kin cho rng t l lm pht vo qu 4 thng cao hn cc qu khc 0,7%. Hy xy dng m hnh
v nu chi tit cch phn tch kin .
II. Bi tp

Cho kt qu hi quy vi: G lng chi tiu hng may mc trong mt qu; P: Gi hng may mc; Y: thu nhp
ca ngi dn. D nhn gi tr bng 1 vi quan st vo qu 4, v D=0 ng vi cc qu khc. Ly = 0,05 .
Dependent Variable: G
Sample: 1 24
Included observations: 24
Variable
Y
P
D
C
R-squared
Adjusted R-squared
Durbin-Watson stat

1.
2.
3.
4.

Coefficient
0.20272
-1.21933
24.339
85.8813
0.76428
0.72892
1.8264

Std. Error t-Statistic


Prob.
0.06433
3.1512
0.004
0.28555
5.1527
12.2974
6.9837
F-statistic (3,20)
21.6155
Prob(F-statistic)
0.000
S.E. of regression
3.2397

Vit hm hi quy tng th v hi quy mu ng vi qu 4 v cc qu khc.


Phi chng khi thu nhp tng ln 1 n v th cu chi tiu cho may mc tng khng qu 0,25 n v?
Nu gi v thu nhp khng i, phi chng chi tiu may mc qu 4 nhiu hn qu khc 30 n v?
Nu thu nhp tng 1 n v, gi cng tng 1 n v th chi tiu may mc thay i th no, bit rng
hip phng sai c lng hai h s tng ng bng 0.00122.
5. Dng thng tin c trong bo co kim nh v hin tng t tng quan ca m hnh.
6. Nu b bin D ra khi m hnh th thu c m hnh mi c h s xc nh bng 0,537. Vy nn dng
m hnh c 3 bin gii thch hay m hnh ch c 2 bin gii thch? Ti sao?
7. Hi quy m hnh [1] thu c et v G t , c lng m hnh [2] et2 = 1 + 2 G t2 + vt thu c:

2 (1) = 6,4316 v F(1,22) = 4,5211. Cc gi tr ny c tnh nh th no? Phng sai yu t ngu nhin c
thay i khng? Nu c hy nu mt cch khc phc hin tng
Cho cc gi tr ti hn:
)
( 20 )
( 21)
( 22 )
(19 )
( 20 )
( 21)
( 22 )
t 0(19
, 05 = 1,729; t 0, 05 = 1,725; t 0, 05 = 1,721; t 0, 05 = 1,717; t 0, 025 = 2,096; t 0 , 025 = 2,086; t 0, 025 = 2,080; t 0 , 025 = 2,074
,19 )
, 20 )
, 21)
, 22 )
F0(,105
= 4,38; F0(,105
= 4,35; F0(,105
= 4,32; F0(,105
= 4,3; F0(,205,18) = 3,55; F0(,205,19) = 3,52; F0(,205, 20) = 3,49; F0(,205,21) = 3,47

F0(,305,18) = 3,16; F0(,305,19 ) = 3,12; F0(,305, 20) = 3,1; F0(,305, 21) = 3,07; F0(,405,18) = 2,93; F0(,405,19 ) = 2,9; F0(,405, 20 ) = 2,87; F0(,405, 21) = 2,84
1)
20 )
20 )
21)
21)
22 )
22 )
02,(05
= 3,841; 02,(052) = 5,99; 02,(025
= 43,17; 02,(925
= 9,59; 02,(025
= 35,48; 02,(975
= 10,28; 02,(025
= 36,78; 02,(975
= 10,98

= 0,05, n = 24, k ' = 1 : d L = 1,273, d U = 1,446; k ' = 2 : d L = 1,188, d U = 1,546; k ' = 3 : d L = 1,101, d U = 1,656

Trng b mn

TRNG I HC KINH T HU
Khoa H thng thng tin kinh t

THI MN KINH T LNG


Thi gian lm bi: 90 pht
S 1

I. Mt n v nghin cu nhu cu hng may mc ca h gia nh trong khong thi gian 1980 n 2005
cung cp s liu v mt s bin sau:
D: lng cu v hng may mc ca h gia nh trong nm; CT: chi tiu ca h gia nh trong nm; P1:
gi hng may mc; P2: gi ca lng thc phm; Y: thu nhp ca h gia nh trong nm; D(-1): lng
cu hng may mc ca h gia nh nm trc
1. C kin cho rng lng cu v hng may mc ca h gia nh trong nm ph thuc vo gi hng may
mc, lng cu hng may mc ca h gia nh nm trc v thu nhp ca h gia nh. Hy xut m hnh
v nu cch phn tch kin rng khi thu nhp ca gia nh tng th lng cu v may mc cng tng.
2. Cho rng m hnh xy dng trn c hin tng t tng quan do s liu nm nay ph thuc vo c s liu
ca nm trc. Hy nu mt cch pht hin t tng quan bc 1 trong m hnh trn.
3. C kin cho rng kch cu may mc trong nm nay cc nh sn xut hng may mc nn c chnh sch
h gi khuyn mi. Theo anh ch cn c vo yu t no trong m hnh cc nh sn xut c chnh sch
trn.
II. Cho kt qu hi quy sau vi S l din tch trng ma, PM l li nhun trung bnh cho mt n v din tch
trng ma, PK l li nhun khi trng cy khc, LnS, LnPM v LnPK l logarit c s t nhin ca cc bin
tng ng. Cho mc ngha 5%.
Dependent Variable: LnS
Included observations: 17
Variable
Coefficient
C
1.5076
LnPM
1.0810
LnPK
-0.6265
R-squared
0.90778
Adjusted R-squared
0.89461
S.E. of regression
0.02914
Durbin-Watson stat
1.6635

Std. Error
t-Statistic
Prob.
0.1938
0.0584
0.0527
Mean dependent var
7.4828
S.D. dependent var
0.089767
F-statistic
Sum squared resid
0.01189

1. Vit hm hi quy mu v cho bit ngha ca cc h s hi quy ring?


2. Li nhun trng ma tng ln bao nhiu th din tch trng ma c tng ln by nhiu khng?
3. Khi li nhun trng cy khc tng 1% th din tch trng ma gim trong khong no?
4. Cho rng c li nhun trng ma v li nhun trng cy khc u khng nh hng ti din tch trng ma
c ng khng?
5. Khi hi quy bin LnPM theo LnPK c h s chn th thu c h s gc bng 0.031 v lch chun
tng ng l 0.0261. Kt qu cho bit iu g?
2
3
6. Cho m hnh hi quy ph sau: LnS = + LnPM + LnPK + LnS + LnS + V (*)

( )

( )

( )

Thu c R2 = 0.9201, trong LnS l gi tr c lng ca LnS. Cho bit m hnh trn dng lm g v
cho kt lun nh th no i vi m hnh ban u?

7. Da vo gi tr thng k Durbin Watson kt lun g v hin tng t tng quan ca m hnh?


Cho cc gi tr ti hn:
t 014.025 = 2.145
F0.05 (2, 14) = 3.74
t 014.05 = 1.761
t 015.025 = 2.131

F0.05 (3, 14) = 3.34

Trng b mn

F0.05 (2, 15) = 3.68


DL =1.015 , DU = 1.536 (n=17, k=2)
DL =0.897 , DU = 1.710 (n=17, k=3)

TRNG I HC KINH T HU
Khoa H thng thng tin kinh t

THI MN KINH T LNG


Thi gian lm bi: 90 pht
S 2

I. C s liu nghin cu v cc bin kinh t sau:


K: lng khch du lch n mt a im du lch (nghn lt/qu); QC: chi ph cho qung co trn cc
phng tin thng tin i chng; T: mc u t thm cho c s vt cht; D: bin gi nhn gi tr 1 ng vi
qu 2, qu 3 (ma nng), nhn gi tr 0 ng vi qu khc (ma lnh)
1. Cho rng lng khch du lch ph thuc vo chi ph qung co, mc u t cho c s vt cht v ma du
lnh (nng hay lnh). Hy xy dng m hnh m t mi quan h trn v vit phng trnh hi quy tng ng
vi mi ma.
2. C kin cho rng chi ph cho qung co c quan h cng tuyn vi mc u t thm cho c s vt cht.
Hy nu cch phn tch kin trn.
3. C kin rng tng lng khch n vi im du lch th phi tp trung u t vo khu qung co. Da
vo m hnh xy dng cu 1 hy nu cch kim tra.
II. Cho kt qu hi quy sau vi S l din tch trng ma, PM l li nhun trung bnh cho mt n v din tch
trng ma, PK l li nhun khi trng cy khc, LnS, LnPM v LnPK l logarit c s t nhin ca cc bin
tng ng. Cho mc ngha 5%.
Dependent Variable: LnS
Included observations: 17
Variable
Coefficient
C
1.5076
LnPM
1.0810
LnPK
-0.6265
R-squared
Adjusted R-squared
0.89461
S.E. of regression
0.02914
Durbin-Watson stat
1.6635

Std. Error
t-Statistic
Prob.
0.1938
0.0584
0.0527
Mean dependent var
7.4828
S.D. dependent var
0.089767
F-statistic (3,21)
Sum squared resid
0.01189

1. c lng im din tch trng ma khi PM = 80 triu v PK = 50 triu.


2. c lng khong tin cy ti a cho din tch trng ma khi li nhun trng ma tng 1 n v?
3. Li nhun trng cy khc tng th din tch trng ma gim c ng khng?
4. Tnh h s xc nh bng 2 cch v cho bit ngha ca kt qu nhn c?
2
2
2
5. Hi quy m hnh: e = 1 + 2 ln PM + 3 ln PK + 4 (ln PM ) + 5 (ln PK ) + V thu c R2 = 0.5012
M hnh trn dng lm g v kt lun nh th no cho m hnh ban u?
6. Nu thm vo m hnh ban u bin D l khong cch t ni trng ma ti nh my ng v T l bin xu
th thi gian ri c lng li m hnh ban u th thu c h s xc nh bng 0.9957. Dng kim nh thu
hp hi quy cho bit c nn a thm hai bin ny vo m hnh khng?
7. Cho li nhun trng ma l 80 triu, li nhun trng cy khc l 50 triu, hy d bo din tch trng ma
trung bnh. Bit ma trn hip phng sai ca cc h s trong m hnh trn l:

0.03
0.0375 0.05

cov( ) = 0.05 0.0034 0.02


0.03
0.02 0.0028
Cho cc gi tr ti hn:
t 014.025 = 2.145
F0.05 (2, 14) = 3.74
t 014.05 = 1.761
t 015.025 = 2.131

02.05 (4) = 9.48

Trng b mn

F0.05 (4, 12) = 3.26


F0.05 (2, 12) = 3.89

TRNG I HC KINH T HU
Khoa H thng thng tin kinh t

THI MN KINH T LNG


Thi gian lm bi: 90 pht
S 3

I. C s liu nghin cu ca mt hng m phm nh sau:


M: th phn ca sn phm kem nh rng PS (%); P: gi ca sn phm PS
PT: gi ca sn phm CLOSE UP; AD: chi ph cho qung co v tip th
ST: chi ph khuyn mi
1. C kin cho rng th phn ca hng ph thuc vo gi sn phm v chi ph cho qung co v Qung co
l mt bin php cnh tranh th phn tt. Hy xy dng m hnh v nu cch phn tch m hnh kim tra
kin trn.
2. Nu cho rng m hnh cu 1 l cha y v cn a thm cc bin chi ph cho khuyn mi v gi ca
sn phm thay th CLOSE UP. Hy nu cch kim tra xem c nn a thm hai bin vo m hnh hay
khng?
3. Gi s m hnh (1) c hin tng t tng quan bc mt, hy vit phng trnh sai phn tng qut khc
phc hin tng .
II. Cho kt qu c lng m hnh sau:
Dependent Variable: CF
Included observations: 20
Variable
Coefficient
C
598.9134
PV
-0.2467
PG
0.6507
R-squared
0.8043
Adjusted R-squared
0.78127
S.E. of regression
33.7625
Durbin-Watson stat
1.590

Std. Error
t-Statistic
169.9814
0.0667
0.3428
Mean dependent var
S.D. dependent var
F-statistic
Sum squared resid

Prob.

745.75
72.1916
19378.4

Trong : CF l lng c ph xut khu (nghn tn/nm), PV l gi c ph trong nc (USD/tn), PG l gi c


ph trn th gii (USD/tn). Cho mc ngha 5%.
1. Vit hm hi quy mu v cho bit kt qu c lng c ph hp vi thc t khng?
2. Gi c ph trong nc c nh hng n lng c ph xut khu khng?
3. Khi gi c ph th gii tng 1 n v th lng c ph xut khu tng ti a bao nhiu?
4. Cho rng c hai bin gi c ph trong nc v th gii u khng nh hng n lng c ph xut khu c
ng khng? Ti sao?
5. Tm c lng im ca lng c ph xut khu khi gi c ph trong nc 1000 USD/tn v gi c ph th
gii l 1200 USD/tn.
6. K hiu e l phn d thu c t kt qu c lng trn. Hi quy m hnh ph sau:
e 2 = 1 + 2 PV + 3 PG + 4 PV 2 + 5 PG 2 + v Th thu c R2 = 0.342. Hy cho bit m hnh trn dng
lm g v kt lun nh th no cho m hnh ban u?

7. Gi thit rng lng c ph xut khu cn ph thuc vo tnh hnh c ph Mexico c ma hay mt
ma. xut m hnh v nu cch nh gi nhn xt trn?
Cho cc gi tr ti hn:
t 017.025 = 2.11
F0.05 (2, 17) = 3.59
t

17
0.05

= 1.74
t
= 2.131
18
t 0.025 = 2.101
15
0.025

Trng b mn

F0.05 (4, 15) = 3.06


F0.05 (3, 17) = 3.32
02.05 (4) = 9.48

TRNG I HC KINH T HU
Khoa H thng thng tin kinh t

THI MN KINH T LNG


Thi gian lm bi: 90 pht
S 4

I. Cho cc bin trong kinh t sau:


NS: nng sut ca ngi lao ng; DT: mc u t trung bnh cho mt lao ng
TH: mc thng cho sn phm vt nh mc; L: tin lng ca ngi lao ng
T: mc u t cho my mc k thut
1. Hy xy dng m hnh trong nng sut ca ngi lao ng ph thuc vo mc u t trung bnh cho
mt lao ng v mc thng cho sn phm vt nh mc. Nu cch phn tch mi quan h trn.
2. C kin cho rng nng sut ca lao ng cn ph thuc vo gii tnh ngi lao ng. Hy xut ci tin
m hnh cu 1 kim tra v phn tch kin trn?
3. Nghi ng rng trong m hnh xy dng cu 1 mc u t cho lao ng c quan h cng tuyn vi mc
thng cho sn phm vt nh mc. Hy nu mt cch kim tra kin trn.
II. Cho kt qu c lng m hnh sau vi W l lng go xut khu (ngn tn/nm), PI gi go trong nc
(USD/tn), PE gi go trn th gii (USD/tn). Cho =0.05.
Dependent Variable: W
Method: Least Squares
Included observations: 20
Variable
Coefficient
C
293.8264
PI
-0.1803
PE
1.1076
R-squared
0.31839
Adjusted R-squared
0.2382
S.E. of regression
26.1209
Durbin-Watson stat
1.8879

Std. Error
t-Statistic
20.9761
0.2719
0.4876
Mean dependent var
S.D. dependent var
F-statistic (3,21)
Sum squared resid

Prob.

574.8
29.9273
11599.1

1. Vit hm hi quy mu v cho bit kt qu c lng c ph hp vi thc t khng?


2. Gi go trong nc gim c lm cho lng go xut khu tng khng?
3. Nu gi go trn th gii tng 1 n v th lng c ph xut khu s tng ti thiu bao nhiu?
4. Cho rng c hai bin gi c ph trong nc v th gii u khng nh hng n lng c ph xut khu c
ng khng? Ti sao?
2 +v
5. K hiu e l phn d thu c t kt qu c lng trn. Hi quy m hnh ph sau: e 2 = 1 + 2 W
(*) th thu c R2 = 0.342. Hy cho bit m hnh trn dng lm g v kt lun nh th no cho m hnh
ban u?
6. Nu pht hin c khuyn tt cho m hnh ban u t kt qu cu 5 th nu mt cch khc phc ph hp.
7. Cho bit gi go trong nc l 300 USD/tn v gi go th gii l 400 USD/tn. Hy d bo lng go xut
khu trung bnh bit ma trn hip phng sai ca cc h s:
0.01
0.05
440

cov( ) = 0.01 0.074 0.025


0.05 0.025 0.2377

Cho cc gi tr ti hn:
t 017.025 = 2.11
F0.05 (2, 17) = 3.59
17
t 0.05 = 1.74
F0.05 (1, 18) = 4.41
15
t 0.025 = 2.131
F0.05 (3, 17) = 3.32
t 018.025 = 2.101
02.05 (1) = 3.84

TRNG I HC KINH T HU
Khoa H thng thng tin kinh t

Trng b mn

THI MN KINH T LNG


Thi gian lm bi: 90 pht
S 5

I. C s liu nghin cu v cc bin kinh t sau:


K: lng khch du lch n mt a im du lch (nghn lt/qu)
QC: chi ph cho qung co trn cc phng tin thng tin i chng
T: mc u t thm cho c s vt cht.
D: bin gi nhn gi tr 1 ng vi qu 2, qu 3 (ma nng), nhn gi tr 0 ng vi qu khc (ma lnh)
1. Cn c vo thc tin hy xut mt m hnh th hin c mi quan h ca cc bin trn. Cho bit
ngha ca cc h s hi quy trong m hnh.
2. C kin cho rng lng khch du lch khc nhau r rng gia cc ma (nng v lnh). Hy nu cch kim
tra kin .
3. Cho bit m hnh cu 1 c hin tng t tng quan bc 1 v h s tng quan bng -1. Hy xut cch
khc phc cho trng hp trn.
II. Cho kt qu c lng m hnh sau:
Dependent Variable: CF
Included observations: 20
Variable
Coefficient
C
598.9134
PV
-0.2467
PG
0.6507
R-squared
Adjusted R-squared
0.78127
S.E. of regression
33.7625
Durbin-Watson stat
1.590

Std. Error
t-Statistic
50.102
0.0667
0.3428
Mean dependent var
S.D. dependent var
F-statistic
Sum squared resid

Prob.

745.75
72.1916
19378.4

Trong : CF l lng c ph xut khu (nghn tn/nm), PV l gi c ph trong nc (nghn


USD/tn), PG l gi c ph trn th gii (nghn USD/tn). Cho mc ngha 5%.
1. Ngoi hai yu t PV v PG th cn yu t no nh hng n lng c ph xut khu khng?
2. Nu gi c ph trn th gii tng 1 nghn USD/tn th lng c ph xut khu s tng ti a bao nhiu?
3. C phi gi c ph trong nc gim lm cho lng c ph xut khu tng khng?
4. Tnh h s xc nh bng 2 cch v nu ngha ca kt qu nhn c?
5. Hi quy m hnh: PV = 1 + 2 PG + e (*) th thu c h s gc v lch chun tng ng l 0.1253 v
0.0267. Kt qu ny dng lm g v kt lun nh th no cho m hnh ban u?
6. Cho rng m hnh ban u b st bin thch hp v khng bit l bin no. Hy nu cch pht hin ca
kim nh Ramsey kim tra kin trn.
7. Cho mc gi c ph trong nc l 1 nghn USD/tn v c ph th gii l 1.2 nghn USD/tn. Hy d bo
lng c ph xut khu trung bnh. Cho ma trn hip phng sai ca cc h s sau:
0.5
2510 .21 0.8

0.0044 0.2
cov( ) = 0.8
0.5
0.2 0.1175
Trng b mn

Cho cc gi tr ti hn:

t 017.025 = 2.11
t

17
0.05

= 1.74
t
= 2.131
18
t 0.025 = 2.101
15
0.025

F0.05 (2, 17) = 3.59


F0.05 (2, 15) = 3.68
F0.05 (3, 17) = 3.32
02.05 (4) = 9.48

TRNG I HC KINH T HU
Khoa H thng thng tin kinh t

THI MN KINH T LNG


Thi gian lm bi: 90 pht
S 6

I. Mt n v nghin cu nhu cu hng may mc ca h gia nh trong khong thi gian 1980 n 2005
cung cp s liu v mt s bin sau:
D: lng cu v hng may mc ca h gia nh trong nm; CT: chi tiu ca h gia nh trong nm
P1: gi hng may mc; P2: gi ca lng thc phm; Y: thu nhp ca h gia nh trong nm
D(-1): lng cu hng may mc ca h gia nh nm trc
1. C kin cho rng lng cu v hng may mc ca h gia nh trong nm ph thuc vo gi hng may
mc, lng cu hng may mc ca h gia nh nm trc v thu nhp ca h gia nh. Hy xut m hnh
v nu cch phn tch kin trn.
2. C kin cho rng t 1990 do chnh sch m ca, hng may mc c nhp khu nhiu nn tc ng ca
gi vi nhu cu may mc thay i so vi trc. Hy xut ci tin m hnh c cch phn tch tnh hung
trn.
3. C th dng kim nh Durbin Watson pht hin t tng quan bc 1 ca m

hnh trn khng? Ti sao? Nu khng hy xut mt cch khc pht hin.
II. Cho kt qu hi quy sau, trong DT l doanh thu (triu ng), CP l chi ph cho ca hng (triu ng), P
l gi bn trung bnh cc mt hng (nghn ng) ca ca hng may mc, T l bin xu th thi gian nhn cc
gi tr ln lt theo cc thng t thng 1 nm 1996 n thng 11 nm 1997. Cho = 5%.
Dependent Variable: DT
Included observations: 23
Variable
Coefficient
C
-5.8958
CP
1.3359
P
-0.4822
R-squared
Adjusted R-squared
0.88742
S.E. of regression
23.575
Durbin-Watson stat
1.9713

Std. Error
3.6025
0.0374

t-Statistic

Prob.

-3.5622
Mean dependent var
145
S.D. dependent var
70.2605
F-statistic
Sum squared resid
11115.61

1. Vit hm hi quy mu v d bo gi tr c lng im ca doanh thu thng 12/1997 khi chi ph l 70 triu
v gi trung bnh l 80 nghn ng?
2. Khi gi tng ln 1 nghn th doanh thu gim trong khong no?
3. Khi tng chi ph ng thi gim gi cng 1 n v th doanh thu c tng khng? Nu cch kim tra.
4. Tnh R2 bng hai cch v cho bit ngha ca kt qu nhn c?
5. B bt bin gi v hi quy m hnh sau vi cng s liu trn:
DT= -9.43 + 1.532 CP + e
RSS = 20103.5
a. Cho bit c nn b bin gi ra khi m hnh ban u hay khng?
b. Vi kt qu c lng ny hy d bo doanh thu trung bnh khi chi ph l 100 triu ng?
6. K hiu e l phn d thu c t c lng m hnh ban u, hi qui m hnh sau:
e 2 = 1 + 2 CP + 3 P + 4 CP 2 + 5 P 2 + v (*)
thu c R2= 0.2547
Hy cho bit m hnh (*) dng lm g v kt lun th no v khuyt

Trng b mn

tt ca m hnh ban u?
Cho cc gi tr ti hn:

t 017.025 = 2.11
t

F0.05 (2, 17) = 3.59


F0.05 (4, 15) = 3.06
F0.05 (3, 17) = 3.32
02.05 (4) = 9.48

17
0.05

= 1.74
t
= 2.131
18
t 0.025 = 2.101
15
0.025

TRNG I HC KINH T HU
Khoa H thng thng tin kinh t

THI MN KINH T LNG


Thi gian lm bi: 90 pht
S 7

I. Cho cc bin trong kinh t sau:


NS: nng sut ca ngi lao ng;
DT: mc u t trung bnh cho mt lao ng
TH: mc thng cho sn phm vt nh mc;
L: tin lng ca ngi lao ng
T: mc u t cho my mc k thut
1. C kin nng sut ca ngi lao ng ph thuc vo mc u t trung bnh cho mt lao ng v mc u
t cho my mc k thut theo dng hm Cobb-Douglas. Xy dng m hnh hi quy v nu cch phn tch m
hnh bit c c phi khi u t cho lao ng tng th nng sut cng tng khng?
2. Nghi ng m hnh trn c hin tng a cng tuyn, hy nu 1 cch pht hin khuyt tt ny.
3. Cho rng trong m hnh trn c hin tng t tng quan bc mt v h s tng quan bng 1. Hy xut
mt cch khc phc.
II. Cho kt qu c lng m hnh sau vi W l lng go xut khu (ngn tn/nm), PI gi go trong nc
(USD/tn), PE gi go trn th gii (USD/tn). Cho =0.05.
Dependent Variable: W
Method: Least Squares
Included observations: 20
Variable
Coefficient
C
293.8264
PI
-0.1803
PE
1.1076
R-squared
Adjusted R-squared
0.2382
S.E. of regression
26.1209
Durbin-Watson stat
1.8879

Std. Error
t-Statistic
20.9761
0.2719
0.4876
Mean dependent var
S.D. dependent var
F-statistic (3,21)
Sum squared resid

Prob.

574.8
29.9273
11599.1

1. Ngoi hai yu t PI v PE th cn yu t no khc nh hng n lng go xut khu khng?


c lng im lng go xut khu nu gi go trong nc l 250 USD/tn v gi go trn th gii l 300
USD/tn.
2. Cho rng khi gi go trong nc ng thi gi go th gii tng th lng go xut khu vn tng. Nu
cch phn tch v kim tra khi bit cov( 2 , 3) = 0.025 .
3. Tnh R2 bng hai cch v nu ngha ca kt qu nhn c.
4. Khi gi go trn th gii tng 1 USD/tn th lng go xut khu tng trong khong no?
5. K hiu W l gi tr c lng ca W, hi quy m hnh sau:
2 + W
3 + v thu c R2 = 0.6012
W = + PI + PE + W
1

Cho bit m hnh ny dng lm g v c kt lun nh th no cho m hnh ban u?


6. Vi cng s liu ni trn, hi quy m hnh trong lng go xut khu ph thuc vo gi go trn th
= 294.8 + 1.25 PE vi
gii thu c: W
RSS =12340.
a. Dng kim nh thu hp hi quy cho bit c nn b bin gi go trong nc ra khi m hnh ban
u hay khng?
b. Cho mc gi go th gii l 500 USD/tn. Hy d bo
lng go xut khu trung bnh.
Cho cc gi tr ti hn:

Trng b mn

t 017.025 = 2.11
t

17
0.05

18
0.025

= 1.74
= 2.101

F0.05 (2, 15) = 3.68


F0.05 (1, 17) = 4.45
02.05 (2) = 5.99

TRNG I HC KINH T HU
Khoa H thng thng tin kinh t

THI MN KINH T LNG


Thi gian lm bi: 90 pht
S 8

I. Cho cc bin trong kinh t sau:


NS: nng sut ca ngi lao ng;
DT: mc u t trung bnh cho mt lao ng
TH: mc thng cho sn phm vt nh mc;
L: tin lng ca ngi lao ng
T: mc u t cho my mc k thut
1. Hy xy dng m hnh trong nng sut ca ngi lao ng ph thuc vo mc u t trung bnh cho
mt lao ng v mc thng cho sn phm vt nh mc. Nu cch phn tch mi quan h trn.
2. C kin cho rng nng sut ca lao ng cn ph thuc vo gii tnh ngi lao ng. Hy xut ci tin
m hnh cu 1 kim tra v phn tch kin trn?
3. Nghi ng rng trong m hnh xy dng cu 1 mc u t cho lao ng c quan h cng tuyn vi mc
thng cho sn phm vt nh mc. Hy nu mt cch kim tra kin trn.
II. Cho kt qu c lng sau vi D l lng cu v hng may mc ca h gia nh trong nm, P l gi hng
may mc (nghn ng), Y l thu nhp ca h gia nh trong nm (nghn ng), D(-1) l lng cu hng may
mc ca h gia nh nm trc. Cho mc ngha 5%.
Dependent Variable: D
Included observations: 17
Variable
Coefficient
C
107.5508
P
-2.5365
Y
0.2084
D(-1)
0.4206
R-squared
Adjusted R-squared
0.81726
S.E. of regression
5.6193
Durbin-Watson stat
1.4245

Std. Error
t-Statistic
Prob.
40.7170
0.6029
0.0613
0.2729
Mean dependent var
112.3438
S.D. dependent var
13.14489
F-statistic (3,21)
Sum squared resid
410.4893

1. Cc nh sn xut hng may mc quyt nh h gi khuyn mi. H c hy vng bn c nhiu hn hn


nu h gi khng? Ti sao?
2. Thu nhp tng 1 n v th mc tiu th hng may mc tng trong khong no
3. Tnh R2 bng cc cch v nu ngha kt qu nhn c.
4. Cho bit c th dng thng k Durbin Watson pht hin t tng quan bc 1 m hnh ban u hay
khng? Ti sao? Nu khng c hy xut mt cch pht hin khc.
5. K hiu e2 l bnh phng phn d thu c sau khi c lng m hnh ban u, hi quy m hnh ph sau:
e 2 = 1 + 2 D i2 + v (*) thu c R*2 = 0.3148
Hy cho bit m hnh trn dng lm g v kt lun nh th no v m hnh ban u?
6. C kin cho rng nn b bin lng cu hng may mc nm trc ra khi m hnh. Dng kim nh thu
hp hi quy cho bit c nn b bin ny ra khng? Bit h s xc nh ca m hnh D ph thuc vo P v Y l
0.8109.
7. Gi b bin D(-1) v c lng li ta c m hnh (2): D = 121.50 2.75 P + 0.25Y + e
Hy d bo gi tr trung bnh ca lng cu hng may mc nm nay theo m hnh (2), bit mc gi l 100 v
thu nhp ca h gia nh trong nm l 15000 nghn ng.

Cho

0.025 0.065
180

cov( ) = 0.025 0.004 0.05


0.065 0.05 0.001

Cho cc gi tr ti hn:
t 013.025 = 2.16
F0.05 (1, 15) = 4.54
t 013.05 = 1.71

F0.05 (1, 13) = 4.67

TRNG I HC KINH T HU
Khoa H thng thng tin kinh t

Trng b mn
02.05 (1) = 3.84
THI MN KINH T LNG
Thi gian lm bi: 90 pht
S 9

I. Cho s liu gm 20 quan st ca mt doanh nghip sn xut xi mng vi cc bin sau:


Q: lng tiu th xi mng ni a trn th trng; P: gi loi xi mng ca doanh nghip
NK: Lng xi mng nhp khu
1. Cho rng lng tiu th xi mng ni a trn th trng ph thuc vo gi loi xi mng v lng xi
mng nhp khu theo dng hm Cobb-Douglas. Hy vit phng trnh hi quy m t quan h cc bin trn.
Nu ngha cc h s hi quy ring trong m hnh.
2. Da vo m hnh trn, hy xut cch kim tra xem chnh sch gim gi tng cu c hiu qu
khng?
3. Nghi ng m hnh trn c hin tng a cng tuyn. Hy nu cch pht hin khuyt tt ny.
II. Cho kt qu hi quy trong mt s doanh nghip tiu th cng nghip, vi PR l t sut li nhun trn mt
n v vn (n v: %), K l tng vn u t (n v: trm triu), I l t l lm pht (n v: %). Cho mc
ngha l 5%.
Dependent Variable: PR
Included observations: 17
Variable
C
I
K
R-squared
Adjusted R-squared
S.E. of regression
Durbin-Watson stat

Coefficient
Std. Error
t-Statistic
13.1830
3.5116
0.1185
0.0265
-0.1229
0.0381
0.97403 Mean dependent var
0.97032 S.D. dependent var
0.06687 F-statistic
Sum squared resid

Prob.

10.04
0.3882
0.0626

1. Tm c lng im mc t sut li nhun ca doanh nghip vi tng vn u t l 500 triu v mc


lm pht l 2%.
2. T l lm pht khng i, nu vn gim i 100 triu th t sut li nhun tng ln 0.2 % c ng
khng?
3. Khi t l lm pht tng ln 1%, gi s vn khng i, th t sut li nhun thay i trong khong no?
4. Hi quy m hnh sau, trong e l phn d thu c t vic c lng m hnh trn:
e 2 = 1 + 2 K + 3 I + 4 K 2 + 5 I 2 + v
(*)
Hy cho bit m hnh (*) nhm mc ch g v kt lun g v m hnh ban u? Bit h s xc nh thu
c t c lng m hnh (*) R2 = 0.4237.
5. Vn vi b s liu trn, nu b bt bin t l lm pht (I) v hi quy li m hnh gm bin t sut li
nhun ph thuc vo tng vn u t th thu c kt qu sau:
PRi = 15.043 - 0.132Ki + ei
v
RSS = 0.1512.
a. Dng kim nh thu hp hi quy cho bit c nn b bin t l lm pht ra khi m hnh ban u hay
khng?
b. Cho vn u t bng 5 trm triu, hy c lng t sut li nhun trung bnh bng khong tin cy
95%.
6. Ngi ta cho rng t sut li nhun cn ph thuc vo c loi hnh doanh nghip l thuc s hu nh
nc hay s hu t nhn. Hy xut m hnh v cch phn tch kin trn.

Cho cc gi tr ti hn:
t 014.025 = 2.145
F0.05 (4, 12) = 3.26
t 014.05 = 1.761
t 015.025 = 2.131

F0.05 (1, 14) = 4.6


02.05 (4) = 9.48

Trng b mn

TRNG I HC KINH T HU
Khoa H thng thng tin kinh t

THI MN KINH T LNG


Thi gian lm bi: 90 pht
S 10

I. Gi s c s liu t nm 1978 n 2000 ca cc bin s nh sau:


CF l lng c ph xut khu; X1 l li sut vay ngn hng; X2 l gi c ph trn th gii
1. Hy vit m hnh th hin mi quan h ca cc bin ni trn, v cho bit theo l thuyt kinh t th quan h
ca bin ph thuc vi tng bin c lp l cng chiu hay ngc chiu?
2. Nu cch kim tra xem nu li sut gim th lng c ph xut khu c thc s tng hay khng?
3. C kin rng lng c ph xut khu cn ph thuc vo gi c ph trong nc (X3). Hy nu tng bc
phn tch (dng kim nh thu hp hi quy) kim tra xem c nn a thm bin ny vo m hnh trn hay
khng?
II. Cho kt qu hi quy trong mt s doanh nghip tiu th cng nghip, vi PR l t sut li nhun trn mt
n v vn (n v: %), K l tng vn u t (n v: trm triu), I l t l lm pht (n v: %). Cho mc
ngha l 5%.
Dependent Variable: PR
Included observations: 17
Variable
C
I
K
R-squared
Adjusted R-squared
S.E. of regression
Durbin-Watson stat

Coefficient
13.1830
0.1185
-0.1229

Std. Error
t-Statistic
3.5116
0.0265
0.0381
Mean dependent var
0.97032 S.D. dependent var
0.06687 F-statistic
Sum squared resid

Prob.

10.04
0.3882
0.0626

1. Vit hm hi quy mu v cho bit ngha cc h s hi quy ring trong m hnh.


2. Khi vn tng ln 1 n v th t sut li nhun thay i trong khong no?
3. C kin rng khi vn tng 100 triu ng thi t l lm pht cng tng 1% th t sut li nhun
khng thay i. Hy kim nh xem kin trn ng khng bit cov( 2 , 3 )= -0.0001

4. Tnh R2 bng 2 cch v cho bit ngha ca kt qu nhn c?


5. Hi quy m hnh K ph thuc vo I c h s chn, th thu c h s gc bng -1.326 v lch
chun tng ng ca n bng 2.042. Cho bit m hnh dng lm g v kt lun nh th no?
6. Cho kt qu c lng m hnh:
et = 1 + 2 K t + 3 I t + 4 et 1 + 5 et 2 + vt vi R2 = 0.2743
Hy cho bit m hnh trn dng lm g v kt lun nh th no cho m hnh ban u.
7. Cho tng vn u t l 5 trm triu ng v t l lm pht l 2%, hy d bo t sut li nhun trung
bnh khi bit ma trn hip phng sai ca cc h s l:
0.5
0.06
12.33

cov( )= 0.5 0.0007 0.0001


0.06 0.0001 0.0014
Cho cc gi tr ti hn:
t 014.025 = 2.145
F0.05 (4, 12) = 3.26
t 014.05 = 1.761
t 015.025 = 2.131

F0.05 (1, 14) = 4.6


02.05 (2) = 5.99

Trng b mn

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