Econometric Analysis of Cross Section and Panel Data 在线电子书 图书标签: Econometrics 计量经济学 经济学 计量 英文原版 PanelData 经济 数学
发表于2025-04-04
Econometric Analysis of Cross Section and Panel Data 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2025
还是很厉害滴,虽然我不用.我有PDF版应该.
评分Very good econometric book to use for research
评分好书。
评分内容丰富,一上来就是大样本理论和系统方程估计方法,抓核心。缺点是,比较啰嗦,看着会容易绕进去。不建议自学使用(自学可以用陈强老师的书,或者Hayashi)。可以当参考,当然书是好书。
评分两年前标记的想读....果然只有有项目压力才能快速读完
This graduate text provides an intuitive but rigorous treatment of contemporary methods used in microeconometric research. The book makes clear that applied microeconometrics is about the estimation of marginal and treatment effects, and that parametric estimation is simply a means to this end. It also clarifies the distinction between causality and statistical association.<br /> <br /> The book focuses specifically on cross section and panel data methods. Population assumptions are stated separately from sampling assumptions, leading to simple statements as well as to important insights. The unified approach to linear and nonlinear models and to cross section and panel data enables straightforward coverage of more advanced methods. The numerous end-of-chapter problems are an important component of the book. Some problems contain important points not fully described in the text, and others cover new ideas that can be analyzed using tools presented in the current and previous chapters. Several problems require the use of the data sets located at the author's website.
这条大概评了计量里用到的4本儿书。从8211到8212到8221-8228 2个PhD level的sequence课,这本书都是老师推荐又有推荐的书。作为同样推荐的Greene, Hayashi, 和Hamilton的time series,加起来给了完善的grad-level计量架构。Greene到GMM之前的GLS讲解作为第一个sequence课程的教...
评分对线性投影强调的不够多,很多时候,书中观测变量与误差项的相关性可以利用线性投影的概念给出,而且在理解上会更加直观(在proxy variable和IV上更加明显,老伍似乎在这方面在一开始就没有强调。)
评分如果想真正掌握现代计量经济学,这本书必须仔细阅读,而且不止一遍。不妨做好详细的笔记,完成课后的部分习题(有答案书)。 我的很多同学都说,读了这本书,才真正理解计量的一些思维方式。相比而言,Greene没有什么思想,大杂烩而已;Johnston略浅;Hayashi有辉煌的前4章,...
评分如果想真正掌握现代计量经济学,这本书必须仔细阅读,而且不止一遍。不妨做好详细的笔记,完成课后的部分习题(有答案书)。 我的很多同学都说,读了这本书,才真正理解计量的一些思维方式。相比而言,Greene没有什么思想,大杂烩而已;Johnston略浅;Hayashi有辉煌的前4章,...
评分对线性投影强调的不够多,很多时候,书中观测变量与误差项的相关性可以利用线性投影的概念给出,而且在理解上会更加直观(在proxy variable和IV上更加明显,老伍似乎在这方面在一开始就没有强调。)
Econometric Analysis of Cross Section and Panel Data 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2025