Applied Econometric Time Series, 2nd Edition pdf epub mobi txt 电子书 下载 2025
Walter Enders, is the Lee Bidgood Chair of Economics at the University of Alabama. He received his doctorate in economics from Columbia University in New York. His research focuses on time-series econometrics with a special emphasis on the dynamic aspects of terrorism. He has published over fifty articles including those in the American Economic Review, the American Political Science Review, and the Journal of Business and Economics Statistics.
- econometrics
- 经济学
- 时间序列
- series
- time
- 英文原版
- 財經
- 计量经济学
Modern Techniques for Modern Time-Series Analysis! A ssuming only a basic understanding of multiple regression analysis, the accessible introduction to time-series analysis shows how to develop models capable of forecasting, interpreting, and testing hypotheses concerning economic data using modern techniques. This new edition reflects recent advances in time-series econometrics, such as out-of-sample forecasting techniques, nonlinear time-series models, Monte Carlo analysis, and bootstrapping. Numerous examples from fields ranging from agricultural economics to transnational terrorism illustrate the techniques. Features: Detailed example using real-world data illustrate key concepts. Present a straightforward, step-by-step approach to time-series estimation. A large number of questions and empirical exercises enable you to practice the techniques covered in the text. Data sets are available on the text's Web site. Emphasizes difference equations as the foundation of all time-series models.
具体描述
读后感
上次本来在卓越网写了一篇书评，因为对本书的翻译者破口大骂，而没有通过审核。这次学乖了，还是注意一下语言文明吧。 这本书的确是应用时间序列分析的经典之作，尤其适合经济学的时序分析。但是，一个非常可悲的事实——同许多经典外国经济学教材一样，被国人不负责任的翻译...
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。
评分上次本来在卓越网写了一篇书评，因为对本书的翻译者破口大骂，而没有通过审核。这次学乖了，还是注意一下语言文明吧。 这本书的确是应用时间序列分析的经典之作，尤其适合经济学的时序分析。但是，一个非常可悲的事实——同许多经典外国经济学教材一样，被国人不负责任的翻译...
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。
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。
用户评价
这辈子都不要再学计量..
评分应用性强~
评分I teach time series course every year. This is one of the books that I require for my course. Good intro to the subject. But the Stata supplement accompanying this book was not so good, and I needed to write all the Stata codes for the whole book on my own. That said, the book is still a classic one.
评分ps: Airline Finance, 3
评分这辈子都不要再学计量..
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