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2025-01-22
Econometric Analysis of Cross Section and Panel Data 2025 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...
評分這條大概評瞭計量裏用到的4本兒書。從8211到8212到8221-8228 2個PhD level的sequence課,這本書都是老師推薦又有推薦的書。作為同樣推薦的Greene, Hayashi, 和Hamilton的time series,加起來給瞭完善的grad-level計量架構。Greene到GMM之前的GLS講解作為第一個sequence課程的教...
評分這條大概評瞭計量裏用到的4本兒書。從8211到8212到8221-8228 2個PhD level的sequence課,這本書都是老師推薦又有推薦的書。作為同樣推薦的Greene, Hayashi, 和Hamilton的time series,加起來給瞭完善的grad-level計量架構。Greene到GMM之前的GLS講解作為第一個sequence課程的教...
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,...
評分最近讀瞭這一版,整體變動不算大,加瞭些東西諸如Quantile regression,QMLE,Time-varying individual effects model等內容,可是都淺入淺齣,不夠過癮。這本書距上版已經n多年瞭,感覺更新不如之前想象的大。所以總的感覺來書,驚奇遠不及第一版來得大,第一版像win95,這一...
圖書標籤: Econometrics 計量經濟學 經濟學 計量 英文原版 PanelData 經濟 數學
兩年前標記的想讀....果然隻有有項目壓力纔能快速讀完
評分因為論文裏的一個原因,又拿起這本書讀瞭Probit IV那一節。臥槽寫得太清楚瞭,當初碩士的時候囫圇吞棗讀瞭前幾章都沒留下什麼印象,簡直是暴殄天物
評分當年翻著厚厚的書做著筆記,非常費時間,可現在想來很多自己的計量經濟學思想都得益於這個習慣和這本書。
評分專業書
評分never ending
Econometric Analysis of Cross Section and Panel Data 2025 pdf epub mobi 電子書 下載