Econometric Theory and Methods pdf epub mobi txt 電子書下載 2024

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Russell Davidson

Oxford University Press, USA

2003-10-16

768

USD 97.00

Hardcover

9780195123722

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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发表于2024-11-22

Econometric Theory and Methods epub 下載 mobi 下載 pdf 下載 txt 電子書下載 2024

Econometric Theory and Methods pdf epub mobi txt 電子書下載 2024

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 下載 mobi epub pdf txt 電子書

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圖書目錄

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

想要找書就要到小哈圖書下載中心

qciss.net

立刻按 ctrl+D收藏本頁

你會得到大驚喜!!

用戶評價

評分☆☆☆☆☆

摺騰一個學期，終於在今晚全部復習完瞭（五天後考試）。不過，總比直接讀M2被Hayashi和Green虐要稍微好一些......

評分☆☆☆☆☆

煉獄級，自虐必備

評分☆☆☆☆☆

Another great grad level econometrics textbook. It has the best prose among all textbooks. And it's quite user-friendly. "Sadly", it's not applied-friendly :P

評分☆☆☆☆☆

摺騰一個學期，終於在今晚全部復習完瞭（五天後考試）。不過，總比直接讀M2被Hayashi和Green虐要稍微好一些......

評分☆☆☆☆☆

我的prof寫的！！