Econometric Theory and Methods 2025 pdf epub mobi 电子书


Econometric Theory and Methods

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发表于2025-03-29

Econometric Theory and Methods 2025 pdf epub mobi 电子书

Econometric Theory and Methods 2025 pdf epub mobi 电子书

Econometric Theory and Methods 2025 pdf epub mobi 电子书



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出版者:Oxford University Press, USA
作者:Russell Davidson
出品人:
页数:768
译者:
出版时间:2003-10-16
价格:USD 97.00
装帧:Hardcover
isbn号码:9780195123722
丛书系列:

图书标签: Econometrics  经济学  计量经济学  经济  教材  计量/数学/统计  计量  金融   


Econometric Theory and Methods 2025 pdf epub mobi 电子书 图书描述

This text provides a unified treatment of modern econometric theory and practical econometric methods. The geometrical approach to least squares is emphasized, as is the method of moments, which is used to motivate a wide variety of estimators and tests. Simulation methods, including the bootstrap, are introduced early and used extensively. The book deals with a large number of modern topics. In addition to bootstrap and Monte Carlo tests, these include sandwich covariance matrix estimators, artificial regressions, estimating functions and the generalized method of moments, indirect inference, and kernel estimation. Every chapter incorporates numerous exercises, some theoretical, some empirical, and many involving simulation. Econometric Theory and Methods is designed for beginning graduate courses. The book is suitable for both one- and two-term courses at the Masters or Ph.D. level. It can also be used in a final-year undergraduate course for students with sufficient backgrounds in mathematics and statistics.

Econometric Theory and Methods 2025 pdf epub mobi 电子书

Econometric Theory and Methods 2025 pdf epub mobi 电子书
想要找书就要到 本本书屋
立刻按 ctrl+D收藏本页
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Econometric Theory and Methods 2025 pdf epub mobi 用户评价

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比较简单明了。

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我的prof写的!!

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我的prof写的!!

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2nd book for EC910

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Another great grad level econometrics textbook. It has the best prose among all textbooks. And it's quite user-friendly. "Sadly", it's not applied-friendly :P

Econometric Theory and Methods 2025 pdf epub mobi 电子书


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