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计量经济学导论:现代观点(第五版)/经济科学译丛;“十一五”国家重点图书出版规划项目

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计量经济学导论:现代观点(第五版)/经济科学译丛;“十一五”国家重点图书出版规划项目

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《计量经济学导论:现代观点(第五版)/经济科学译丛;“十一五”国家重点图书出版规划项目》是一本经典的初级计量经济学教材,语言通俗易懂,且辅以恰到好处的案例指导学生学习和运用计量方法。与传统的教材不同,《计量经济学导论:现代观点(第五版)/经济科学译丛;“十一五”国家重点图书出版规划项目》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应用,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(第五版)/经济科学译丛;“十一五”国家重点图书出版规划项目》的主要特点是:
(1)不需要具备高深的数学知识,读者只要掌握大学所学的线性代数和概率统计基础知识即可。
(2)强调计量经济学在实际问题中的应用。
(3)含有大量例题和练习题。章末习题和计算机习题多着重于经验研究而非复杂的推导。要求学生能根据所学知识仔细地推理。
(4)课程安排比较灵活。教师可以根据教学需要合理挑选章节进行讲授,而不会影响教学的连续性。
(5)《计量经济学导论:现代观点(第五版)/经济科学译丛;“十一五”国家重点图书出版规划项目》英文原版书配有内容丰富的网络教学资源,包括教学手册、多媒体教学课件、试题库等。
《计量经济学导论:现代观点(第五版)/经济科学译丛;“十一五”国家重点图书出版规划项目》适合各高等院校经济管理类专业本科生作为计量经济学教材,还可供经济管理类教师及科研人员作为参考书使用。
Author Description

杰弗里·M·伍德里奇,是密歇根州立大学经济学特聘教授,1991年以来一直在该校任教。1986—1991年,伍德里奇博士曾是麻省理工学院的经济学助教。他予1982年在加州大学伯克利分校获得计算机科学与经济学学士学位,并于1986年在加州大学圣迭戈分校获经济学博士学位。伍德里奇博士曾在国际知名期刊上发表了30多篇学术论文,参与过多部著作中的篇章写作。他还是《横截面与面板数据的计量经济分析》(Econometric Analysis of Cross Section and Panel Data)一书的作者。他所获的奖项包括:斯隆(Alfred P.Sloan)研究奖,《计量经济理论》(Econometric Theory)的Plura Scripsit奖,《应用计量经济学杂志》(Journal of Applied Econometrics)的斯通(Richard Stone)爵士奖,以及在MIT三次获得研究生教学年度优秀教师奖。他还是计量经济学会(Econometric Society)和《计量经济学杂志》 (Journal of Econometric)的资深会员。
Catalogue

第1章 计量经济学的性质与经济数据
1.1 什么是计量经济学
1.2 经验经济分析的步骤
1.3 经济数据的结构
1.4 计量经济分析中的因果关系和其他条件不变的概念
本章小结
关键术语
习题
计算机练习
第一篇横截面数据的回归分析

第2章 简单回归模型
2.1 简单回归模型的定义
2.2 普通最小二乘法的推导
2.3 OLS的操作技巧
2.4 度量单位和函数形式
2.5 OLS估计量的期望值和方差
2.6 过原点回归及对常数回归
本章小结
关键术语
习题
计算机练习

第3章 多元回归分析:估计
3.1 使用多元回归的动因
3.2 普通最小二乘法的操作和解释
3.3 OLS估计量的期望值
3.4 OLS估计量的方差
3.5 OLS的有效性:高斯马尔科夫定理
3.6 对多元回归分析语言的一些说明
本章小结
关键术语
习题
计算机练习

第4章 多元回归分析:推断
4.1 OLS估计量的抽样分布
4.2 检验对单个总体参数的假设:t检验
4.3 置信区间
4.4 检验关于参数的一个线性组合假设
4.5 对多个线性约束的检验:F检验
4.6 报告回归结果
本章小结
关键术语
习题
计算机练习

第5章 多元回归分析:OLS的渐近性
5.1 一致性
5.2 渐近正态和大样本推断
5.3 OLS的渐近有效性
本章小结
关键术语
习题
计算机练习

第6章 多元回归分析:深入专题
6.1 数据的测度单位对OLS统计量的影响
6.2 对函数形式的进一步讨论
6.3 拟合优度和回归元选择的进一步探讨
6.4 预测和残差分析
本章小结
关键术语
习题
计算机练习

第7章 含有定性信息的多元回归分析:二值(或虚拟)变量
7.1 对定性信息的描述
7.2 只有一个虚拟自变量
7.3 使用多类别虚拟变量
7.4 涉及虚拟变量的交互作用
7.5 二值因变量:线性概率模型
7.6 对政策分析和项目评价的进一步讨论
7.7 离散因变量的回归结果解释
本章小结
关键术语
习题
计算机练习

第8章 异方差性
8.1 异方差性对OLS所造成的影响
8.2 OLS估计后的异方差-稳健推断
8.3 对异方差性的检验
8.4 加权最小二乘估计
8.5 再议线性概率模型
本章小结
关键术语
习题
计算机练习

第9章 模型设定和数据问题的深入探讨
9.1 函数形式误设
9.2 对法观测解释变量使用代理变量
9.3 随机斜率模型
9.4 有测量误差时OLS的性质
9.5 数据缺失、非随机样本和异常观测
9.6 最小绝对离差估计
本章小结
关键术语
习题
计算机练习
第二篇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
10.1 时间序列数据的性质
10.2 时间序列回归模型的例子
10.3 经典假设下OLS的有限样本性质
10.4 函数形式、虚拟变量和指数
10.5 趋势和季节性
本章小结
关键术语
习题
计算机练习

第11章 OLS用于时间序列数据的其他问题
11.1 平稳和弱相关时间序列
11.2 OLS的渐近性质
11.3 回归分析中使用高度持续性时间序列
11.4 动态完备模型和序列相关
11.5 时间序列模型的同方差假定
本章小结
关键术语
习题
计算机练习

第12章 时间序列回归中的序列相关和异方差性
12.1 含序列相关误差时OLS的性质
12.2 序列相关的检验
12.3 回归元严格外生时序列相关的修正
12.4 差分和序列相关
12.5 在OLS后的序列相关-稳健推断
12.6 时间序列回归中的异方差性
本章小结
关键术语
习题
计算机练习
第三篇高级专题讨论

第13章 跨时横截面的混合:简单面板数据方法
13.1 跨时独立横截面的混合
132利用混合横截面做政策分析
13.3 两时期面板数据分析
13.4 用两期面板数据做政策分析
13.5 多于两期的差分法
本章小结
关键术语
习题
计算机练习

第14章 高级的面板数据方法
14.1 固定效应估计法
14.2 随机效应模型
14.3 相关随机效应方法
14.4 把面板数据方法用于其他的数据结构
本章小结
关键术语
习题
计算机练习

第15章 工具变量估计与两阶段最小二乘法
15.1 动机:简单回归模型中的遗漏变量
15.2 多元回归模型的IV估计
15.3 两阶段最小二乘
15.4 变量误差问题的IV解决方法
15.5 内生性检验与过度识别约束检验
15.6.异方差条件下的2SLS
15.7 2SLS应用于时间序列方程
15.8 2SLS应用于混合横截面和面板数据
本章小结
关键术语
习题
计算机练习

第16章 联立方程模型
16.1 联立方程模型的性质
16.2 OLS中的联立性偏误
16.3 结构方程的识别和估计
16.4 多于两个方程的系统
16.5 利用时间序列的联立方程模型
16.6 利用面板数据的联立方程模型
本章小结
关键术语
习题
计算机练习

第17章 限值因变量模型和样本选择纠正
17.1 二值响应的对数单位和概率单位模型
17.2 用于角点解响应的托宾模型
17.3 泊松回归模型
17.4 删截和断尾回归模型
17.5 样本选择纠正
本章小结
关键术语
习题
计算机练习

第18章 时间序列高级专题
18.1 限分布滞后模型
18.2 单位根检验
18.3 伪回归
18.4 协整和误差修正模型
18.5 预测
本章小结
关键术语
习题
计算机练习

第19章 一个经验项目的实施
19.1 问题的提出
19.2 文献回顾
19.3 数据的收集
19.4 计量经济分析
19.5 实证论文的写作
本章小结
关键术语
样本经验项目
期刊列表
数据资源
附录
附录2A
第2章 附录
最小化残差平方和
附录3A
第3章 附录
3A.1 对方程(3.1 3)中一阶条件的推导
3A.2 对方程(3.2 2)的推导
3A.3 对定理3.1 的证明
3A.4 一般情形中的遗漏变量偏误
3A.5 对定理3.2 的证明
3A.6 对定理3.4 的证明
附录5A
第5章 附录
附录6A
第6章 附录
自助法简介
附录13A
第13章 附录
13A.1 用一阶差分做混合OLS的假定
13A.2 计算未知形式异方差和序列相关的稳健标准误
附录14A
第14章 附录
14A.1 关于固定效应和随机效应的假定
14A.2 固定效应和随机效应的对异方差与序列相关的
稳健标准误
附录15A
第15章 附录
15A.两阶段最小二乘的假定
15A.2 假定2SLS.1 (参数的线性)
15A.3 假定2SLS.2 (随机抽样)
15A.4 假定2SLS.3 (秩条件)
15A.5 假定2SLS.4 (外生工具变量)
15A.6 定理15A.
15A.7 假定2SLS.5 (同方差性)
15A.8 定理15A.
15A.9 定理15A.
15A.1 0假定2SLS.6 (序列相关)
附录17A
第17章 附录
17A.1 含解释变量的极大似然估计
附录17B
第17章 附录
17B.1 限值因变量模型中的渐近标准误
附录A基本数学工具
A.1 求和算子与描述统计量
A.2 线性函数的性质
A.3 比例与百分数
A.4 若干特殊函数及其性质
A.5 微分学
本章小结
关键术语
习题
附录B概率论基础
B.1 随机变量及其概率分布
B.2 联合分布、条件分布与独立性
B.3 概率分布的特征
B.4 联合与条件分布的特征
B.5 正态及其有关分布
本章小结
关键术语
习题
附录C数理统计基础
C.1 总体、参数与随机抽样
C.2 估计量的有限样本性质
C.3 估计量的渐近或大样本性质
C.4 参数估计的一般方法
C.5 区间估计与置信区间
C.6 假设检验
C.7 关于符号的备注
本章小结
关键术语
习题
附录D矩阵代数概述
D.1 基本定义
D.2 矩阵运算
D.3 线性独立与矩阵的秩
D.4 二次型与正定矩阵
D.5 幂等矩阵
D.6 线性形式和二次型的微分
D.7 随机向量的矩和分布
本章小结
关键术语
习题
附录E矩阵形式的线性回归模型
E.1 模型与普通最小二乘估计
E.2 OLS的有限样本性质
E.3 统计推断
E.4 某些渐近分析
本章小结
关键术语
习题
附录F各章思考题答案
附录G统计用表
参考文献
术语表
译后记

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All items are excluding from any promotion or points events on Yamibuy.com

Return Policy

You may return product within 30 days upon receiving the product. Items returned must be new in it's original packing, including the original invoice for the purchase. Customer return product at their own expense.

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Jingdong book

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About the brand

Jingdong book