Econometric Analysis of Panel Data 2024 pdf epub mobi 电子书

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发表于2024-12-29

Econometric Analysis of Panel Data 2024 pdf epub mobi 电子书

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Econometric Analysis of Panel Data 电子书读后感

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本书是面板数据方法中较新的教材，提到了很多现在国外在用的最新面板方法，如残差自相关等。目前网络上已有电子版，大致浏览了一下，内容不错，很多实例，还有相关EVIEWS操作，对实证帮助很大。

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看完了第三章，各种云云，各种推导，中间还有断篇，看的吐血又总结一下，就是加了时间变量，然后还是老步骤，用projection matrix 变形，然后用FWL theorom求beta 和alpha，然后要用FGLSE，因为error term的方差不知，就用其他estimator的RSS代替。

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又来翻老巴的书了，看到IV部分，关于Cornwell and Trumbull的文献的分析。原文CT用的是BE 和 2SLS。老巴非得说人家搞得是RE 和EC2SLS。哎。。。。不知CT看没看过这本书，吐槽了没有。另外老巴果然是阿人，要不要这么厚脸皮，在书中把自己的文章都引一边。这点真是让人不爽。

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出版者:John Wiley & Sons

作者:Badi H. Baltagi

出品人:

页数:302

译者:

出版时间:2005-07-18

价格:USD 80.00

装帧:Paperback

isbn号码:9780470014561

丛书系列:

图书标签: Econometrics panel-data 计量经济学经济学/金融经济学数学教科书 statistics

Econometric Analysis of Panel Data 2024 pdf epub mobi 电子书图书描述

This new edition of this established textbook reflects the rapid developments in the field covering the vast research that has been conducted on panel data since its initial publication. The book is packed with the most recent empirical examples from panel data literature, for example, a simultaneous equation on Crime will be added to chapter 7, which will be illustrated with STATA. Data sets will be provided as well as the programs to implement the estimation and testing procedures described in the book on the web site. Additional exercises will be added to each chapter and their solutions will be provided on the web site.

The text has also been fully updated with new material on dynamic panel data models and recent results on non-linear panel models and in particular work on limited dependent variables panel data models.

Econometric Analysis of Panel Data 2024 pdf epub mobi 电子书

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