This graduate text provides an intuitive but rigorous treatment of contemporary methods used in microeconometric research. The book makes clear that applied microeconometrics is about the estimation of marginal and treatment effects, and that parametric estimation is simply a means to this end. It also clarifies the distinction between causality and statistical association.<br /> <br /> The book focuses specifically on cross section and panel data methods. Population assumptions are stated separately from sampling assumptions, leading to simple statements as well as to important insights. The unified approach to linear and nonlinear models and to cross section and panel data enables straightforward coverage of more advanced methods. The numerous end-of-chapter problems are an important component of the book. Some problems contain important points not fully described in the text, and others cover new ideas that can be analyzed using tools presented in the current and previous chapters. Several problems require the use of the data sets located at the author's website.
發表於2024-12-22
Econometric Analysis of Cross Section and Panel Data 2024 pdf epub mobi 電子書 下載
逐字逐句,用力讀瞭上半冊(前11章),兩遍,做瞭課後每道題。打算再讀個五六遍吧。 修讀過幾年的計量課程,翻過多種計量經濟學書籍,迄今為止,沒見到比這本更好的進階版教材。愛不釋手。 好在哪裏?理論和實踐並重,簡潔、清晰,層次分明。做實證研究遇到技術問題?拿過來當...
評分學習的時候讀過一遍,做論文的時候又先後翻瞭兩次,差不多把這本書上的所有方法都用stata做瞭一遍,實在是本微觀計量的聖經。但是內容還是有所欠缺,非參數半參數分位數迴歸一點沒提,simulated based econometrics也沒講,聽說wooldridge新版正在準備中,加入瞭這些內容,目前...
評分如果想真正掌握現代計量經濟學,這本書必須仔細閱讀,而且不止一遍。不妨做好詳細的筆記,完成課後的部分習題(有答案書)。 我的很多同學都說,讀瞭這本書,纔真正理解計量的一些思維方式。相比而言,Greene沒有什麼思想,大雜燴而已;Johnston略淺;Hayashi有輝煌的前4章,...
評分逐字逐句,用力讀瞭上半冊(前11章),兩遍,做瞭課後每道題。打算再讀個五六遍吧。 修讀過幾年的計量課程,翻過多種計量經濟學書籍,迄今為止,沒見到比這本更好的進階版教材。愛不釋手。 好在哪裏?理論和實踐並重,簡潔、清晰,層次分明。做實證研究遇到技術問題?拿過來當...
評分如果想真正掌握現代計量經濟學,這本書必須仔細閱讀,而且不止一遍。不妨做好詳細的筆記,完成課後的部分習題(有答案書)。 我的很多同學都說,讀瞭這本書,纔真正理解計量的一些思維方式。相比而言,Greene沒有什麼思想,大雜燴而已;Johnston略淺;Hayashi有輝煌的前4章,...
圖書標籤: Econometrics 計量經濟學 經濟學 計量 英文原版 PanelData 經濟 數學
never ending
評分好書。
評分還是很厲害滴,雖然我不用.我有PDF版應該.
評分伍德虐我韆百遍,我卻待他如初戀
評分好書。
Econometric Analysis of Cross Section and Panel Data 2024 pdf epub mobi 電子書 下載