Econometric Theory and Methods

Econometric Theory and Methods pdf epub mobi txt 电子书 下载 2025

出版者:Oxford University Press, USA
作者:Russell Davidson
出品人:
页数:768
译者:
出版时间:2003-10-16
价格:USD 97.00
装帧:Hardcover
isbn号码:9780195123722
丛书系列:
图书标签:
  • Econometrics 
  • 经济学 
  • 计量经济学 
  • 经济 
  • 教材 
  • 计量/数学/统计 
  • 计量 
  • 金融 
  •  
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This text provides a unified treatment of modern econometric theory and practical econometric methods. The geometrical approach to least squares is emphasized, as is the method of moments, which is used to motivate a wide variety of estimators and tests. Simulation methods, including the bootstrap, are introduced early and used extensively. The book deals with a large number of modern topics. In addition to bootstrap and Monte Carlo tests, these include sandwich covariance matrix estimators, artificial regressions, estimating functions and the generalized method of moments, indirect inference, and kernel estimation. Every chapter incorporates numerous exercises, some theoretical, some empirical, and many involving simulation. Econometric Theory and Methods is designed for beginning graduate courses. The book is suitable for both one- and two-term courses at the Masters or Ph.D. level. It can also be used in a final-year undergraduate course for students with sufficient backgrounds in mathematics and statistics.

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700页的篇幅却没有一个application,介绍得非常详细,缺陷则是大篇幅的文字,看起来像是在做阅读理解,部分章节甚至有点啰嗦

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我的prof写的!!

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把复杂的计量用简单的空间几何表达,赞!

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This unconventional setting of econometrics with lots of geometrical intuition is simply awesome.

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虽然上经典教材执笔者的课是荣幸,但是真的好难懂…我们之前仅有的知识背景就是统计课里的linear regression,学校真的不是在揠苗助长?…但还是五星啦,多看几遍竟然还挺有意思的

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