圖書標籤: Econometrics 計量經濟學 經濟學 計量 英文原版 PanelData 經濟 數學
发表于2024-05-20
Econometric Analysis of Cross Section and Panel Data pdf epub mobi txt 電子書 下載 2024
This graduate text provides an intuitive but rigorous treatment of contemporary methods used in microeconometric research. The book makes clear that applied microeconometrics is about the estimation of marginal and treatment effects, and that parametric estimation is simply a means to this end. It also clarifies the distinction between causality and statistical association.<br /> <br /> The book focuses specifically on cross section and panel data methods. Population assumptions are stated separately from sampling assumptions, leading to simple statements as well as to important insights. The unified approach to linear and nonlinear models and to cross section and panel data enables straightforward coverage of more advanced methods. The numerous end-of-chapter problems are an important component of the book. Some problems contain important points not fully described in the text, and others cover new ideas that can be analyzed using tools presented in the current and previous chapters. Several problems require the use of the data sets located at the author's website.
內容豐富,一上來就是大樣本理論和係統方程估計方法,抓核心。缺點是,比較囉嗦,看著會容易繞進去。不建議自學使用(自學可以用陳強老師的書,或者Hayashi)。可以當參考,當然書是好書。
評分個人觀點,這一本的結構比Wooldridge那本著名的Introductory要混亂,不過詳細程度還是不錯的。Panel data這裏Hsiao(2003)Analysis of Panel Data是本不錯的教材(還是個人觀點)。
評分因為論文裏的一個原因,又拿起這本書讀瞭Probit IV那一節。臥槽寫得太清楚瞭,當初碩士的時候囫圇吞棗讀瞭前幾章都沒留下什麼印象,簡直是暴殄天物
評分要想知其所以然,推薦此書。難度較高。第二版已齣。
評分microeconometrics
最近读了这一版,整体变动不算大,加了些东西诸如Quantile regression,QMLE,Time-varying individual effects model等内容,可是都浅入浅出,不够过瘾。这本书距上版已经n多年了,感觉更新不如之前想象的大。所以总的感觉来书,惊奇远不及第一版来得大,第一版像win95,这一...
評分对线性投影强调的不够多,很多时候,书中观测变量与误差项的相关性可以利用线性投影的概念给出,而且在理解上会更加直观(在proxy variable和IV上更加明显,老伍似乎在这方面在一开始就没有强调。)
評分逐字逐句,用力读了上半册(前11章),两遍,做了课后每道题。打算再读个五六遍吧。 修读过几年的计量课程,翻过多种计量经济学书籍,迄今为止,没见到比这本更好的进阶版教材。爱不释手。 好在哪里?理论和实践并重,简洁、清晰,层次分明。做实证研究遇到技术问题?拿过来当...
評分对线性投影强调的不够多,很多时候,书中观测变量与误差项的相关性可以利用线性投影的概念给出,而且在理解上会更加直观(在proxy variable和IV上更加明显,老伍似乎在这方面在一开始就没有强调。)
評分最近读了这一版,整体变动不算大,加了些东西诸如Quantile regression,QMLE,Time-varying individual effects model等内容,可是都浅入浅出,不够过瘾。这本书距上版已经n多年了,感觉更新不如之前想象的大。所以总的感觉来书,惊奇远不及第一版来得大,第一版像win95,这一...
Econometric Analysis of Cross Section and Panel Data pdf epub mobi txt 電子書 下載 2024