Econometric Theory and Methods pdf epub mobi txt 电子书 下载 2025
- Econometrics
- 经济学
- 计量经济学
- 经济
- 教材
- 计量/数学/统计
- 计量
- 金融
- 计量经济学
- 经济学
- 统计学
- 模型
- 理论
- 方法
- 回归分析
- 时间序列
- 面板数据
- 因果推断
具体描述
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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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
评分精彩。
评分折腾一个学期，终于在今晚全部复习完了（五天后考试）。不过，总比直接读M2被Hayashi和Green虐要稍微好一些......
评分把复杂的计量用简单的空间几何表达，赞！
评分比较简单明了。
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