Walter Enders, is the Lee Bidgood Chair of Economics at the University of Alabama. He received his doctorate in economics from Columbia University in New York. His research focuses on time-series econometrics with a special emphasis on the dynamic aspects of terrorism. He has published over fifty articles including those in the American Economic Review, the American Political Science Review, and the Journal of Business and Economics Statistics.
Modern Techniques for Modern Time-Series Analysis! A ssuming only a basic understanding of multiple regression analysis, the accessible introduction to time-series analysis shows how to develop models capable of forecasting, interpreting, and testing hypotheses concerning economic data using modern techniques. This new edition reflects recent advances in time-series econometrics, such as out-of-sample forecasting techniques, nonlinear time-series models, Monte Carlo analysis, and bootstrapping. Numerous examples from fields ranging from agricultural economics to transnational terrorism illustrate the techniques. Features: Detailed example using real-world data illustrate key concepts. Present a straightforward, step-by-step approach to time-series estimation. A large number of questions and empirical exercises enable you to practice the techniques covered in the text. Data sets are available on the text's Web site. Emphasizes difference equations as the foundation of all time-series models.
不怎麼涉及具體的證明,基本上都是在使用例子進行闡述,學完這個可以對計量經濟學的思維方法有很好的把握。
評分導師給我推薦的這本書,說very accessible... 我看瞭之後錶示,還是需要econometric basic knowledge,包括matrix 纔能做到accessible 不可否認,裏麵介紹的各種time series model對初學者來說還是很易理解的,而且每個後麵都有example解析,強推
評分不怎麼涉及具體的證明,基本上都是在使用例子進行闡述,學完這個可以對計量經濟學的思維方法有很好的把握。
評分不怎麼涉及具體的證明,基本上都是在使用例子進行闡述,學完這個可以對計量經濟學的思維方法有很好的把握。
評分這本書做實證時拿來參考是可以滴,剛入門時看收益會比較大,不過書上還是有一些些原則上的錯誤,畢竟作者不是學理論的。做實證研究,還是先弄清理論吧。如果理論學得好的話,還是直接讀paper吧,其實書上的那些例子其實挺傻的。
這輩子都不要再學計量..
评分應用性強~
评分最佳入門
评分不錯的入門書,但是Hamilton的大書似乎是不可避免的
评分不錯的入門書,但是Hamilton的大書似乎是不可避免的
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