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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: 3110017891
Price: 26.61 USD
Availability: OutOfStock

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计量经济学的内容体系非常广泛，《计量经济学》主要特点：一是适用性强，系统介绍计量经济学的基本原理和方法，内容安排由浅入深，容易理解；二是应用性强，强调理论与实际工作的结合，在每章结束或者每个必要的知识点结束后都从经济学背景出发配备实际案例，帮助学生结合实际解决问题；三是操作性强，同步介绍Eviews分析软件，使学生学完本课程后，不仅能够掌握计量经济学的理论和方法，而且能够运用软件操作解决实际问题。《计量经济学》可作为全日制高等学校财经类专业学习计量经济学课程的教材，也可以作为相关的职业培训和自学用书。

Catalogue

第一章绪论
第一节计量经济学简介
一、计量经济学的产生与发展
二、计量经济学的定义
三、计量经济学的特点
第二节计量经济模型
一、计量模型简介
二、经济变量
三、经济参数
四、经济数据
五、计量经济模型的作用
第三节计量经济学研究问题的步骤
一、建立模型
二、估计参数
三、检验模型
四、模型的应用
第四节计量经济学的内容体系
一、广义计量经济学与狭义计量经济学
二、理论计量经济学与应用计量经济学
三、经典计量经济学和非经典计量经济学
四、微观计量经济学和宏观计量经济学
五、初级、中级、高级计量经济学
习题一

第二章统计学基础知识
第一节随机变量
一、随机变量的概念
二、随机变量的数字特征
第二节常用的随机变量及概率
一、正态概率分布
二、X2分布
三、F分布
四、t分布
第三节大数定律与中心极限定理
一、大数定律
二、中心极限定理
第四节样本统计量的分布
一、总体及样本
二、几个常用的统计量分布
第五节参数估计与假设检验
一、参数估计
二、假设检验
第六节相关关系的度量
一、相关的概念
二、简单相关关系
三、偏相关系数
四、复相关系数
五、斯皮尔曼秩相关系数
习题二

第三章一元线性回归模型
第一节回归分析的概述
一、相关分析与回归分析
二、总体回归函数
三、引入随机扰动项的理由
四、样本回归函数
第二节参数的最小二乘估计
一、线性回归模型的基本假定
二、参数的普通最小二乘估计（OLS）
三、最小二乘估计量的统计性质
四、估计量的概率分布及随机扰动项的方差估计
第三节一元线性回归模型的检验
一、拟合优度检验
二、一元线性回归模型的显著性检验
第四节利用回归方程进行预测
一、点预测
二、区间预测
第五节案例分析
习题三

第四章多元线性回归模型
第一节模型的建立及假定条件
一、多元线性回归模型
二、多元线性回归模型的基本假定
第二节多变量回归模型的最小二乘估计
一、最小二乘估计
二、最小二乘估计的性质
三、残差和随机扰动项方差σ2的估计
第三节多元线性回归模型的检验
一、拟合优度的检验
二、总体回归方程的显著性检验
三、回归系数的显著性检验
第四节利用多元线性回归方程进行预测
一、点预测
二、区间预测
第五节案例分析
习题四

第五章非线性模型
第一节非线性模型的种类与识别
一、非线性模型的定义
二、非线性模型的种类
三、非线性模型的识别
第二节线性化方法
一、非标准线性回归模型的线性化方法
二、可线性化的非线性回归模型的线性化方法
第三节不可线性化的非线性回归模型的估计
第四节案例分析
习题五

第六章违背经典假定回归模型
第一节异方差
一、异方差的一般问题
二、异方差的检验
三、异方差的修正方法
第二节自相关
一、自相关的一般问题
二、序列相关性的检验
三、自相关模型的计量经济方法
四、案例分析
第三节多重共线性
一、多重共线性一般问题
二、多重共线性的影响后果
三、多重共线性的检验
四、克服多重共线性的方法
五、案例分析
习题六

第七章模型中的特殊解释变量
第一节虚拟变量
一、??拟变量
二、虚拟变量的变参数模型
第二节随机解释变量
一、随机解释变量
二、随机解释变量问题异方差的后果
三、模型的估计
四、工具变量法的统计性质
第三节滞后变量
一、分布滞后模型
二、有限分布滞后模型的估计
三、几何分布滞后模型
四、自回归模型的估计
第四节案例分析
习题七

第八章联立方程模型
第一节联立方程模型的一般问题
一、联立方程模型的有关概念
二、联立方程模型的分类
第二节联立方程模型的识别
第三节联立方程模型的识别条件
一、结构方程识别的阶条件
二、结构方程识别的秩条件
第四节联立方程模型的估计
一、间接最小二乘法
二、工具变量法
三、两段最小二乘法
第五节案例分析
习题八

第九章时间序列分析
第一节时间序列模型的基本概念
一、平稳序列
二、白噪声
三、自相关函数
四、滞后算符
第二节时间序列的平稳性及其检验
一、平稳性的判断
二、平稳性的单位根检验
三、单整
第三节随机时间序列分析模型
一、自回归过程
二、滑动平均模型——MA（q）模型
三、自回归滑动平均（ARMA）模型
第四节协整
一、协整的定义
二、协整的检验
第五节案例分析
习题九

第十章几种典型的计量经济学模型
第一节需求函数模型
一、几个重要的概念
二、单一需求模型的设定与估计
三、需求模型系统的设定与估计
第二节消费函数模型
一、几个重要的消费函数模型
二、中国消费函数模型的特点
第三节生产函数模型
一、生产函数
二、生产函数的主要特性
三、生产函数中的概念
四、柯布-道格拉斯（Cobb-Dauglag）生产函数
五、CES生产函数
习题十

附录
附表1 正态分布概率表
附表2 t分布临界值表
附表3 X2分布临界值表
附表4 F分布临界值表
附表5 Durbin-Watson检验上下界表（5％）
附表6 ADF分布临界值表
附表7 相关系数临界值表
附表8 专用名词中英文对照
参考书目

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