Econometric Theory and Methods pdf epub mobi txt 电子书 下载 2025
- Econometrics
- 经济学
- 计量经济学
- 经济
- 教材
- 计量/数学/统计
- 计量
- 金融
- 计量经济学
- 经济学
- 统计学
- 模型
- 理论
- 方法
- 回归分析
- 时间序列
- 面板数据
- 因果推断
具体描述
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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折腾一个学期，终于在今晚全部复习完了（五天后考试）。不过，总比直接读M2被Hayashi和Green虐要稍微好一些......
评分把复杂的计量用简单的空间几何表达，赞！
评分把复杂的计量用简单的空间几何表达，赞！
评分This unconventional setting of econometrics with lots of geometrical intuition is simply awesome.
评分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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