发表于2025-03-29
Econometric Theory and Methods 2025 pdf epub mobi 电子书
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
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.
比较简单明了。
评分我的prof写的!!
评分我的prof写的!!
评分2nd book for EC910
评分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