发表于2024-11-29
Applied Econometric Times Series 2024 pdf epub mobi 电子书
导师给我推荐的这本书,说very accessible... 我看了之后表示,还是需要econometric basic knowledge,包括matrix 才能做到accessible 不可否认,里面介绍的各种time series model对初学者来说还是很易理解的,而且每个后面都有example解析,强推
评分导师给我推荐的这本书,说very accessible... 我看了之后表示,还是需要econometric basic knowledge,包括matrix 才能做到accessible 不可否认,里面介绍的各种time series model对初学者来说还是很易理解的,而且每个后面都有example解析,强推
评分导师给我推荐的这本书,说very accessible... 我看了之后表示,还是需要econometric basic knowledge,包括matrix 才能做到accessible 不可否认,里面介绍的各种time series model对初学者来说还是很易理解的,而且每个后面都有example解析,强推
评分这本书做实证时拿来参考是可以滴,刚入门时看收益会比较大,不过书上还是有一些些原则上的错误,毕竟作者不是学理论的。做实证研究,还是先弄清理论吧。如果理论学得好的话,还是直接读paper吧,其实书上的那些例子其实挺傻的。
评分不怎么涉及具体的证明,基本上都是在使用例子进行阐述,学完这个可以对计量经济学的思维方法有很好的把握。
图书标签: Econometrics 经济学 计量经济学 time-series 教科书 教材 methodology economics
Enders continues to provide business professionals with an accessible introduction to time-series analysis. He clearly shows them how to develop models capable of forecasting, interpreting, and testing hypotheses concerning economic data using the latest techniques. The third edition includes new discussions on parameter instability and structural breaks as well as out-of-sample forecasting methods. New developments in unit root test and cointegration tests are covered. Multivariate GARCH models are also presented. In addition, several statistical examples have been updated with real-world data to help business professionals understand the relevance of the material.
参考书之一,所以泛泛翻了翻,感觉跟其他书内容大同小异,严格来说算不得读过
评分短小精悍,讲解清晰,富含哲理。这本薄薄的书完全值这个价。
评分参考书之一,所以泛泛翻了翻,感觉跟其他书内容大同小异,严格来说算不得读过
评分The latest edition drops a couple (sub)sections that I thought were wrong, and adds several new empirical examples.
评分very accessible book
Applied Econometric Times Series 2024 pdf epub mobi 电子书