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2025-04-07
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
Very good econometric book to use for research
评分专业书
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。
评分专业书
评分microeconometrics
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.
在看过的计量教科书中,此书最容易上手框架最易被接受。 容易上手在于i.i.d的假设下,极限定理都比较简单,整本书基本没有时间序列的内容,自然降低了内容的复杂性。 最易被接受在于Wooldridge的行文方式,看到Part III才知道前两部分是被承的上,后两部分是被启的下。作为入门...
评分逐字逐句,用力读了上半册(前11章),两遍,做了课后每道题。打算再读个五六遍吧。 修读过几年的计量课程,翻过多种计量经济学书籍,迄今为止,没见到比这本更好的进阶版教材。爱不释手。 好在哪里?理论和实践并重,简洁、清晰,层次分明。做实证研究遇到技术问题?拿过来当...
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。)
评分在看过的计量教科书中,此书最容易上手框架最易被接受。 容易上手在于i.i.d的假设下,极限定理都比较简单,整本书基本没有时间序列的内容,自然降低了内容的复杂性。 最易被接受在于Wooldridge的行文方式,看到Part III才知道前两部分是被承的上,后两部分是被启的下。作为入门...
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