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2024-05-10
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
我的prof寫的!!
評分雖然上經典教材執筆者的課是榮幸,但是真的好難懂…我們之前僅有的知識背景就是統計課裏的linear regression,學校真的不是在揠苗助長?…但還是五星啦,多看幾遍竟然還挺有意思的
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。
評分這本書是高級的計量瞭,相當難讀,如果不是有很深的計量背景或是很牛的老師輔導,不建議挑戰。我們當時是有老師的輔助教材纔被老師硬推著讀的。。
評分精彩。
Econometric Theory and Methods 2024 pdf epub mobi 電子書 下載