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Jingdong book

经济计量学精要

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Jingdong book

经济计量学精要

Name: 经济计量学精要
Brand: Jingdong book
SKU: 3110080181
Price: 41.16 USD
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Content Description

本教材是专为本科层次学生学习经济计量学所设计的一门初级教材。
本书与其他教材比较起来有三方面不同：
第一，把现实世界中的问题、数据与理论的导出结合在一起讲解，而且特别重视实证分析所取得的重要结论；
第二，本书对所讨论题材的选择反映了经济计量学现代理论与实践的发展；
第三，所提供的理论和假设同应用是相符的，目的是使学生成为经济计量学成熟的消费者，而且只需达到本初级教材所要求的数学水平就能实现这个目的。

Author Description

詹姆斯·H.斯托克，哈佛大学经济系教授。他在加州大学伯克利分校分别获得统计学硕士学位和经济学博士学位，研究领域有经济计量方法宏观经济预测．货币政策等。除《经济计量学》外，他还发表出版了90多篇论文和其他专著。
马克·W.沃特森，美国普林斯顿大学Woodrow Wilson学院经济学和公共关系学教授，美国经济研究局副研究员．研究领域为时间序列经济计量分析，实证宏观经济学宏观经济预测等，发表了60多篇学术论文，曾担任《美国经济评论》、《应用经济计量学》等几个有影响的杂志的编委。
译者简介：
王庆石，男，1961年生，辽宁省辽阳县人。1983年毕业于东北财经大学统计系并获经济学学士学位。1986年获得东北财经大学统计系统计专业经济学硕士学位；1993年获该专业经济学博士学位。1989年1月至1990年2月，曾在联合国人口基金开罗人口培训中心进修学习人口统计，1999年1月至1999年12月，曾以高级访问学者身份到美国纽约州立大学布法罗分校管理学院进修金融统计。现为东北财经大学数量经济学专业教授博士生导师，兼任国际商学院院长。
李玉杰，男，1982年生，河南省开封市人。2004年毕业于河南大学数学系，获理学学士学位；同年考入东北财经大学数量经济学专业硕士研究生，2007年毕业并获经济学硕士学位，目前正在该专业攻读博士学位。

Catalogue

第一部分引言与相关知识的复习
第1章经济问题与数据
1.1 我们研究的经济问题
1.2 因果效应与理想化实验
1.3 数据：来源与类型
概要总结
关键术语
复习概念

第2章概率论知识复习
2.1 随机变量与概率分布
2.2 期望值、均值及方差
2.3 二元随机变量
2.4 正态分布、卡方分布、F分布
和学生￡分布
2.5 随机抽样及样本均值的分布
2.6 抽样分布的大样本逼近
概要总结
关键术语
复习概念
练习题
附录重要概念2.3中结论的推导

第3章统计学知识复习
3.1 总体均值的估计
3.2 关于总体均值的假设检验
3.3 总体均值的置信区间
3.4 不同总体均值的比较
3.5 利用实验数据对因果效应的均值差进行估计
3.6 小样本条件下使用t统计量
3.7 散点图、样本协方差及样本相关系数
概要总结
关健术语
复习概念
练习题
实证练习
附录3.1 美国当前人口调查
附录3.2 y是μ的最小二乘估计量的两种证明方法
附录3.3 样本方差一致性的证明

第2部分回归分析基础
第4章一元线性回归
4.1 线性回归模型
4.2 线性回归模型的系数估计
4.3 拟合优度测量指标
4.4 最小二乘假设
4.5 0LS估计量的抽样分布
4.6 结论
概要总结
关键术语
复习概念
练习题
实证练习
附录4.1 加利福尼亚州考试成绩
附录4.2 0LS估计量的推导
附录4.3 0LS估计量的抽样分布

第5章一元回归：假设检验和置信区间
5.1 检验单个网U{系数的假设
5.2 刚归系数的咒信区问
5.3 X为二元变量时的回归
5.4 异方差与同方差
5.5 最小二乘法的理论基础
5.6 当样本较小时在回归中如何使用t-统计量
5.7 结论
概要总结
关键术语
复习概念
练习题
实证练习
附录5.1 0LS标准误的计算公式
附录5.2 高斯-马尔可夫条件和高斯-马尔可夫定理的证明
第6章多元线性回归
第7章多元回归中的假设检验与置信区间
第8章非线性回归函数
第9章基于多元回归的评估研究
第10章利用经济数据进行回归研究
“复习概念”问题的答案
术语
重要概念
一般兴趣框索引
译者后记

Book Abstract

如果问四个经济计量学家什么是经济计量学，你可能会得到四个不同的答案。第一个人可能会告诉你经济计量学是一门检验经济理沦的学科；第二个人可能会告诉你经济计量学是用来预测诸如公司的销售额、经济的总体增长率或股票价格等经济变量未来值的一整套工具；第三个人可能会说经济计量学是用数理经济模型拟合现实世界经济数据的过程；第四个人可能会告诉你，在政府和商业部门，经济计量学是运用历史数据做出数值化或定量化政策建议的一门艺术和科学。
实际上，所有这些答案都是正确的。广义上来说，经济计量学是一门运用经济理论和统计技术来分析经济数据的科学和艺术。经济计量学方法在经济学的许多分支中，如金融学、劳动经济学、宏观经济学、微观经济学、市场营销学和经济政策制定等，都有广泛的应用。此外，经济计量学方法在政治学和社会学等其他社会科学领域中也有较多的应用。
本书向你介绍经济计量学家们常用的一整套经济计量核心方法。我们将运用这些方法解答商界和政府政策制定中各种具体、定量的问题。本章列举了两个此类问题，并用最普通的术语探讨了解决这些问题的经济计量学方法。本章以探讨经济计量学家们所能获得的各种类型的数据作为结束。这些类型的数据是回答上述问题以及其他定量性经济问题所必需的。

Introduction

对教师和学生来说，经济计量学可能是一门充满乐趣的课程。现实的经济界、商界和政府都是复杂而繁乱的领域，许多新的观念和问题需要解答。比如，对付醉酒驾车者，是通过严格的法律更有效还是通过提高酒类的税收来限制更有效？在股票市场上，你是在价格相对较低的时候买进从而从中获利，还是按照股票价格随机游动理论所建议的只需睡大觉？我们是否可以通过缩小班级规模来改进小学的教育质量？每天给孩子们听十分钟的莫扎特的音乐是否可以达到教育目的？经济计量学可以帮助我们从纷纭复杂的问题中梳理出确定的思路，并对定量性的问题给出定量性的答案。

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Jingdong book

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