Hayashi's "Econometrics" promises to be the next great synthesis of modern econometrics. It introduces first year PhD students to standard graduate econometrics material from a modern perspective. It covers all the standard material necessary for understanding the principal techniques of econometrics from ordinary least squares through cointegration. The book is also distinctive in developing both time-series and cross-section analysis fully, giving the reader a unified framework for understanding and integrating results. "Econometrics" has many useful features and covers all the important topics in econometrics in a succinct manner. All the estimation techniques that could possibly be taught in a first-year graduate course, except maximum likelihood, are treated as special cases of GMM (generalized methods of moments). Maximum likelihood estimators for a variety of models (such as probit and tobit) are collected in a separate chapter. This arrangement enables students to learn various estimation techniques in an efficient manner. Eight of the ten chapters include a serious empirical application drawn from labor economics, industrial organization, domestic and international finance, and macroeconomics. These empirical exercises at the end of each chapter provide students a hands-on experience applying the techniques covered in the chapter. The exposition is rigorous yet accessible to students who have a working knowledge of very basic linear algebra and probability theory. All the results are stated as propositions, so that students can see the points of the discussion and also the conditions under which those results hold. Most propositions are proved in the text. For those who intend to write a thesis on applied topics, the empirical applications of the book are a good way to learn how to conduct empirical research. For the theoretically inclined, the no-compromise treatment of the basic techniques is a good preparation for more advanced theory courses.
發表於2024-05-10
Econometrics 2024 pdf epub mobi 電子書 下載
圖書標籤: Econometrics 經濟學 計量經濟學 教材 計量 經濟 經典計量教材係列 Economics
The Bible of Econometrics~~主要是想添加這個~~哈哈
評分基於矩陣的計量,數學推導會顯得更加簡潔和美觀,也更適閤matlab來實現。內容比較難,屬於高級計量的難度。讀著很舒服,好想多給幾顆星。
評分notation不好follow..
評分不管外麵的世界多麼亂,總是有那麼些認真低頭做事的學者。這本書寫得實在是親民瞭。完全沒有一點教授常見的自以為是,一點節省時間趕活的跡象都沒有。
評分Hayashi's style is plain and math-textbook-like, but not losing its touch as an economist. Reading through the book, one easily sees his "knack" of introducing time-series concepts (for instance in proving asymptotic theory). Another book on par (in terms of style and expositional clarity) with this is Davidson and MacKinnon.
Econometrics 2024 pdf epub mobi 電子書 下載