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

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Russell Davidson

Oxford University Press, USA

2003-10-16

768

USD 97.00

Hardcover

9780195123722

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2024-05-03

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

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

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.

Econometric Theory and Methods 下载 mobi epub pdf txt 电子书

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

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用户评价

评分☆☆☆☆☆

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.

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

评分☆☆☆☆☆

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

评分☆☆☆☆☆

far more better than the oxford one. 看到有评论说这个很难.我才体会到自己有多么优秀..A.A

评分☆☆☆☆☆

把复杂的计量用简单的空间几何表达，赞！