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Econometric Theory and Methods 2025 pdf epub mobi 電子書下載

Econometric Theory and Methods

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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.

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發表於2025-04-03

Econometric Theory and Methods 2025 pdf epub mobi 電子書下載

Econometric Theory and Methods 2025 pdf epub mobi 電子書下載

Econometric Theory and Methods 2025 pdf epub mobi 電子書下載

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出版者:Oxford University Press, USA

作者:Russell Davidson

出品人:

頁數:768

譯者:

出版時間:2003-10-16

價格:USD 97.00

裝幀:Hardcover

isbn號碼:9780195123722

叢書系列:

圖書標籤: Econometrics 經濟學計量經濟學經濟教材計量/數學/統計計量金融

Econometric Theory and Methods 2025 pdf epub mobi 電子書下載

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Econometric Theory and Methods pdf epub mobi 用戶評價

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把復雜的計量用簡單的空間幾何錶達，贊！

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2nd book for EC910

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This unconventional setting of econometrics with lots of geometrical intuition is simply awesome.

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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

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far more better than the oxford one. 看到有評論說這個很難.我纔體會到自己有多麼優秀..A.A

Econometric Theory and Methods 2025 pdf epub mobi 電子書下載

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