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Econometric Theory and Methods 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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Russell Davidson 作者

Oxford University Press, USA

译者

2003-10-16 出版日期

768 页数

USD 97.00 价格

Hardcover

丛书系列

9780195123722 图书编码

Econometric Theory and Methods 在线电子书图书标签: 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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发表于2024-05-22

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Econometric Theory and Methods 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

Econometric Theory and Methods 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

Econometric Theory and Methods 在线电子书用户评价

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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......

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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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比较简单明了。

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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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2nd book for EC910

Econometric Theory and Methods 在线电子书著者简介

Econometric Theory and Methods 在线电子书图书目录

Econometric Theory and Methods 在线电子书 pdf 下载 txt下载 epub 下载 mobi 在线电子书下载

Econometric Theory and Methods 在线电子书图书描述

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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