发表于2024-05-18
Microeconometrics 2024 pdf epub mobi 电子书
图书标签: 计量经济学 经济学 Econometrics micro-econometrics econometrics 微观经济学 计量/数学/统计 经济
This book provides the most comprehensive treatment to date of microeconometrics, the analysis of individual-level data on the economic behavior of individuals or firms using regression methods for cross section and panel data. The book is oriented to the practitioner. A basic understanding of the linear regression model with matrix algebra is assumed. The text can be used for a microeconometrics course, typically a second-year economics PhD course; for data-oriented applied microeconometrics field courses; and as a reference work for graduate students and applied researchers who wish to fill in gaps in their toolkit. Distinguishing features of the book include emphasis on nonlinear models and robust inference, simulation-based estimation, and problems of complex survey data. The book makes frequent use of numerical examples based on generated data to illustrate the key models and methods. More substantially, it systematically integrates into the text empirical illustrations based on seven large and exceptionally rich data sets.
通读完是不可能了,当作工具书,需要的时候读一读。很系统,关键是逻辑清晰。举个例子,线性面板部分区分了Model和Estimator,可以清晰地看出Model和Estimator之间的关系,进而也就能分清楚“固定效应”和“随机效应”到底是在说Model还是Estimator。
评分prof说,“这是一本能伴你一生的宝书……”
评分a very comprehensive cookbook
评分举例很贴切,通读下来觉得理论真的很完美,但是假设又太过理想化,很难应用。
评分通读完是不可能了,当作工具书,需要的时候读一读。很系统,关键是逻辑清晰。举个例子,线性面板部分区分了Model和Estimator,可以清晰地看出Model和Estimator之间的关系,进而也就能分清楚“固定效应”和“随机效应”到底是在说Model还是Estimator。
Microeconometrics 2024 pdf epub mobi 电子书