发表于2024-11-22
A Course in Econometrics 2024 pdf epub mobi 电子书
图书标签: 经济学 经济 计量经济学 econometrics 经管 Econometrics 计量 统计学
The primary purpose of this book is to prepare students for empirical research in economics. But it also equips those who plan to specialize in econometric theory and those whose empirical interests are in sociology or business. Aimed at first-year graduate students and advanced undergraduates, "A Course in Econometrics" covers the fundamentals - classical regression and simultaneous equations - but also contains clear treatments of symptotic theory and nonlinear regression. The innovative features of the text include: (1) a focus on the conditional expectation function and best linear predictor as interesting characteristics of a population: (2) a thoughtful interpretation of assumptions on the disturbance term in linear regression; (3) a consistent development of estimators as sample analogs of population parameters; (4) a careful discussion of alternative sampling schemes to clarify the distinction between random and idea explanatory variables; (5) a development of asymptotic theory that emphasizes a simple prototypical case; (6) a cautionary treatment of the use and abuse of significance tests; (7) an introduction to simultaneous equation models that focuses on structural parameters as invariant across populations. The text includes instructive exercises and graphs, along with several complete data sets.
super super super useful for me
评分classical econ but a little outdated for no update for 20 yrs...well, the master has been in heaven for 20 yrs also...
评分读十遍也不为过
评分学术入门之作。
评分好书
A Course in Econometrics 2024 pdf epub mobi 电子书