Econometric Theory and Methods

Econometric Theory and Methods pdf epub mobi txt 電子書 下載2025

出版者:Oxford University Press, USA
作者:Russell Davidson
出品人:
頁數:768
译者:
出版時間:2003-10-16
價格:USD 97.00
裝幀:Hardcover
isbn號碼:9780195123722
叢書系列:
圖書標籤:
  • Econometrics 
  • 經濟學 
  • 計量經濟學 
  • 經濟 
  • 教材 
  • 計量/數學/統計 
  • 計量 
  • 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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2nd book for EC910

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把復雜的計量用簡單的空間幾何錶達,贊!

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精彩。

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雖然上經典教材執筆者的課是榮幸,但是真的好難懂…我們之前僅有的知識背景就是統計課裏的linear regression,學校真的不是在揠苗助長?…但還是五星啦,多看幾遍竟然還挺有意思的

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我的prof寫的!!

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