Advanced Econometrics pdf epub mobi txt 电子书下载 2025

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Takeshi Amemiya (雨宮健, born 29 March 1935, Tokyo, Japan) is an economist specializing in econometrics and the economy of ancient Greece.

Amemiya is the Edward Ames Edmonds Professor of Economics (emeritus) and a Professor of Classics at Stanford University. He is a Fellow of the Econometric Society, the American Statistical Association and the American Academy of Arts and Sciences (1985).

Books:

Advanced Econometrics, Basil Blackwell, 1985.

Introduction To Statistics And Econometrics, Harvard University Press, 1994.

Economy and Economics of Ancient Greece, Routledge, 2007.

http://economics.stanford.edu/faculty/amemiya

出版者:Harvard University Press

作者:Takeshi Amemiya

出品人:

页数:521

译者:

出版时间:1985-11-7

价格:USD 85.00

装帧:Hardcover

isbn号码:9780674005600

丛书系列:

图书标签:

Econometrics
经济学
统计
Economics
经典教材
计量经济学
学术女
计量

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Advanced Econometrics is both a comprehensive text for graduate students and a reference work for econometricians. It will also be valuable to those doing statistical analysis in the other social sciences. Its main features are a thorough treatment of cross-section models, including qualitative response models, censored and truncated regression models, and Markov and duration models, as well as a rigorous presentation of large sample theory, classical least-squares and generalized least-squares theory, and nonlinear simultaneous equation models.

Although the treatment is mathematically rigorous, the author has employed the theorem-proof method with simple, intuitively accessible assumptions. This enables readers to understand the basic structure of each theorem and to generalize it for themselves depending on their needs and abilities. Many simple applications of theorems are given either in the form of examples in the text or as exercises at the end of each chapter in order to demonstrate their essential points.