A Primer in Econometric Theory pdf epub mobi txt 电子书 下载 2025
- 统计与计量经济
- 重点教材
- 计量经济学
- 方法论
- Econometrics
- Econometrics
- Econometric Theory
- Statistics
- Mathematical Economics
- Quantitative Economics
- Economic Modeling
- Regression Analysis
- Time Series Analysis
- Probability
- Mathematical Finance
具体描述
Summary
A concise treatment of modern econometrics and statistics, including underlying ideas from linear algebra, probability theory, and computer programming.
This book offers a cogent and concise treatment of econometric theory and methods along with the underlying ideas from statistics, probability theory, and linear algebra. It emphasizes foundations and general principles, but also features many solved exercises, worked examples, and code listings. After mastering the material presented, readers will be ready to take on more advanced work in different areas of quantitative economics and to understand papers from the econometrics literature. The book can be used in graduate-level courses on foundational aspects of econometrics or on fundamental statistical principles. It will also be a valuable reference for independent study.
One distinctive aspect of the text is its integration of traditional topics from statistics and econometrics with modern ideas from data science and machine learning; readers will encounter ideas that are driving the current development of statistics and increasingly filtering into econometric methodology. The text treats programming not only as a way to work with data but also as a technique for building intuition via simulation. Many proofs are followed by a simulation that shows the theory in action. As a primer, the book offers readers an entry point into the field, allowing them to see econometrics as a whole rather than as a profusion of apparently unrelated ideas.
作者简介
John Stachurski is Professor of Economics at the Australian National University and the author of Economic Dynamics: Theory and Computation (MIT Press).
作者网站：http://johnstachurski.net/index.html
目录信息
Background
Vector spaces
Linear algebra and matrices
Foundations of probability
Modeling dependence
Asymptotics
Further topics in probability
Foundations of statistics
Estimators
Properties of estimators
Confidence intervals and tests
Econometric models
Regression
Ordinary least squares
Large samples and dependence
Regularization
Appendices.
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评分大概是看过最好的计量入门
评分大概是看过最好的计量入门
评分大概是看过最好的计量入门
评分大概是看过最好的计量入门
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