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Jingdong book

经济学精选教材·英文影印版：计量经济学（现代方法）（上）

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Jingdong book

经济学精选教材·英文影印版：计量经济学（现代方法）（上）

Name: 经济学精选教材·英文影印版：计量经济学（现代方法）（上）
Brand: Jingdong book
SKU: 3101004361
Price: 43.05 USD
Availability: OutOfStock

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Content Description

《计量经济学：现代方法(上)》覆盖了计量经济学的所有重要内容。全书采用了循序渐进的方式激发学生学习计量经济学的兴趣，注重使学生在学习之初便学会像计量经济学家那样去思考。全书结合经济学理论，给出了计量经济学应用的大量实例，包括恩格尔曲线、菲利浦斯曲线、理性预期假设的检验等经典例子。上册包括线性回归模型的重要内容，如估计量的选择、模型设定、假设检验、异方差扰动项及自回归扰动项等，适用于一学期的计量经济学课程。
不同于传统教材以最小二乘法开始教学的做法，《计量经济学：现代方法(上)》从一个蒙特卡罗模拟练习开始，方面避免了因学生不理解样本分布而带来的问题；另一方面，通过将学生的注意力集中在重复样本的估计量的差异，使学生从学习之初即像计量经济学家那样思考。
“回归的经典成就” （Regression’S Great Hits）专栏提供了一系列学生可以模仿的计量分析，以帮助学生在计量经济学和经济学理论之间建立清晰的联系，完成从理论经济学到计量经济学的跳跃，并向学生展示了计量经济学研究如何能够丰富经济学的重要知识。
《计量经济学：现代方法(上)》在正文中应用了大量的现实数据，全书以经济行为为前提，以理论量化经济关系，关注理论在现实生活中的应用。

Author Description

Michael P.Murray.Bates学院（Bates College）经济学系查尔斯. 富兰克林. 菲利普斯(CharlesFranklin Phillips)讲座教授，曾在加州大学圣地亚哥分校(UCSD)、杜克大学(Duke University)等学校任教。Murray教授的主要研究领域为贫困问题，就美国的转移支付和不发达国家的产业区位政策等有大量著述，讲授城市经济学、公共经济学，发展经济学、微观经济理论和计量经济学等课程。Murray教授现任Journal ot’Economic Education编委，并曾担任世界银行、美国海军和兰德公司顾问。

Catalogue

第一部分线性回归模型
第1章什么是计量经济学？
第2章估计量的选择：直觉与蒙特卡罗方法
第3章线性估计量和高斯—马尔可夫定理
第4章直线斜率和截距的BLUE
第5章残差
第6章多元回归

第二部分设定与假设检验
第7章回归模型中的单一假设检验
第8章冗余变量和省略变量、多重共线性，以及二元变量
第9章多重假设检验

第三部分回归模型的进一步讨论
第10章异方差扰动项
第11章自回归扰动项

Introduction

本书特色：不同于传统教材以最小二乘法开始教学的做法，本书从一个蒙特卡罗模拟练习开始，一方面避免了因学生不理解样本分布而带来的问题；另一方面，通过将学生的注意力集中在重复样本的估计量的差异，使学生从学习之初即像计量经济学家那样思考。在介绍异方差、变量误差和一致性等问题时，本书再次引入了蒙特卡罗方法。在本书的配套网站上可以获得相应的程序以及蒙特卡罗模拟的指南，使学生能够自行建立蒙特卡罗模型并得出结果&ldquo；回归的经典成就&rdquo；（Regression&rsquo；s GreatHits）专栏提供了一系列学生可以模仿的计量分析，这些经典的实例包括学生熟悉的恩格尔曲线的建立、CAPM模型的检验、对理性预期假设的支持等，从而帮助学生在计量经济学和经济学理论之间建立清晰的联系，完成从理论经济学到计量经济学的跳跃，并阐释了计量经济学的技术如何能够获得实用的、意义深远的或者有趣的结论，向学生展示了计量经济学研究如何能够丰富经济学的重要知识。本书在正文中应用了大量的现实数据，全书以经济行为为前提，以理论量化经济关系，关注理论在现实生活的应用。本书内容丰富，既可用于入门教材，亦可用于具备经济学和统计学背景的学生的高级教材，可供教师根据不同教学目的灵活取舍。

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