圖書標籤: Econometrics 計量經濟學 經濟學 計量 英文原版 PanelData 經濟 數學
发表于2024-12-23
Econometric Analysis of Cross Section and Panel Data pdf epub mobi txt 電子書 下載 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.
當年翻著厚厚的書做著筆記,非常費時間,可現在想來很多自己的計量經濟學思想都得益於這個習慣和這本書。
評分never ending
評分因為論文裏的一個原因,又拿起這本書讀瞭Probit IV那一節。臥槽寫得太清楚瞭,當初碩士的時候囫圇吞棗讀瞭前幾章都沒留下什麼印象,簡直是暴殄天物
評分因為論文裏的一個原因,又拿起這本書讀瞭Probit IV那一節。臥槽寫得太清楚瞭,當初碩士的時候囫圇吞棗讀瞭前幾章都沒留下什麼印象,簡直是暴殄天物
評分一遍是不夠的。
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...
評分最近读了这一版,整体变动不算大,加了些东西诸如Quantile regression,QMLE,Time-varying individual effects model等内容,可是都浅入浅出,不够过瘾。这本书距上版已经n多年了,感觉更新不如之前想象的大。所以总的感觉来书,惊奇远不及第一版来得大,第一版像win95,这一...
評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...
評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...
評分最近读了这一版,整体变动不算大,加了些东西诸如Quantile regression,QMLE,Time-varying individual effects model等内容,可是都浅入浅出,不够过瘾。这本书距上版已经n多年了,感觉更新不如之前想象的大。所以总的感觉来书,惊奇远不及第一版来得大,第一版像win95,这一...
Econometric Analysis of Cross Section and Panel Data pdf epub mobi txt 電子書 下載 2024