图书标签: Econometrics 计量经济学 经济学 计量 英文原版 PanelData 经济 数学
发表于2024-10-03
Econometric Analysis of Cross Section and Panel Data pdf epub mobi txt 电子书 下载 2024
This graduate text provides an intuitive but rigorous treatment of contemporary methods used in microeconometric research. The book makes clear that applied microeconometrics is about the estimation of marginal and treatment effects, and that parametric estimation is simply a means to this end. It also clarifies the distinction between causality and statistical association.<br /> <br /> The book focuses specifically on cross section and panel data methods. Population assumptions are stated separately from sampling assumptions, leading to simple statements as well as to important insights. The unified approach to linear and nonlinear models and to cross section and panel data enables straightforward coverage of more advanced methods. The numerous end-of-chapter problems are an important component of the book. Some problems contain important points not fully described in the text, and others cover new ideas that can be analyzed using tools presented in the current and previous chapters. Several problems require the use of the data sets located at the author's website.
当年翻着厚厚的书做着笔记,非常费时间,可现在想来很多自己的计量经济学思想都得益于这个习惯和这本书。
评分好书。
评分never ending
评分Encyclopedia.
评分内容丰富,一上来就是大样本理论和系统方程估计方法,抓核心。缺点是,比较啰嗦,看着会容易绕进去。不建议自学使用(自学可以用陈强老师的书,或者Hayashi)。可以当参考,当然书是好书。
逐字逐句,用力读了上半册(前11章),两遍,做了课后每道题。打算再读个五六遍吧。 修读过几年的计量课程,翻过多种计量经济学书籍,迄今为止,没见到比这本更好的进阶版教材。爱不释手。 好在哪里?理论和实践并重,简洁、清晰,层次分明。做实证研究遇到技术问题?拿过来当...
评分这条大概评了计量里用到的4本儿书。从8211到8212到8221-8228 2个PhD level的sequence课,这本书都是老师推荐又有推荐的书。作为同样推荐的Greene, Hayashi, 和Hamilton的time series,加起来给了完善的grad-level计量架构。Greene到GMM之前的GLS讲解作为第一个sequence课程的教...
评分逐字逐句,用力读了上半册(前11章),两遍,做了课后每道题。打算再读个五六遍吧。 修读过几年的计量课程,翻过多种计量经济学书籍,迄今为止,没见到比这本更好的进阶版教材。爱不释手。 好在哪里?理论和实践并重,简洁、清晰,层次分明。做实证研究遇到技术问题?拿过来当...
评分学习的时候读过一遍,做论文的时候又先后翻了两次,差不多把这本书上的所有方法都用stata做了一遍,实在是本微观计量的圣经。但是内容还是有所欠缺,非参数半参数分位数回归一点没提,simulated based econometrics也没讲,听说wooldridge新版正在准备中,加入了这些内容,目前...
评分图书馆偶然翻了翻这本书,翻得恶心之至。 Wooldridge那么好的文笔,翻译得不够简洁易懂就算了,关键是错误百出,这种译者有没有拷问下自己的良心,误导读者走弯路是多大的罪过。 最可笑的是此人还翻译了Sargent那本高宏,oh my god,他是想说他一人精通经济两个大方向的前沿? ...
Econometric Analysis of Cross Section and Panel Data pdf epub mobi txt 电子书 下载 2024