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Regression Analysis of State\'s Budget of Mali from 1990 to 2008

作　者: Makan Keita
导　师: 吴耀华
学　校: 中国科学技术大学
专　业: 统计
关键词: Regression nonstationary Co-integration Government Expenditure Revenue
分类号: F811.3
类　型: 博士论文
年　份: 2011年
下　载: 11次
引　用: 0次
阅　读: 论文下载

内容摘要

In this thesis, we use the unit root testing techniques to identify variables which have stable long-run relationships with one another.The relationship is supposed public expenditure to be an outcome, not cause, of growth in government.Many (perhaps most) macroeconomic variables are non stationary. Many of these are difference stationary, Economics - many variables have stable long-run relationships.The analysis of unit-root processes and cointegrated systems has played a prominent role in econometrics and macroeconomics in the last decade, with applications to diverse fields such as macroeconomics, finance, economic history, international economics, etc. The reasons for such a rapid expansion of the subject are its strong intuitive appeal and its highly involved technical complexity.This paper examines relationship between Government revenue Rt and expenditure Gt in Mali from 1990– 2008. Using Cointegrating Regression Dickey Fuller test (CRDF) with annual data government budget of Mali over 1990-2008 periods. The empirical results using CRDF test do not reject that the hypothesis that we have two I(1) series under the model at 5% level.

全文目录

Abstract  6-7
List of Abbreviations  7-8
Chapter 1 Regression analysis  8-28
  1.1 Regression models  8-28
    1.1.1 Simple linear regression model  9-13
    1.1.2 Least Square Estimation LSE  13-17
    1.1.3 Estimatingσ~2  17-19
    1.1.4 Properties of the least squares estimators  19-21
    1.1.5 Hypothesis tests in simple linear regression  21
    1.1.6 Use of T-TEST  21-23
    1.1.7 Analysis of variance approach to test significance of regression  23-24
    1.1.8 Correlation coefficient and coefficient of determination  24-26
    1.1.9 Confidence intervals  26-28
Chapter 2 Budget of Mali  28-44
  2.1 The Government Budget  29
  2.2 Presenting and voting the budget  29-31
    2.2.1 Presentation  29-30
    2.2.2 Vote  30-31
  2.3 Preparing the budget  31-33
    2.3.1 The technical phase  31-32
    2.3.2 The political phase  32
    2.3.3 The legislative phase  32-33
  2.4 The Program budget  33-36
  2.5 Trend of state budget 2002 - 2006  36-38
  2.6 Macro-budgetary framework 2007-2011  38-42
  2.7 Budget system and program budgets  42-44
Chapter 3 Cointegration Government Revenue and Expenditure  44-62
  3.1 Introduction  44-46
  3.2 Methodology  46-48
  3.3 The Data and Empirical Results  48-62
    3.3.1 Unit Root Test  56-62
Chapter 4 Discussion and Conclusion  62-64
  4.1 Discussion  62
  4.2 Conclusion  62-64
Bibliography  64-66
Acknowledgements  66-67

Regression Analysis of State\'s Budget of Mali from 1990 to 2008

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