图书标签: Econometrics 经济学 计量经济学 time-series 教科书 教材 methodology economics
发表于2024-11-13
Applied Econometric Times Series pdf epub mobi txt 电子书 下载 2024
Enders continues to provide business professionals with an accessible introduction to time-series analysis. He clearly shows them how to develop models capable of forecasting, interpreting, and testing hypotheses concerning economic data using the latest techniques. The third edition includes new discussions on parameter instability and structural breaks as well as out-of-sample forecasting methods. New developments in unit root test and cointegration tests are covered. Multivariate GARCH models are also presented. In addition, several statistical examples have been updated with real-world data to help business professionals understand the relevance of the material.
The latest edition drops a couple (sub)sections that I thought were wrong, and adds several new empirical examples.
评分短小精悍,讲解清晰,富含哲理。这本薄薄的书完全值这个价。
评分短小精悍,讲解清晰,富含哲理。这本薄薄的书完全值这个价。
评分参考书之一,所以泛泛翻了翻,感觉跟其他书内容大同小异,严格来说算不得读过
评分The latest edition drops a couple (sub)sections that I thought were wrong, and adds several new empirical examples.
不怎么涉及具体的证明,基本上都是在使用例子进行阐述,学完这个可以对计量经济学的思维方法有很好的把握。
评分上次本来在卓越网写了一篇书评,因为对本书的翻译者破口大骂,而没有通过审核。这次学乖了,还是注意一下语言文明吧。 这本书的确是应用时间序列分析的经典之作,尤其适合经济学的时序分析。但是,一个非常可悲的事实——同许多经典外国经济学教材一样,被国人不负责任的翻译...
评分不怎么涉及具体的证明,基本上都是在使用例子进行阐述,学完这个可以对计量经济学的思维方法有很好的把握。
评分这本书做实证时拿来参考是可以滴,刚入门时看收益会比较大,不过书上还是有一些些原则上的错误,毕竟作者不是学理论的。做实证研究,还是先弄清理论吧。如果理论学得好的话,还是直接读paper吧,其实书上的那些例子其实挺傻的。
评分不怎么涉及具体的证明,基本上都是在使用例子进行阐述,学完这个可以对计量经济学的思维方法有很好的把握。
Applied Econometric Times Series pdf epub mobi txt 电子书 下载 2024