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.
發表於2024-11-04
Econometric Theory and Methods 2024 pdf epub mobi 電子書 下載
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
比較簡單明瞭。
評分2nd book for EC910
評分比較簡單明瞭。
評分之前學過Green的,這本感覺是同類教材裏麵講的最清楚的。
評分我的prof寫的!!
Econometric Theory and Methods 2024 pdf epub mobi 電子書 下載