Advanced Econometrics pdf epub mobi txt 電子書 下載2025
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
- Econometrics
- 經濟學
- 統計
- Economics
- 經典教材
- 計量經濟學
- 學術女
- 計量
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.
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Rigorous analyses on asymptotic properties
评分大牛的書必須讀，不過好多不懂...==
评分Rigorous analyses on asymptotic properties
评分The ultimate reference book for a lifetime!! :)
评分Not necessary if one were not to do econometrics at an advanced level (ie not taking 2nd year field courses).
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