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2024-06-26
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 2024
还是很厉害滴,虽然我不用.我有PDF版应该.
评分当年翻着厚厚的书做着笔记,非常费时间,可现在想来很多自己的计量经济学思想都得益于这个习惯和这本书。
评分因为论文里的一个原因,又拿起这本书读了Probit IV那一节。卧槽写得太清楚了,当初硕士的时候囫囵吞枣读了前几章都没留下什么印象,简直是暴殄天物
评分Encyclopedia.
评分个人观点,这一本的结构比Wooldridge那本著名的Introductory要混乱,不过详细程度还是不错的。Panel data这里Hsiao(2003)Analysis of Panel Data是本不错的教材(还是个人观点)。
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.
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...
评分最近读了这一版,整体变动不算大,加了些东西诸如Quantile regression,QMLE,Time-varying individual effects model等内容,可是都浅入浅出,不够过瘾。这本书距上版已经n多年了,感觉更新不如之前想象的大。所以总的感觉来书,惊奇远不及第一版来得大,第一版像win95,这一...
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 2024