出版時(shí)間:2005-6 出版社:世界圖書(shū)出版公司 作者:B.H.Baltagi
內(nèi)容概要
本書(shū)是一部闡述計(jì)量經(jīng)濟(jì)學(xué)基本方法和基本假定的教科書(shū),其中也包括時(shí)序、有界相關(guān)變量、數(shù)據(jù)模型、高斯-牛頓回歸和回歸診斷等前沿課題。各章有幫助理解書(shū)中所述內(nèi)容的理論分析題。
書(shū)籍目錄
Praface Table of ContentsPart Ⅰ 1 What is Econometrics?1.1 Introduction1.2 A Brief History1.3 Critiques of Econometrics1.4 Looking AheadNotesReferences 2 Basic Statistical Concepts 2.1 Introduction 2.2 Methods of Estimation 2.3 Properties of Estimators 2.4 Hypothesis Testing 2.5 Confidence Intervals 2.6 Descriptive Statistics Notes Problems References Appendix 3 Simple Linear Regression 3.1 Introduction 3.2 Least Squares Estimation and the Classical Assumptions 3.3 Statistical Properties of Least Squares 3.4 Estimation of 3.5 Maximum Likelihood Estimation 3.6 A Measure of Fit 3.7 Prediction 3.8 Residual Analysis 3.9 Numerical Example 3.10 Empirical Example Problems References Appendix 4 Multiple Regression Anlaysis 5 Violations of the Classical Assumptions 6 Distributed Lags and Dynamic ModelsPartⅡ 7 The Genera Model :The Basics 8 Regression Diagnostics and Specification Tests 9 Generalized Least Squares 10 Seemingly Unrelated Regressions 11 Simultaneous Equations Model 12 Pooling Time-Series of Cross-Section Data 13 Limited Depenfdent Variables 14 Time-Series AnalysisAppendixList of FiguresList of TablesIndex
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本書(shū)是一部闡述計(jì)量經(jīng)濟(jì)學(xué)基本方法和基本假定的教科書(shū),其中也包括時(shí)序、有界相關(guān)變量、數(shù)據(jù)模型、高斯-牛頓回歸和回歸診斷等前沿課題。各章有幫助理解書(shū)中所述內(nèi)容的理論分析題。
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