Introduction to Econometrics pdf epub mobi txt 电子书 下载 2025
- 经济学
- Econometrics
- economics
- textbooks
- 金融
- 财经类
- 统计
- 经济
- 计量经济学
- 经济学
- 统计学
- 回归分析
- 时间序列分析
- 面板数据
- 因果推断
- 模型
- 数据分析
- 经济计量模型
具体描述
For courses in introductory econometrics.
An approach to modern econometrics theory and practice through engaging applications.
Ensure students grasp the relevance of econometrics with Introduction to Econometrics–the text that connects modern theory and practice with engaging applications.
The third edition builds on the philosophy that applications should drive the theory, not the other way around, while maintaining a focus on currency.
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New To This Edition
NEW! Keep it Current: New and Updated Discussions On:
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The treatment of standard errors for panel data regression (Chapter 10).
When and why missing data can present a problem for regression analysis (Chapter 9).
The use of regression discontinuity design as a method for analyzing quasi-experiments (Chapter 13).
Weak instruments (Chapter 12).
The use and interpretation of control variables is integrated into the core development of regression analysis (Chapter 7).
Introduction of the “potential outcomes” framework for experimental data (Chapter 13).
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Offer a Full Array of Pedagogical Features:
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NEW and UPDATED General Interest Boxes provide interesting insight into related topics, while also highlighting real-world studies. Additional general interest boxes have been included in this edition.
Exercises give students more intensive practice working with the concepts and techniques introduced in the chapter.
NEW! Additional exercises, both pencil-and-paper and empirical, have been added to this edition.
Empirical Exercises allow the students to apply what they have learned to answer real-world empirical questions.
作者简介
James Stock - http://www.economics.harvard.edu/faculty/stock
Mark Watson - http://www.princeton.edu/~mwatson/
目录信息
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Chapter 1. Economic Questions and Data
Chapter 2. Review of Probability
Chapter 3. Review of Statistics
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Part II. Fundamentals of Regression Analysis
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Chapter 4. Linear Regression with One Regressor
Chapter 5. Regression with a Single Regressor: Hypothesis Tests and Confidence Intervals
Chapter 6. Linear Regression with Multiple Regressors
Chapter 7. Hypothesis Tests and Confidence Intervals in Multiple Regression
Chapter 8. Nonlinear Regression Functions
Chapter 9. Assessing Studies Based on Multiple Regression
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Part III. Further Topics in Regression Analysis
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Chapter 10. Regression with Panel Data
Chapter 11. Regression with a Binary Dependent Variable
Chapter 12. Instrumental Variables Regression
Chapter 13. Experiments and Quasi-Experiments
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Part IV. Regression Analysis of Economic Time Series Data
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Chapter 14. Introduction to Time Series Regression and Forecasting
Chapter 15. Estimation of Dynamic Causal Effects
Chapter 16. Additional Topics in Time Series Regression
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Part V. The Econometric Theory of Regression Analysis
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Chapter 17. The Theory of Linear Regression with One Regressor
Chapter 18. The Theory of Multiple Regression
· · · · · · (收起)
读后感
目前只用过这本书，不好与别的教材比较，只能谈谈学习过后的感受。 总体来说不错，有点是案例选择合理，契合了每个阶段的学习内容，课后练习中的实证练习也反映出了这本教材注重应用的特点。 缺点也很明显，跟国内教材有些类似的是，本书对理论的阐述还是较为模...
评分目前只用过这本书，不好与别的教材比较，只能谈谈学习过后的感受。 总体来说不错，有点是案例选择合理，契合了每个阶段的学习内容，课后练习中的实证练习也反映出了这本教材注重应用的特点。 缺点也很明显，跟国内教材有些类似的是，本书对理论的阐述还是较为模...
评分建议看上海人民出版社出的影印版（第二版），全书语言流畅，思想脉络清晰，数学论证非常详细，特别适合对计量经济学的入门和深入理解。
评分细读过本书第二版和第三版，这本书最大的一个特点是：不适合自学。 作者是计量领域的大牛，毫无疑问，上来略过很多过时的东西，直接把最有用的东西告诉读者（如不讲经典假设下OLS估计量的t统计量，直接讲异方差稳健的t统计量）。所以，作为初学者学这本教材，如果没有人的指导...
评分细读过本书第二版和第三版，这本书最大的一个特点是：不适合自学。 作者是计量领域的大牛，毫无疑问，上来略过很多过时的东西，直接把最有用的东西告诉读者（如不讲经典假设下OLS估计量的t统计量，直接讲异方差稳健的t统计量）。所以，作为初学者学这本教材，如果没有人的指导...
用户评价
3rd edition
评分can't imagine I have reviewed it for several times!
评分【教你玩转OLS系列】永远记不住，后面的各种model和test一到应用题就傻眼……更可悲的是这些都叫 introduction。。。完全没涉及矩阵运算（还是要保持围笑。
评分相比中举例简单通俗易懂的一本
评分纪念一下我的计量final 很好的计量应用入门教材
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