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标签:计量经济学

  • 横截面与面板数据的经济计量分析

    作者:伍德里奇

    这本研究生教课书针对微观经济计量研究领域中的许多当代方法,提出了一种既直观又严谨的处理方式。本书明确地指出,应用微观经济计量学研究边际效应与处理效应估计,而参数估计仅仅是实现目的的一种手段;同时,本书还阐述了因果性与统计关联之间的区别。 本书尤其关注横截面与面板数据方法。在阐述时作者将总体假设和抽样假设相分离,在不失叙述的简洁性的同时保持了内容的深度。把线形模型和非线性模型以及把横截面和面板数据加以统一处理,能够产生更先进的方法。每一章后面的习题是本书的一个重要组成部分。一些习题包括了书中没有充分阐述的要点,还有一些习题则涵盖了对前面一些章节及本章所述工具进行分析的新思想。一些习题需要使用http://mitpress.mit.edu/Wooldridge-Econ Analysis上的数据集合。
  • 计量经济学

    作者:庞皓

    《计量经济学》是经济、管理类本科各专业核心课程的教材。本书从我国经济管理类各专业教学的实际出发,充分借鉴了国内外教材的优点,精选了教学内容,坚持“重思想、重方法、重应用”的原则,避免了烦琐的数学推导和证明,系统介绍了计量经济学的基本理论、基本思想、基本方法及其应用,包含了教育部经济学学科教学指导委员会制定的经济学科本科计量经济学课程基本要求的全部内容。本书特别突出计量经济学的实际应用,每一章都有实际的经济案例,与普遍应用的Eviews软件紧密结合,并且专门讨论了应用计量经济学方法作实证项目研究的一般方式。
  • 应用经济计量学-Eviews 高级讲义(上.下册)

    作者:陈灯塔

    《应用经济计量学(EViews高级讲义上下)》结合EViews应用软件,全面而简洁地介绍了经济计量分析的主要理论和方法,整本书贯穿了“用计量”的思想,着重强调正确进行经济计量分析。 《应用经济计量学(EViews高级讲义上下)》通过实例演练的方式,阐述了如何利用EViews的编程方式进行各种经济计量模型的设定、估计、检验和预测,并附有相关的EViews程序代码,是研究者进行经济计量分析的工具箱。本讲义由陈灯塔著。
  • Introduction to Econometrics

    作者:Christopher Doughert

    Introduction to Econometrics provides students with clear and simple mathematics notation and step-by step explanations of mathematical proofs to give them a thorough understanding of the subject. Extensive exercises are incorporated throughout to encourage students to apply the techniques and build confidence. This new edition has been thoroughly revised in line with market feedback. Retaining its student-friendly approach, Introduction to Econometrics has a comprehensive revision guide to all the essential statistical concepts needed to study econometrics, more Monte Carlo simulations than before and new summaries and non-technical introductions to more advanced topics at the end of chapters. Online Resource Centre For lecturers: - Instructor manuals for the text and data sets, detailing the exercises and their solutions - PowerPoint slides For students: - Data sets - Study guide - Software manual - PowerPoint slides with explanations - Contact the author
  • 计量经济学基础 第5版 上下册

    作者:达摩达尔·N·古扎拉蒂

    《计量经济学基础(第5版)(上下册)》是一本经典的初级计量经济学教材,第一版问世至今已有三十年。对于初涉计量经济学而又没有太多数学背景的读者来说,这本书可以帮助你在短时间内了解计量经济学的脉络。本书的主要特点是: (1)读者不需要高深的数学知识,只要具备基本的数学知识就可以阅读本书; (2)运用大量的经济计量模型实例,特别是图形进行分析,易于读者的理解; (3)书中突出强调了计量经济学对经济和金融数据的应用分析,一些模型的引用对相关专业的读者解决实际问题很有指导意义。
  • Introductory Econometrics

    作者:Jeffrey M. Wooldridg

    Discover how empirical researchers today actually think about and apply econometric methods with the practical, professional approach in Wooldridge's INTRODUCTORY ECONOMETRICS: A MODERN APPROACH, 5E. Unlike traditional books on the subject, INTRODUCTORY ECONOMETRICS' unique presentation demonstrates how econometrics has moved beyond just a set of abstract tools to become a genuinely useful tool for answering questions in business, policy evaluation, and forecasting environments. Organized around the type of data being analyzed, the book uses a systematic approach that only introduces assumptions as they are needed, which makes the material easier to understand and ultimately leads to better econometric practices. Packed with timely, relevant applications, the text emphasizes incorporates close to 100 intriguing data sets in six formats and offers updates that reflect the latest emerging developments in the field.
  • A Guide to Econometrics

    作者:Peter Kennedy

    This is the perfect (and essential) supplement for all econometrics classes--from a rigorous first undergraduate course, to a first master's, to a PhD course. Explains what is going on in textbooks full of proofs and formulas Offers intuition, skepticism, insights, humor, and practical advice (dos and don'ts) Contains new chapters that cover instrumental variables and computational considerations Includes additional information on GMM, nonparametrics, and an introduction to wavelets
  • 高级计量经济学及Stata应用

    作者:陈强

    《经济学、管理学类研究生教学用书:高级计量经济学及Stata应用(第二版)》较多地借鉴了现代计量经济学的最新发展,内容全面,除了介绍传统的横截面数据外,对面板数据(含长面板、动态面板、非线性面板)、时间序列(含VAR、单位根、协整)、自然实验、重复截面数据、GMM、自助法、蒙特卡罗法、分位数回归、门限回归、非参数估计、处理效应、空间计量、久期分析、贝叶斯估计等均做了较深入的分析。此书力图以生动的语言、较多的插图与经济意义来直观地解释计量方法,而又不失数学的严谨性。同时,结合目前欧美最为流行的Stata计量软件,及时地介绍相应的Stata命令与实例,为读者提供“一站式”服务。此书适合普通高等学校经济学、管理学类或社科类硕士生、博士生与研究人员使用。为便于读者学习高级计量经济学,《经济学、管理学类研究生教学用书:高级计量经济学及Stata应用(第二版)》在内容安排上,假设读者已经学过微积分、线性代数与概率统计,但不要求学过本科阶段的计量经济学(学讨百好)。

  • IBM SPSS数据分析与挖掘实战案例精粹

    作者:张文彤,钟云飞

    《IBM SPSS数据分析与挖掘实战案例精粹》以IBM SPSS Statistics 20.0和IBM SPSS Modeler 14.1为工具,提供了医疗、金融、保险、汽车、快速消费品、市场研究、互联网等多个行业的数据分析/挖掘案例,基于实战需求,详细讲解整个案例的完整分析过程,并将模型和软件的介绍融于案例讲解之中,使读者在阅读时能突破方法和工具的局限,真正聚集于对数据分析精髓的领悟。《IBM SPSS数据分析与挖掘实战案例精粹》所附光盘包括案例数据和分析程序/流文件,读者可完整重现全部的分析内容。
  • 计量经济学

    作者:李子奈,潘文卿

    本书融计量经济学理论、方法与应用为一体:以中级水平内容为主,适当吸收初级和高级水平的内容;以经典线性模型为主,适当介绍一些适用的非经典模型。全书形成了一个独具特色的内容体系。 全书详细论述了经典的单方程计量经济学模型的理论方法,适当介绍了联立方程计量经济学模型和时间序列计量经济学模型的理论方法,并引入了几类扩展的单方程计量经济学模型。在计量经济学应用模型中,本书着重讨论了模型类型选择、模型变量选择、模型函数关系设定和模型变量性质设定的原则和方法。在详细介绍线性回归模型的数学过程的基础上,各章的重点不是理论方法的数学推导与证明,而是对实际应用中出现的实际问题的处理,并尽可能与中国的模型实例相结合。 本书既包含了由教育部经济学学科教学指导委员会制定的高等学校经济学科本科计量经济学课程教学基本要求的全部内容,又为学有余力者提供了进一步学习的指南。该书适合于作为各类高等院校经济、管理学科本科生的教材或教学参考书,也可供具有一定数学、经济学和经济统计学基础的经济管理人员和研究人员阅读和参考。
  • 计量经济学导论

    作者:杰弗里·M.伍德里奇

    《计量经济学导论:现代观点(第4版)》用简洁、准确的语言阐述了计量经济学研究的最新特点。与传统的教材不同,在陈述和解释假定时,作者完全放弃了非随机的或在重复样本中加以固定的回归元假定。这种方法更便于读者对计量经济学的理解和运用,是对传统计量经济学教学和研究的一个突破。《计量经济学导论:现代观点(第4版)》含有大量例题,许多是取自或受启发于应用经济学或其他领域的最新作品。 《计量经济学导论:现代观点(第4版)》适合各大专院校经济管理类专业本科生用作教材,也可供经济管理类教师及科研人员用作参考书。 强力推荐:Introductory Econometrics: A Modern Approach 英文原版火热发售
  • Econometrics

    作者:Fumio Hayashi

    Hayashi's "Econometrics" promises to be the next great synthesis of modern econometrics. It introduces first year PhD students to standard graduate econometrics material from a modern perspective. It covers all the standard material necessary for understanding the principal techniques of econometrics from ordinary least squares through cointegration. The book is also distinctive in developing both time-series and cross-section analysis fully, giving the reader a unified framework for understanding and integrating results. "Econometrics" has many useful features and covers all the important topics in econometrics in a succinct manner. All the estimation techniques that could possibly be taught in a first-year graduate course, except maximum likelihood, are treated as special cases of GMM (generalized methods of moments). Maximum likelihood estimators for a variety of models (such as probit and tobit) are collected in a separate chapter. This arrangement enables students to learn various estimation techniques in an efficient manner. Eight of the ten chapters include a serious empirical application drawn from labor economics, industrial organization, domestic and international finance, and macroeconomics. These empirical exercises at the end of each chapter provide students a hands-on experience applying the techniques covered in the chapter. The exposition is rigorous yet accessible to students who have a working knowledge of very basic linear algebra and probability theory. All the results are stated as propositions, so that students can see the points of the discussion and also the conditions under which those results hold. Most propositions are proved in the text. For those who intend to write a thesis on applied topics, the empirical applications of the book are a good way to learn how to conduct empirical research. For the theoretically inclined, the no-compromise treatment of the basic techniques is a good preparation for more advanced theory courses.
  • 计量经济学导论

    作者:

    《计量经济学导论》内容由浅入深,首先对概率论、统计学等基础进行了概括与复习,随后在对回归进行全面阐述的过程中,涉及项目评估、面板数据方法、时间序列数据回归等论题,并且在组织结构和论述方式上具有独到之处,反映出当代应用计量经济学的精华。“这是迄今为止最优秀的计量经济学教科书”美国波士顿大学的知名教授皮埃尔·佩龙是这样评价《计量经济学导论》的。
  • 应用计量经济学

    作者:沃尔特·恩德斯

    《华章教育•经济教材译丛:应用计量经济学:时间序列分析(原书第3版)》是一部计量经济学领域的优秀教材,全书自始至终贯穿由浅入深、由简单到复杂的学习过程,运用真实的数据举例,阐述关键概念,不但完整、精简,而且非常注重应用。《华章教育•经济教材译丛:应用计量经济学:时间序列分析(原书第3版)》通过案例强调方法的实际应用,几乎没有复杂的数学公式。全书共分7章,分别介绍了差分方程、平稳时间序列模型、波动性建模、包含趋势的模型、多方程时间序列模型、协整与误差修正模型以及非线性时间序列模型等内容。
  • Econometric Analysis

    作者:William H. Greene

    Econometric Analysisi, 6/e serves as a bridge between an introduction to the field of econometrics and the professional literature for social scientists and other professionals in the field of social sciences, focusing on applied econometrics and theoretical background. This book provides a broad survey of the field of econometrics that allows the reader to move from here to practice in one or more specialized areas. At the same time, the reader will gain an appreciation of the common foundation of all the fields presented and use the tools they employ. This book gives space to a wide range of topics including basic econometrics, Classical, Bayesian, GMM, and Maximum likelihood, and gives special emphasis to new topics such a time series and panels. For social scientists and other professionals in the field who want a thorough introduction to applied econometrics that will prepare them for advanced study and practice in the field.
  • 计量经济分析(上下册)

    作者:威廉·H·格林

    《计量经济分析》(第五版)一书的主要特色:内容进行了大幅重构。为了便于学生理解书的内容,我们对全书内容进行了重构。以应用为导向。学生将学会如何做计量经济分析。覆盖的专题更加全面。本书包括古典估计、横截面数据分析以及更多的时间序列数据和面板数据分析。包含众多应用实例。为了向学生说明如何进行计算,我们给出了应用案例的详细解答。线性与非线性方法并重。现在的计量经济分析软件,使得非线性估计也轻而易举,所以本书包含了这方面的一些内容。
  • Econometric Analysis (5th Edition)

    作者:William H. Greene

  • Econometric Analysis of Cross Section and Panel Data

    作者:Jeffrey M. Wooldridg

    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.

    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.
  • 计量经济学导论(上、下册)

    作者:J.M.伍德里奇

    《计量经济学导论(第3册)》从计量经济学专业人士的视角来讲授计量经济学导论,不仅使这门学科更有意思,而且实际上讲解起来还更简单。其内容有:计量经济学的性质与经济数据、简单回归模型等。