如何理解计量经济学中的假设检验

How to Understand the Hypothesis Test in Econometrics

假设检验是整个计量经济学中的主要内容,也是数理统计中的重要部分。但目前在计量经济学相关教科书中和教师的教学过程中,往往容易侧重于参数估计方法的介绍,而在假设检验方面的分析不够深入,相关的背景和逻辑交待不充分,使得同学们不能真正理解假设检验,最后造成对整个计量经济学学习和应用的障碍。论文联系其他背景材料,重新整理有关假设检验的逻辑体系,扩大知识面,剖析、展示假设检验相关各个知识点的逻辑和联系,旨在促进学生们对计量经济学中假设检验思想的真正理解,促进真正的计量经济学教学改革。

Hypothesis testing is the most important content in Econometrics and Mathematical statistics. But in relevant textbooks and teaching process,the authors and teachers often focus on the parameter estimation method,and the part of hypothesis testing is not deep enough,relevant knowledge background and logic process are not clear.Since that,the students do not really understand hypothesis testing,the last obstacle to the entire learning and application of econometrics. This article links to other background materials related to hypothesis testing refresh logic system,broaden their knowledge,analysis,hypothesis testing demonstrate knowledge related to various logical and contacts aimed at promoting students were econometrics hypothesis testing ideas really understand,promote real education reform in econometrics.