This highly successful text serves as a guide to alternative techniques in econometrics with an emphasis on the practical application of these approaches. The 4th Edition features: Coverage of a wide range of topics, including time series analysis, cointegration, limited dependent variables, panel data analysis and the generalized method of moments. Intuitive presentation and discussion, with a focus on implementation and practical relevance. A large number of empirical illustrations taken from a wide variety of fields, including international economics, finance, labour economics and macroeconomics. Increased focus on robust inference and small sample properties. End-of-chapter exercises, both theoretical and empirical, reviewing key concepts. Updated and expanded coverage, on various topics such as missing data, outliers, forecast evaluation, the estimation of treatment effects and panel unit root tests. Supplementary material, including PowerPoint slides for lecturers, data sets of the empirical illustrations and exercises, and solutions to selected exercises in each chapter, available at
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發表於2025-01-27
A Guide to Modern Econometrics 2025 pdf epub mobi 電子書 下載
圖書標籤: econometrics 計量經濟學 經濟學 實用讀本 Vorlesung Textbook Metrics English
這學期計量課本, 數學推導和嚴密度差瞭些,但intuition講的很透。
評分學瞭綫性迴歸、極大似然估計、受限因變量幾個部分,調動瞭所有沉睡的綫性代數和概率論知識,學期的智力巔峰。直到考試前一天還從裏麵獲得新的知識點,英語比某些人的漢語好懂。
評分easy reading, mediate theoretical but very comprehensive in useful topics. By the way, my chair professor Songnian's handouts are majorly based on this book. I've heard him saying in class that he has collect info from tens of books to his handouts. However, the high regression between this book and his handout suggests that this book is very good.
評分什麼垃圾書啊 數學推導都無
評分easy reading, mediate theoretical but very comprehensive in useful topics. By the way, my chair professor Songnian's handouts are majorly based on this book. I've heard him saying in class that he has collect info from tens of books to his handouts. However, the high regression between this book and his handout suggests that this book is very good.
A Guide to Modern Econometrics 2025 pdf epub mobi 電子書 下載