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.
具体描述
读后感
评分
评分
评分
评分
用户评价
把复杂的计量用简单的空间几何表达，赞！
评分700页的篇幅却没有一个application，介绍得非常详细，缺陷则是大篇幅的文字，看起来像是在做阅读理解，部分章节甚至有点啰嗦
评分炼狱级，自虐必备
评分far more better than the oxford one. 看到有评论说这个很难.我才体会到自己有多么优秀..A.A
评分Another great grad level econometrics textbook. It has the best prose among all textbooks. And it's quite user-friendly. "Sadly", it's not applied-friendly :P
相关图书
本站所有内容均为互联网搜索引擎提供的公开搜索信息，本站不存储任何数据与内容，任何内容与数据均与本站无关，如有需要请联系相关搜索引擎包括但不限于百度，google,bing,sogou 等
© 2025 book.quotespace.org All Rights Reserved. 小美书屋 版权所有