Econometric Theory and Methods

Econometric Theory and Methods pdf epub mobi txt 电子书 下载 2025

出版者:Oxford University Press, USA
作者:Russell Davidson
出品人:
页数:768
译者:
出版时间:2003-10-16
价格:USD 97.00
装帧:Hardcover
isbn号码:9780195123722
丛书系列:
图书标签:
  • Econometrics 
  • 经济学 
  • 计量经济学 
  • 经济 
  • 教材 
  • 计量/数学/统计 
  • 计量 
  • 金融 
  •  
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This text provides a unified treatment of modern econometric theory and practical econometric methods. The geometrical approach to least squares is emphasized, as is the method of moments, which is used to motivate a wide variety of estimators and tests. Simulation methods, including the bootstrap, are introduced early and used extensively. The book deals with a large number of modern topics. In addition to bootstrap and Monte Carlo tests, these include sandwich covariance matrix estimators, artificial regressions, estimating functions and the generalized method of moments, indirect inference, and kernel estimation. Every chapter incorporates numerous exercises, some theoretical, some empirical, and many involving simulation. Econometric Theory and Methods is designed for beginning graduate courses. The book is suitable for both one- and two-term courses at the Masters or Ph.D. level. It can also be used in a final-year undergraduate course for students with sufficient backgrounds in mathematics and statistics.

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This unconventional setting of econometrics with lots of geometrical intuition is simply awesome.

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2nd book for EC910

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精彩。

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精彩。

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把复杂的计量用简单的空间几何表达,赞!

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