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Econometric Theory and Methods 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2025

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Russell Davidson 作者

Oxford University Press, USA

譯者

2003-10-16 出版日期

768 頁數

USD 97.00 價格

Hardcover

叢書系列

9780195123722 圖書編碼

Econometric Theory and Methods 在線電子書圖書標籤: Econometrics 經濟學計量經濟學經濟教材計量/數學/統計計量金融

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發表於2025-02-16

Econometric Theory and Methods 在線電子書 epub 下載 mobi 下載 pdf 下載 txt 下載 2025

Econometric Theory and Methods 在線電子書 epub 下載 pdf 下載 mobi 下載 txt 下載 2025

Econometric Theory and Methods 在線電子書 pdf 下載 txt下載 epub 下載 mobi 下載 2025

Econometric Theory and Methods 在線電子書用戶評價

評分☆☆☆☆☆

之前學過Green的，這本感覺是同類教材裏麵講的最清楚的。

評分☆☆☆☆☆

another example of how to explain metrics from a higher intellectual dimension. although old but very classic book, and MacKinnon is a well established scholar.

評分☆☆☆☆☆

精彩。

評分☆☆☆☆☆

another example of how to explain metrics from a higher intellectual dimension. although old but very classic book, and MacKinnon is a well established scholar.

評分☆☆☆☆☆

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

Econometric Theory and Methods 在線電子書著者簡介

Econometric Theory and Methods 在線電子書 pdf 下載 txt下載 epub 下載 mobi 在線電子書下載

Econometric Theory and Methods 在線電子書圖書描述

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.

Econometric Theory and Methods 在線電子書下載 mobi epub pdf txt 在線電子書下載

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