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Jingdong book

计量经济学

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Books Economy Economic Theory

Jingdong book

计量经济学

Name: 计量经济学
Brand: Jingdong book
SKU: 3110014801
Price: 26.84 USD
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Content Description

通过本课程学习，了解计量经济学作为一门独立学科的主要思想和原理，在掌握基本的经典计量经济学理论与方法的基础上，进一步掌握非经典的计量经济学理论与方法，主要是计量经济学在模型结构、估计方法和数据类型方面的扩展。学会运用理论和分析软件，建立计量经济模型，对现实经济问题、金融现象和市场行为展开实证分析，并给出具有经济含义的解释。
本教材内容主要包括（1）线性回归模型，包括一元和多元线性回归模型的参数估计与统计检验；（2）违背经典模型假定的单方程计量经济学模型，主要有多重共线性、异方差性、自相关和随机解释变量问题；（3）联立方程计量经济学模型的概念、识别、估计和检验；（4）特殊变量问题，包括虚拟变量、工具变量、分布滞后变量、随机解释变量等（5）非线性方程模型，包括Logistic模型、Probit模型、Tobit模型等；（6）时间系列模型分析，包括ARMA模型、协整与误差；（7）面板数据模型与应用，包括面板数据回归模型、混合回归模型、固定效应回归模型、随机效应回归模型、变系数回归模型、Hausman检验等。

Catalogue

第1章绪论
学习目标
1.1 计量经济学的定义
1.2 计量经济学的发展简史
1.3 计量经济学的概率方法
1.4 计量经济学模型
1.5 理论计量经济学与应用计量经济学
1.6 应用计量经济学的研究步骤
本章小结
习题

第2章统计基础知识
学习目标
2.1数据特征数
2.2 总体特征数的点估计与区间估计
2.3 参数估计
2.4 假设检验
2.5 经济指数
本章小结
习题

第3章一元线性回归模型（经典假定下）
学习目标
3.1 回归分析概述
3.2 一元线性回归的总体回归方程与样本回归方程”
3.3 一元线性回归模型的参数估计（经典假定下）
3.4 一元线性回归模型的统计检验
3.5 一元线性回归模型的预测
3.6 案例分析
本章小结
习题

第4章多元线性回归模型
学习目标
4.1 多元线性回归模型及假定
4.2 多元线性回归模型的参数估计
4.3 多元线性回归模型的统计检验
4.4 多元线性回归模型的置信区间
4.5 受约束回归
4.6 案例分析
本章小结
习题

第5章异方差性
学习目标
5.1 异方差的概念
5.2 异方差的后果
5.3 异方差的检验
5.4 异方差的修正
本章小结
习题

第6章自相关性
学习目标
6.1 自相关性的基本知识
6.2 自相关性产生的原因与后果
6.3 自相关性的检验
6.4 自相关性的解决方法
6.5 自相关系数的估计
6.6 案例分析
本章小结
习题

第7章多重共线性
学习目标
7.1 多重共线性的产生及后果
7.2 多重共线性的检验
7.3 多重共线性的处理
本章小结
习题

第8章特殊变量
学习目标
8.1 虚拟变量
8.2 随机解释变量
8.3 滞后变量
本章小结
习题

第9章联立方程模型
学习目标
……

第10章非线性方程模型
第11章时间库列分析
第12章面板数据模型与应用
参考文献
附录统计分布表

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