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清华经济学系列英文版教材·计量经济学导论:现代观点(第4版)

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清华经济学系列英文版教材·计量经济学导论:现代观点(第4版)

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Content Description

《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。
Author Description

杰弗里·M.伍德里奇(Jeffrey M.Wooldridge)
密歇根州立大学经济学教授,曾在国际知名期刊发表学术论文三十余篇,参与过多种书籍的写作。他获得过Alfred P.Sloan研究员基金、应用计量经济学期刊的R.Stone爵士奖等奖项。他还是《商业与经济统计学》杂志(Joumal of Business and Economic Statistics)的编委,并供职于《计量经济学》杂志(Journal of Econometrics)和《经济统计学评论》(Review of Economics and Statistics)的编委会。
Catalogue

第1章 计量经济学的性质与经济数据
第1部分 横截面数据的回归分析
第2章 简单回归模型
第3章 多元回归分析:估计
第4章 多元回归分析:推断
第5章 多元回归分析:OLS的渐近性
第6章 多元回归分析:其他问题
第7章 含有定性信息的多元回归分析:二值(或虚拟)变量
第8章 异方差性
第9章 模型设定和数据问题的深入探讨

第2部分 时间序列数据的回归分析
第10章 时间序列数据的基本回归分析
第11章 用时间序列数据计算0LS的其他问题
第12章 时间序列回归中的序列相关和异方差

第3部分 高级专题讨论
第13章 跨时横截面的混合:简单综列数据方法
第15章 工具变量估计与两阶段最小二乘法
第16章 联立方程模型
第19章 一个经验项目的实施
附录
附录E 矩阵形式的线性回归模型
附录F 各章习题解答
附录G 统计学用表
参考文献
术语表
Book Abstract

The structure of the text makes it cleal for a course with a crosssectional or policyanalysis focus: the time series chapters can be skipped in lieu of topics from Chapters 9,13, 14, or 15. Chapter 13 is advanced only in the sense that it treats two new data structures: independently pooled cross sections and twoperiod panel data analysis. Such datastructures are especially useful for policy analysis, and the chapter provides several examples. Students with a good grasp of Chapters 1 through 8 will have little difficulty withChapter 13. Chapter 14 covers more advanced panel data methods and would probably becovered only in a second course. A good way to end a course on crosssectional methodsis to cover the rudiments of instrumental variables estimation in Chapter 15.
I have used selected material in Part 3, including Chapters 13, 14, 15, and 17, in asenior seminar geared to producing a serious research paper. Along with the basic onesemester course, students who have been exposed to basic panel data analysis, instrumental variables estimation, and limited dependent variable models are in a position to readlarge segments of the applied social sciences literature. Chapter 17 provides an introduction to the most common limited dependent variable models.
The text is also well suited for an introductory master s level course, where the emphasis is on applications rather than on derivations using matrix algebra. Still, for instructorswanting to present the material/in matrix form, Appendices D and E are selfcontainedtreatments of the matrix algebra and the multiple regression model in matrix form.
At Michigan State, PhD students in many fields that require data analysisincludingaccounting, agricultural economics, development economics, finance, international economics, labor economics, macroeconomics, political science, and public financehavefound the text to be a useful bridge between the empirical work that they read and the moretheoretical econometrics they learn at the PhD level.
Introduction

世纪之交,中国与世界的发展呈现最显著的两大趋势——以网络为代表的信息技术的突飞猛进,以及经济全球化的激烈挑战。无论是无远弗界的因特网,还是日益密切的政治、经济、文化等方面的国际合作,都标示着21世纪的中国是一个更加开放的中国,也面临着一个更加开放的世界。
教育,特别是管理教育总是扮演着学习与合作的先行者的角色。改革开放以来,尤其是20世纪90年代之后,为了探寻中国国情与国际上一切优秀的管理教育思想、方法和手段的完美结合,为了更好地培养高层次的“面向国际市场竞争、具备国际经营头脑”的管理者,我国的教育机构与美国、欧洲、澳洲以及亚洲一些国家和地区的大量的著名管理学院和顶尖跨国企业建立了长期密切的合作关系。以清华大学经济管理学院为例,2000年,学院顾问委员会成立,并于10月举行了第一次会议,2001年4月又举行了第二次会议。这个顾问委员会包括了世界上最大的一些跨国公司和中国几家顶尖企业的最高领导人,其阵容之大、层次之高,超过了世界上任何一所商学院。在这样高层次、多样化、重实效的管理教育国际合作中,教师和学生与国外的交流机会大幅度增加,越来越深刻地融入到全球性的教育、文化和思想观念的时代变革中,我们的管理教育工作者和经济管理学习者,更加真切地体验到这个世界正发生着深刻的变化,也更主动地探寻和把握着世界经济发展和跨国企业运作的脉搏。

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