Based on a theoretical analysis of chinese security market using capm and apt model , this dissertation is going to focus on positive study usin g econometrical model to deeply and quantitatively delineate equilibrium realization and market efficiency of chinese security market and therefore to find the cause of low market efficiency and the obstacle to the establishment of non - arbitrage equilibrium 我们在运用capm和apt模型对中国证券市场进行理论分析的基础上，重点利用计量经济学的实证研究模型，对中国证券市场的均衡实现与效率状况进行定量的研究刻划，并由此详细研究无套利均衡建立的障碍和市场低效率的原因。
Based on the relationship between developed scale of urban road and some social variables , we draw a cobo - douglas production function which involves the devotion element of urban road by econometrics method , and by which we can mensurate the elastic coefficient between urban road scale and gdp 本文在研究我国城市道路发展规模与相关社会指标之间相关关系的基础上，通过运用计量经济学的方法，建立了包含城市道路设施投入要素的柯布-道格拉斯生产函数，从而测定了城市道路设施投入与城市国内生产总值产出之间的弹性关系。
And the core content of its research is to form and estimate demand system model , then deduce and calculate elasticity ( income elasticity and price elasticity ) , next clarify and explain the implication of elasticity , finally forecast the future consumption and consumption behavior according to the estimate results in brief , it can be divided into three steps to analysis consumption for microeconomic , namely , acquire and deal with data ; estimate demand system model ; explain the implication of elasticity 微观经济学研究消费主要采用计量经济学的方法，其研究的核心内容是构造并估计需求系统模型，推导并计算收入弹性、价格弹性等，同时对弹性值的意义做出解释和说明，最后还往往根据需求系统模型的估计结果对未来的消费行为做出某种程度上的预测。简单的说，微观经济学研究消费火致分为以下几个步骤：获取并处理数据、模型估计、计算弹性并解释结果。
On the basis of that , we have an empirical research on the possible factor which influencing stock returns of our companies listed in shenzhen stock markert from a micro aspect . our research uses multifactor model combined with cross - section regression and econometrics , test the ff three - factor model of security portfolios and industry portfolios 实证研究采用多因素模型的理论框架,结合横截面回归方法和计量经济学的检验手段,对深圳股票市场股票组合和行业组合的f / f的三因素模型进行了实证研究。
Furthermore , based on the approximately estimation of price elasticity of demand and operation cost by the methods of econometrics , it makes a reasonable scale ticket price scheme and pricing estimation system for chongqing light rail , which also giving a new pricing method for the similar projects in china 同时运用计量经济学的方法对轻轨价格需求弹性系数和运营成本作了近似估计。在此基础上,为重庆轻轨制定出一套可行合理的分段计程制票价方案和票价综合评价体系,从而为国内同类项目的定价提出了一种新的思路和方法。
