A Primer in Econometric Theory pdf epub mobi txt 电子书下载 2025

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John Stachurski is Professor of Economics at the Australian National University and the author of Economic Dynamics: Theory and Computation (MIT Press).

作者网站：http://johnstachurski.net/index.html

出版者:MIT Press

作者:John Stachurski

出品人:

页数:0

译者:

出版时间:2016-8-1

价格:0

装帧:

isbn号码:9780262337458

丛书系列:

图书标签:

统计与计量经济
重点教材
计量经济学
方法论
Econometrics

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Summary

A concise treatment of modern econometrics and statistics, including underlying ideas from linear algebra, probability theory, and computer programming.

This book offers a cogent and concise treatment of econometric theory and methods along with the underlying ideas from statistics, probability theory, and linear algebra. It emphasizes foundations and general principles, but also features many solved exercises, worked examples, and code listings. After mastering the material presented, readers will be ready to take on more advanced work in different areas of quantitative economics and to understand papers from the econometrics literature. The book can be used in graduate-level courses on foundational aspects of econometrics or on fundamental statistical principles. It will also be a valuable reference for independent study.

One distinctive aspect of the text is its integration of traditional topics from statistics and econometrics with modern ideas from data science and machine learning; readers will encounter ideas that are driving the current development of statistics and increasingly filtering into econometric methodology. The text treats programming not only as a way to work with data but also as a technique for building intuition via simulation. Many proofs are followed by a simulation that shows the theory in action. As a primer, the book offers readers an entry point into the field, allowing them to see econometrics as a whole rather than as a profusion of apparently unrelated ideas.