bÀi in kinh tẾ lƯỢng

Tiu Lun Nhm: Kinh T Lng GVHD: Th.S Trn Anh Vit

MC LCTrangPhn 1: C s l lun ............................................................................3 1.1: Gii thiu ti........................................................................3 1.2: nh ngha ca cc bin trong kinh t hc................................4 Phn 2: Thit lp, phn tch v nh gi m hnh ................................ .6 2.1: Xy dng m hnh ............................................................... . .6 2.2: M t s liu............................................................................ .6 2.3: Kt qu thc nghim................................................................ .7 2.4: Thng k m hnh................................................................... .8 2.5: Kim nh gi thit v nh gi mc ph hp ca m hnh............................................................................ .8 2.5.1: H s thu c t hm hi quy c ph hp vi l thuyt kinh t khng ?.......................................... 8 2.5.2: o ph hp ca m hnh ........................................... 10 Phn 3: Kim nh v khc phc cc hin tng trong m hnh hi quy.......................................................................11 3.1: Ma trn tng quan.....................................................................11 3.2: Kim nh s tn ti ca a cng tuyn.......................................11 3.3: Kim nh phng sai sai s thay i..........................................12 (Dng kim nh White) 3.3.1: Kim nh m hnh ban u..............................................12 3.3.2: Kim nh m hnh sau khi loi b bin.......................12 3.4: Kim nh T tng quan..........................................................13 3.4.1: K Durbin Watson............................................................13 3.5: Kim nh cc bin c nh hng n m hnh khng..............13 3.6: Kim nh Ramsey v b st bin.............................................15 Phn 4: Kt lun....................................................................................16Nhm: W.U.Y Lp: K14DLK2

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Kin ngh ca nhm ..............................................................................17 Hn ch ca ti..................................................................................17 Li cm n.............................................................................................18 Ti liu tham kho..................................................................................18 Ph lc...................................................................................................19

Nhm: W.U.Y Lp: K14DLK2

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tiTh nghim xy dng m hnh kinh t lng phn tch nhng tc ng, nh hng ca ngun vn u t trc tip nc ngoi FDI v t l tht nghip thnh th U, t l lm pht K n tng sn phm trong nc GDP.

Phn 1: C S L LUN1.1 Gii thiu ti: - y l vn c lin quan n lnh vc kinh t . Nhng iu tm hiu c trong ti ny s gip ch cho vic nghin cu cc mn hc khc nh kinh t v m, cng nh cho cng vic sau ny. - Nc ta bt u cng cuc i mi vo nm 1986. Lut u t nc ngoi ti Vit Nam c ban hnh vo 29/12/1987 nhm to ra mt nn tng php l cho vic u t vo Vit Nam ca cc nh u t nc ngoi. Thc t cho thy, t khi nc ta m ca hi nhp, vn u t trc tip nc ngoi tr thnh mt ngun vn quan trng i vi nn kinh t Vit Nam trong cng cuc cng nghip ho, hin i ho t nc. L 1 thnh vin ca t chc thng mi th gii WTO Vit Nam cng c thm nhiu c hi nhn c nhng ngun FDI, vn t ra l phi s dng chng sao cho tht hiu qu, l mt nhn t nn kinh t tng trng - Tnh hnh lm pht hin nay Vit Nam thi gian qua ln ti mc bo ng l 2 con s, vt qua ngng lm pht cho php ti a l 9% ca mi quc gia. iu ny s dn n nhiu tiu cc trong i sng kinh t, lm gim trm trng tc tng trng GDP v n lm cho ngi dn ngho thm, kim ch sn xut trong khi doanh nghip. Vic nghin cu nhng tc ng ca u t trc tip nc ngoi, tht nghip v lm pht n tng trng kinh t gip ta bit c mc nh hng ca FDI, U v t l lm pht n GDP nh th no.Nhm: W.U.Y Lp: K14DLK2 -Trang 3-


Thng qua vic tm hiu l thuyt cng nh nhng ch tiu, hiu c nhng c im, tnh cht v xu hng pht trin t a ra nhng nh hng, gii php nhm thu ht v s dng vn FDI t hiu qu cao nht ng thi a t l tht nghip v mc tht nghip t nhin gp phn vo s tng trng GDP. 1.2 nh ngha ca cc bin trong kinh t hc Tng sn phm quc ni hay GDP (vit tt ca Gross Domestic Product) l gi tr tnh bng tin ca tt c sn phm v dch v cui cng c sn xut ra trong phm vi mt lnh th trong mt khong thi gian nht nh, thng l mt nm. GDP l s o v gi tr ca hot ng kinh t quc gia. tnh GDP, ngi ta s dng rt nhiu cc d liu s cp, c tp hp t cc ngun thng k n nh khc nhau. Mc tiu ca vic tnh GDP l tp hp cc thng tin ri rc li thnh mt con s bng thc o tin t, v d ng Vit Nam (VN) hay -la M (US Dollar) -- con s ni ln gi tr ca tng th cc hot ng kinh t ca nn kinh t trong mt giai on cho no (qu, na nm hay mt nm). FDI l mt hnh thc ca u t quc t, trong ch u t a cc phng tin u t ra nc ngoi trc tip t chc qun l qu trnh sn xut kinh doanh thu li nhun. FDI c vai tr rt to ln trong pht trin kinh t: B sung cho ngun vn trong nc Tip thu cng ngh v b quyt qun l Tham gia mng li sn xut ton cu Tng s lng vic lm v o to nhn cng Mang li ngun thu ngn sch ln Tht nghip l tnh trng ngi lao ng mun c vic lm m khng tm c vic lm. T l tht nghip l phn trm s ngi lao ng khng c vic lm trn tng s lc lng lao ng x hi. Tht nghip lun l mi quan tm ca x hi, chnh sch v m di hn ca chnh ph lun hng n mc tiu t t l tht nghip t nhin trong nn kinh t. N phn nh s hng thnh ca t nc trong tng thi k. Mt s phn tch n gin di y cho chng ta thy tht nghip chim gi v trNhm: W.U.Y Lp: K14DLK2

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quan trng, l mt trong nhng mc tiu hot ng ca chnh ph: T l tht nghip cao ng ngha vi tng sn phm quc ni (GDP) thp cc ngun lc con ngi khng c s dng, b ph c hi sn xut thm sn phm v dch v. Tht nghip cn c ngha l sn xut t hn. Gim tnh hiu qu ca sn xut

theo quy m. Tht nghip dn n nhu cu x hi gim. Hng ha v dch v khng c ngi tiu dng, c hi kinh doanh t i, cht lng sn phm v gi c tt gim. Hn na, tnh trng tht nghip cao a n nhu cu tiu dng t i so vi khi nhiu vic lm, do m c hi u t cng t hn. Lm pht l s tng ln theo thi gian ca mc gi chung ca nn kinh t. Trong mt nn kinh t, lm pht l s mt gi tr th trng hay gim sc mua ca ng tin. Khi so snh vi cc nn kinh t khc th lm pht l s ph gi tin t ca mt loi tin t so vi cc loi tin t khc. Lm pht lun l mt vn rt nhy cm v c tc ng rt ln n nn kinh t. Lm pht cao c th dn n mt cuc khng hong kinh t ko di v hu qu ca n s rt khng khip. Lm pht lm lm cho li sut tng, m li sut tng lm gim u t dn n gim tng trng kinh t.


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Phn 2: THIT LP, PHN TCH V NH GI M HNH2.1 Xy dng m hnh M hnh gm 4 bin:-

Bin ph thuc : Tng sn phm quc ni GDP ca nc ta qua cc nm (n v tnh : t ng) Bin c lp : u t trc tip nc ngoi FDI ( n v tnh: triu la M) T l tht nghip U ( n v tnh: % ) T l lm pht K

-

( n v tnh : % )

GDPi = 1 + 2 FDIi +3Ui + 4Ki + Vi M hnh kinh t bit l v mi quan h t l nghch gia lm pht v tht nghip (ng cong Phillips_hnh 1.bng ph lc). Thng thng, GDP cao thng dn ti lm pht cao, do vic theo ui mc tiu tng trng ca Nh nc. V vy GDP v U c quan h t l nghch, GDP v K c quan h t l thun. 2.2 M t s liu S liu tm c t trang web ca Tng cc Thng k http://www.gso.gov.vn ,trang web ca B k hoch u t - Cc u t nc ngoi http://fia.mpi.gov.vn Phn tch tng quan gia cc bin: Trong 1 nm, nu tng s vn u t trc tip nc ngoi vo Vit Nam tng th c thm nhiu d n c cp vn, t sn xut tng, GDP c th s tng theo. T l tht nghip tng ng ngha vi vic GDP gim. Dc theo ng cong Phillips, h t l tht nghip gim xung th t l lm pht s tng ln, v ngc li.Do , gia U v K tn ti mt mi quan h nghch. Bng s liu :( Xem bng 1 phn ph lc)


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2.3 Phn tch kt qu thc nghim Kt qu chy m hnh t phn mm Eviews (Xem bng 2 phn ph lc ) Phn tch nhng ni dung c bn ca kt qu thu c khi chy m hnh: M hnh hi quy tng th :

(PRF)

GDPi = 1+ 2 FDIi+ 3 Ui+ 4Ki +Vi

M hnh hi quy mu: (SRF) GDPi = 1 + 2 FDI i+ 3Ui + Ki + ei ( ei l c lng ca Vi) 4

(SRF) GDPi = 1033235.0+ 15.17416FDIi - 99248.36Ui + 547.9480Ki + ei ngha ca cc h s hi quy: o i vi 1 = 1033235.0 c ngha l nu u t trc tip nc ngoi

FDI, t l tht nghip U v t l lm pht ng thi bng 0 th GDP t gi tr l 1033235.0 t ngo i vi 2 = 15.17416 c ngha l khi t l tht nghip v t l lm

pht khng i v nu u t trc tip nc ngoi FDI tng (gim) 1 triu la M th GDP tng (gim) 15.17416 t ngo i vi 3 = -99248.36 c ngha l khi u t trc tip nc ngoi

v t l lm pht khng i v nu 1t l tht nghip U tng (gim) 1 % th GDP gim (tng) -99248.36 t ngo i vi =547.9480 c ngha l khi u t trc tip nc ngoi v 4

t l tht nghip khng i v nu t l lm pht tng (gim) 1 % th GDP tng (gim) 547.9480 t ng.


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2.4 Thng k m hnh Cc s liu thu thp c nhm thng k li bng Eviews nh sau:Y (GDP) 446970.5 361017.0 1478695. 11152.00 396384.9 1.061168 3.443267 4.113200 0.127888 21 X2 (FDI) 4604.029 1491.100 60271.20 219.0000 12841.52 4.157343 18.54403 271.9070 0.000000 21 X3 (U) 6.784762 6.010000 13.00000 4.460000 2.301822 1.790101 5.299250 15.84135 0.000363 21 X4 (K) 31.48095 9.500000 349.4000 -1.700000 75.32679 3.832204 16.67479 215.0252 0.000000 21

Mean Median Maximum Minimum Std. Dev. Skewness Kurtosis Jarque-Bera Probability Observations

2.5 Kim nh gi thit v nh gi mc ph hp ca m hnh 2.5.1 H s thu c t hm hi quy c ph hp vi l thuyt kinh t khng ? -H s chn: Kim nh gi thit : Tiu chun kim nh : H 0 : 1 = 0 H 1 : 1 0 1 1 1033235.0 - 0 = t= = 4.359 237034.8 se ( 1 )( ( t214 ) = t 017 ) =2.110 .025 /2

Min bc b H0 : V bc b H 0 -H s gc : Kim nh gi thit:1

t

(1 ) 7 > t0.025

t = .3 9 4 5

>

( ( t21 4 ) = t017 ) =2.110 .025 /2

0 H s chn c ngha.

H 0 : 2 0 H1 : 2 < 0


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Tiu chun kim nh :

t=

2 2Se( 2 )

=

15.17416 = 3.2597 4.6550621.740

( ( t21 4 ) =t 017 ) = , 05

Min bc b H0 : V

( t < t 0175) ,0

t = 3.2597 > -

( t21 4 ) = 017 ) = t ( , 05

1.740

chp nhn H 0 2 0 Ph hp vi l thuyt kinh t

Kim nh gi thit

H 0 : 3 0 H1 : 3 > 0

Tiu chun kim nh :

t=

3 3Se( 3 )

=

- 99248.36 = -2.754 36035.23

( ( t21 4 ) = t 017 ) = , 05

1.740

Min bc b H0: M

t>

( t0175) ,0

(1 ) 7 t = -2.754 < t0, 05 =1.740

cha bc b H 0 < 0 Ph hp vi l thuyt kinh t 3H 0 : 4 0 H1 : 4 < 0

Kim nh gi thit

Tiu chun kim nh :

t=

4 4Se( 4 )

=

547.9480 = 0.51987 1054.001

( ( t21 4 ) =t 017 ) =1.740 , 05

Min bc b H0 : V

t>

( t0175) ,0( t21 4 ) = 017 ) = t ( , 05

t = 0.51987 > -

- 1.740

chp nhn H 0 4 0 Ph hp vi l thuyt kinh t 2.5.2 o ph hp ca m hnhNhm: W.U.Y Lp: K14DLK2 -Trang 9-


R2=0.662401 tc l FDI v U xc nh c 66.2401 % s bin ng ca bin ph thuc GDP - M hnh c ph hp khng ? Kim nh gi thit : H 0 : R2 = 0 2 H1 : R > 0R2 0.662401 3 F = k 1 = = 10.4645 ~ F( 3,17) 1 R 2 1 0.662401 21 4 n k

( H 0 : M hnh khng ph hp ; H 1 : M hnh ph hp ) Tiu chun kim nh:

F( k 1; n - k) = F(3;17) = 3.20 Min bc b H0 : F > F( k 1; n - k) tc l m hnh hi quy l ph hp

Bc b

H0 ,

Phn 3: KIM NH V KHC PHC CC HIN TNG TRONG M HNH HI QUY3.1 Ma trn tng quan: (Xem bng 3 phn Ph Lc) Xem xt qua ma trn tng quan ca cc bin (Bng 3 phn Ph Lc), ta thy 2 bin U v K c mc tng quan kh cao: 0.694734 nn c kh nng xy ra hin tng a cng tuyn.


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3.2 Kim nh s tn ti ca a cng tuyn Hi qui m hnh U ph thuc vo u t trc tip nc ngoi FDI v lm pht K kim nh m hnh ban u c hin tng a cng tuyn khng. M hnh hi quy ph: Ui= 1 + 2 FDIi + 3 Ki + Vi Hi qui m hnh hi quy ph theo U (Xem bng 4 phn ph lc) R12 = 0.546488 Ta c k= k-1, n = 21 F=10.4645 F(3,21)0.05 = 3.20 F > F(3,21)0.05 Vy m hnh ban u c tn ti hin tng a cng tuyn. Bin php khc phc: loi b bin U hoc K khi m hnh ban u.o Hi quy li m hnh trong loi b bin U: (Xem bng 5 phn Ph lc)

M hnh hi quy loi U: GDPi = 403941.3 + 19.67772 FDIi + -1510.994 Ki + Vi => R2loi U = 0.511759 o Hi quy li m hnh trong loi b bin K: (Xem bng 6 phn Ph lc) M hnh hi quy loi U: GDPi = 403941.3 + 19.67772 FDIi + -1510.994 Ki + Vi =>R2loi K = 0.657034 So snh R2 2 m hnh hi quy li ta thy R2loi U < R2loi K Vy loi b bin K ra khi m hnh s tt hn. 3.3 Kim nh phng sai sai s thay i: (Dng kim nh White) 3.3.1 Kim nh m hnh ban u (Xem bng 7 phn Ph lc)


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White Heteroskedasticity Test: F-statistic 8.431541 Obs*R-squared 18.34128

Probability Probability

0.000845 0.031414

Gi s Ho: phng sai ca sai s khng i. S dng kim nh White: n.R2= 18.34128 n.R2 = 18.34128 > sai s thay i. 3.3.2 Kim nh m hnh sau khi loi b bin (Xem bng 8 phn Ph lc) White Heteroskedasticity Test: F-statistic 8.598479 Obs*R-squared 15.568252 (0.05,9)

= 16.919 : Bc b H0 , ngha l c tn ti phng sai ca


0.000520 0.008191

Gi s Ho: phng sai ca sai s khng i. S dng kim nh White: n.R2= 15.56825 n.R2 = 15.56825 > s thay i. 3.4 Kim nh T tng quan 3.4.1 K Durbin Watson Xt m hnh hi quy: E(GDP/FDI, U, K) = 1 + 2FDI i +3Ui + 4 Ki + Vi Ta c:2 (0.05,5)

= 11.0705 : Chp nhn Ho, ngha l c phng sai ca sai


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11 (ei ei1) 2 d = i=1 11 = 0.521612 2 ei 1 vi n=21 = 5% k = 4 k' = 4 - 1= 3 Tra bng ta c:

d L =1.026dU = 1.669 d = 0.521612 0 d

dL

du

0 < d < dL

=> theo quy tc kim nh th ta bc b H0

M hnh c t tng quan dng3.5 Kim nh cc bin c nh hng n m hnh khng Xt s cn thit ca cc bin: *FDI: K cp gi thit: H 0 : 2 = 0 H1 : 2 0

TCK :

t=

^ 2 2 S e( 2 )^

=

15.17416 4.655062

= 3.2597

( ( t214 ) = t 017 ) =2.110 , 025 /2

Min bc b:

t t

(1 ) 7 > t 0, 025 (1 ) 7 =3.2597 > t 0, 025 =2.110

bc b H 0 bin FDI c nh hng n m hnh, khng th b bin ny. * Bin U:Nhm: W.U.Y Lp: K14DLK2

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K cp gi thit:

H 0 : 3 = 0 H1 : 3 0

TCK :

t=

3 3 S e( 3 )^

=

- 99248.36 36035.23

= -2.7542

( ( t214) = t 017 ) =2.110 , 025 /2

Min bc b:

t t

(1 ) 7 > t 0, 025 (17 ) =2.7542 > t 0, 025 =2.110

Bc b H 0 bin U c nh hng n m hnh, khng th thiu bin U * Bin K K cp gi thit:H 0 : 4 = 0 H1 : 4 0

TCK :

t=

4 4 S e( 4 )^

=

547.9480 1054.001

= 0.5198

( ( t214 ) = t017 ) = 2.110 , 025 /2

Min bc b:

t t

(17 ) > t 0, 025 (1 ) 7 =0.5198 < t 0, 025 = 2.110

=> chp nhn H0 , tc l bin K khng nh hng n m hnh, c th khng c trong m hnh 3.6 Kim nh Ramsey v b st bin: M hnh hi quy mi : 2 GDP i = 1 + 2 FDI i + 3U i + 4 K i +1GDPi 2 +2 GDPi 3 +3GDPi 4 +4 GDPi 5 Rnew

(xem bng 9 phn ph lc ) => R2new = 0.999880 l GDPi 2 , Y 3

D (Y l G P i , Y

2

2

l GDPi 3 , Y 4 l GDPi 4 , Y 5 l GDPi 5 )


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H 0 : 1 = 2 = 3 = 4 0 K : 2 2 2 2 H1 : 1 + 2 + 3 + 4 > 0

(H0: M hnh ban u khng b st bin H1: M hnh ban u b st bin)2 Rnew R 2 0.99980 0.662401 m 4 Fqs = = = 5060.985 ~ F ( 4,12 ) 2 1 0.99980 1 Rnew 20 8 nk4, Fqs > F0(.0512 ) 4, F0(.0512 ) = 3.26

TCK:

Min bc b:

Bc b H0 M hnh c b st bin (Do trn thc t GDP ph thuc vo rtnhiu yu t, song trong qu trnh lm bi nhm khng thu thp c s liu)

Phn 4: KT LUNT nhng kim nh trn ta c th rt ra mt s kt lun sau: -

Ngun vn u t trc tip nc ngoi FDI v tht nghip U c nh hng n tng thu nhp trong nc GDP. M hnh la chn c ph hp vi l thuyt kinh t FDI v U xc nh c 66.2401 % s bin ng ca GDP M hnh ban u (GDP ph thuc vo FDI v U) c hin tng a cng tuyn v l hin tng a cng tuyn khng hon ho, khc phc bng cch loi b bin FDI v U khi m hnh.

-

M hnh c hin tng phng sai sai s thay i M hnh c hin tng t tng quan dng Khng th b bin U ra khi m hnh M hnh c b st bin Yu t ngu nhin phn phi chun

-


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T m hnh trn ta thy vai tr to ln ca ngun vn FDI i vi GDP v tht nghip, lm pht l 1 vn quan trng lun cn c xem xt, quan tm v n phn nh s hng thnh ca mt t nc.

KIN NGH CA NHMNh nc cn tp trung cc gii php thc y sn xut kinh doanh, trong tp trung vo nng nghip, trnh tnh trng trng ma rt gi; vi cng nghip v xy dng: tho g kh khn v thu v th tc u t y mnh tc gii ngn; c bit l kch cu thng mi trong nc Nc ta l mt nc ang pht trin nn ngun cung lao ng x hi rt cao, nhng thng li ch tp trung khu vc nng nghip, lao ng t trnh . gim t l tht nghip ni chung, ngoi vic tn dng ngun lc trong nc, cc gi kch cu... th trong xut khu lao ng cng l mt bin php cc k quan trng. Lm pht l mt yu t kch thch tng trng nhng y l con dao hai li. Nu s dng khng tt th n c th v hiu kh nng tng trng, gy bt n v sm mun cng s dn n km hm tng trng, cha ni n pht trin. Mt nc nh nc ta, thi k kh khn phi chp nhn lm pht cao hn tng trng


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to pht trin. Nhng v lu di, dt khot lm pht phi thp hn tng trng mi m bo n nh.

HN CH CA TIC th a thm mt s bin na vo m hnh ph hp ca m hnh tng ln, tuy nhin lm nh vy m hnh s phc tp hn, c th s c nhiu khuyt tt hn gy kh khn trong vic kim nh . Do nng lc bn thn ca mi thnh vin trong nhm cn hn ch, nn ti khng trnh khi nhng thiu st. Nhm rt mong nhn c nhng ng gp kin v ph bnh ca Thy Nhm kp thi nm bt v cng c kin thc.

LI CM NNhm W.U.Y xin chn thnh cm n Thy cung cp bi hng dn, tiu lun mu v phn mm thng k Nhm c th hon thnh ti ny. Bi tiu lun chc chn cn nhiu thiu st do qu trnh tm hiu cn hn ch. Rt mong Thy gp Nhm c th rt kinh nghim trong nhng ln sau. Chc Thy sc khe, thnh cng trong cng vic v cuc sng.

TI LIU THAM KHO* Ti liu hc tp: - Gio trnh Kinh t lng, hng dn thc hin ti, bi tiu lun tham kho v s dng cc phn mm thng k kinh t ca Thy Trn Anh Vit i hc Duy Tn.


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- Bi tiu lun Kinh t lng ca cc kha K12, K13- Du Lch, Ti Chnh, K ton i hc Duy Tn. * Website ca tng cc Thng k Vit Nam http://www.gso.gov.vn * Website ca B k hoch u t - Cc u t nc ngoi http://fia.mpi.gov.vn .

PH LCCc bin tham gia trong m hnh: - GDP : Tng sn phm quc ni ca nc ta qua cc nm (VT : t ng) - FDI : u t trc tip nc ngoi ( n v tnh: triu la M) - U : T l tht nghip ( n v tnh: % ) - K : T l lm pht ( n v tnh : % )

Hnh 1. Phillips

ng cong


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Bng 1- Bng s liu

STT 1 2 3 4 5 6 7 8 9 10 11 12 13 14Nhm: W.U.Y Lp: K14DLK2

nm 1988 1989 1990 1991 1992 1993 1994 1995 1996 1997 1998 1999 2000 2001

GDP(Yi) 11152 28093 41955 76707 110532 140258 178534 228892 272036 313623 361017 399942 441646 481295

FDI(X2i) 219.0 245.0 623.3 883.4 1343.7 1491.1 2030.0 2857.0 2906.3 2046.0 1939.9 870.5 951.8 1643.0

U(X3i) 12.7 13 9 8.8 6.52 6.01 5.8 5.85 5.88 6.01 6.85 6.74 6.42 6.28

K(X4i) 349.4 36.8 67.1 67.5 17.5 5.2 14.4 12.7 12.6 4.6 3.7 4.1 -1.7 0.8

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15 16 17 18 19 20 21

2002 2003 2004 2005 2006 2007 2008

535762 613443 715307 839211 974266 1144015 1478695

1191.4 1055.6 1112.6 1875.5 4328.3 6800.0 60271.2

6.01 5.78 5.6 5.31 4.82 4.64 4.46

4.0 3.0 9.5 8.4 6.6 12.6 22.3

Bng 2: M hnh hi quyDependent Variable: Y Method: Least Squares Date: 09/10/10 Time: 08:34 Sample: 1988 2008 Included observations: 21 Variable C X2 X3 X4 R-squared Adjusted R-squared S.E. of regression Sum squared resid Log likelihood Durbin-Watson stat

Coefficient 1033235. 15.17416 -99248.36 547.9480 0.662401 0.602825 249809.1 1.06E+12 -288.5765 0.521612

Std. Error t-Statistic 237034.8 4.359001 4.655062 3.259711 36035.23 -2.754204 1054.001 0.519874 Mean dependent var S.D. dependent var Akaike info criterion Schwarz criterion F-statistic Prob(F-statistic)

Prob. 0.0004 0.0046 0.0135 0.6099 446970.5 396384.9 27.86443 28.06338 11.11853 0.000281


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Bng 3: Ma trn tng quanX2 1.000000 -0.295643 -0.062592 0.655464 X3 -0.295643 1.000000 0.694734 -0.649332 X4 -0.062592 0.694734 1.000000 -0.327043 Y 0.655464 -0.649332 -0.327043 1.000000

X2 X3 X4 Y

Bng 4: Hi quy m hnh hi quy ph theo FDI

Dependent Variable: U Method: Least Squares Date: 09/11/10 Time: 10:13 Sample: 1988 2008 Included observations: 21 Variable Coefficient C 6.340594 X2 -4.54E-05 X4 0.020745 R-squared 0.546488 Adjusted R-squared 0.496098 S.E. of regression 1.633972 Sum squared resid 48.05759 Log likelihood -38.49042 Durbin-Watson stat 1.552654

Std. Error t-Statistic 0.412656 15.36532 2.85E-05 -1.591721 0.004860 4.268625 Mean dependent var S.D. dependent var Akaike info criterion Schwarz criterion F-statistic Prob(F-statistic)

Prob. 0.0000 0.1289 0.0005 6.784762 2.301822 3.951469 4.100686 10.84514 0.000812

Bng 5 M hnh hi quy loi b bin UNhm: W.U.Y Lp: K14DLK2

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Dependent Variable: Y Method: Least Squares Date: 09/11/10 Time: 11:20 Sample: 1988 2008 Included observations: 21 Variable Coefficient C 403941.3 X2 19.67772 X4 -1510.994 R-squared 0.511759 Adjusted R-squared 0.457510 S.E. of regression 291952.9 Sum squared resid 1.53E+12 Log likelihood -292.4504 Durbin-Watson stat 0.509200

Std. Error t-Statistic 73732.05 5.478503 5.093706 3.863143 868.3618 -1.740051 Mean dependent var S.D. dependent var Akaike info criterion Schwarz criterion F-statistic Prob(F-statistic)

Prob. 0.0000 0.0011 0.0989 446970.5 396384.9 28.13814 28.28735 9.433536 0.001577

Bng 6 M hnh hi quy loi b bin KDependent Variable: Y Method: Least Squares Date: 09/12/10 Time: 09:36 Sample: 1988 2008 Included observations: 21 Variable Coefficient C 958018.9 X2 15.67711 X3 -85961.19 R-squared 0.657034 Adjusted R-squared 0.618926 S.E. of regression 244693.0 Sum squared resid 1.08E+12 Log likelihood -288.7421 Durbin-Watson stat 0.440781

Std. Error t-Statistic 183912.2 5.209109 4.460168 3.514914 24882.59 -3.454672 Mean dependent var S.D. dependent var Akaike info criterion Schwarz criterion F-statistic Prob(F-statistic)

Prob. 0.0001 0.0025 0.0028 446970.5 396384.9 27.78496 27.93418 17.24164 0.000066


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Bng 7: KIM NH PHNG SAI SAI S THAY I (m hnh ban u ) White Heteroskedasticity Test: F-statistic 8.431541 Obs*R-squared 18.34128 Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 09/12/10 Time: 10:46 Sample: 1988 2008 Included observations: 21 Variable Coefficient C 3.95E+11 X2 83008287 X2^2 -73.70417 X2*X3 -13087172 X2*X4 -1130818. X3 -1.42E+11 X3^2 1.27E+10 X3*X4 -3.49E+09 X4 2.77E+10 X4^2 43248270 R-squared 0.873394Nhm: W.U.Y Lp: K14DLK2


0.000845 0.031414

Std. Error t-Statistic Prob. 2.27E+11 1.737275 0.1102 54048726 1.535805 0.1528 380.8453 -0.193528 0.8501 9617459. -1.360772 0.2008 1693120. -0.667890 0.5180 5.45E+10 -2.613256 0.0241 3.94E+09 3.227672 0.0080 1.58E+09 -2.201511 0.0500 1.27E+10 2.182931 0.0516 20402869 2.119715 0.0576 Mean dependent var 5.05E+10

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Adjusted R-squared S.E. of regression Sum squared resid Log likelihood Durbin-Watson stat

0.769808 2.66E+10 7.77E+21 -527.0785 1.524804

S.D. dependent var Akaike info criterion Schwarz criterion F-statistic Prob(F-statistic)

5.54E+10 51.15033 51.64772 8.431541 0.000845

Bng 8. Kim nh phng sai sai s thay i sau khi loi b binWhite Heteroskedasticity Test: F-statistic 8.598479 Obs*R-squared 15.56825 Test Equation: Dependent Variable: RESID^2 Method: Least Squares Date: 09/13/10 Time: 09:39 Sample: 1988 2008 Included observations: 21 Variable Coefficient C 3.43E+10 X2 99859537 X2^2 -610.2942 X2*X3 -14222604 X3 -4.43E+09 X3^2 4.31E+08 R-squared 0.741345 Adjusted R-squared 0.655127 S.E. of regression 3.40E+10 Sum squared resid 1.73E+22 Log likelihood -535.4834 Durbin-Watson stat 0.502598 Probability Probability 0.000520 0.008191

Std. Error t-Statistic 2.06E+11 0.166678 52617037 1.897856 159.5928 -3.824071 10520528 -1.351891 5.06E+10 -0.087712 2.67E+09 0.161261 Mean dependent var S.D. dependent var Akaike info criterion Schwarz criterion F-statistic Prob(F-statistic)

Prob. 0.8698 0.0771 0.0017 0.1964 0.9313 0.8740 5.13E+10 5.78E+10 51.56985 51.86829 8.598479 0.000520

Bng 9. Kim nh Ramsey Reset


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Tiu Lun Nhm: Kinh T Lng GVHD: Th.S Trn Anh VitDependent Variable: Y Method: Least Squares Date: 09/10/10 Time: 11:13 Sample: 1988 2008 Included observations: 21 Variable Coefficient C 98697.68 X2 6.678869 X3 -5800.727 X4 -48.21662 Y^2 4.19E-06 Y^3 -7.40E-12 Y^4 5.80E-18 Y^5 -1.69E-24 R-squared 0.999880 Adjusted R-squared 0.999815 S.E. of regression 5391.594 Sum squared resid 3.78E+08 Log likelihood -205.2067 Durbin-Watson stat 2.125155

Std. Error t-Statistic 11618.47 8.494895 1.755487 3.804568 1160.958 -4.996500 23.43575 -2.057396 1.26E-07 33.24317 3.88E-13 -19.05281 4.16E-19 13.92441 1.54E-25 -10.98483 Mean dependent var S.D. dependent var Akaike info criterion Schwarz criterion F-statistic Prob(F-statistic)

Prob. 0.0000 0.0022 0.0002 0.0603 0.0000 0.0000 0.0000 0.0000 446970.5 396384.9 20.30540 20.70331 15441.15 0.000000


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