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Jingdong book

应用STATA学习计量经济学原理（第4版）

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Jingdong book

应用STATA学习计量经济学原理（第4版）

Name: 应用STATA学习计量经济学原理（第4版）
Brand: Jingdong book
SKU: 3110089481
Price: 36.06 USD
Availability: OutOfStock

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计量经济学应用的经典之作，本书帮助读者通过运用Stata软件提升对计量经济学的理解；通过对计量经济学的学习掌握STATA软件的应用。软件应用与计量原理相辅相成，融会贯通。

与卡特·希尔的著作《计量经济学原理（第四版）》配套阅读，效果更佳。

Content Description

《应用STATA学习计量经济学原理》是希尔等人的著作《计量经济学原理（第四版）》的配套辅导用书。本书教读者如何使用Stata11。0软件来演示《计量经济学原理》一书中的案例。书中根据知识点的难易程度，从简单线性回归模型开始，由简到难地依序介绍了多元回归模型、时间序列数据回归、面板数据模型、自回归条件异方差（ARCH）模型等计量经济学分析中常用的统计技术。本书不仅适合财经专业本科生使用，也适合财经专业和其他社会科学领域一年级研究生使用，帮助读者运用计量工具来建模、估计、推断和预测现实问题。

Author Description

[美]李·阿德金斯，

美国俄克拉荷马州立大学经济系教授。

[美]R.卡特·希尔，

路易斯安那州立大学经济学教授。《计量经济学原理（第四版）》一书作者。

译者：曹书军，

重庆大学经济与管理学院教授，重点研究计量经济学。

Comments

书中例子蛮多的，有点偏应用，很全面，适合学生从基础学起。作为计量经济学课程的辅助参考书挺好的。

——读者XTLT

Catalogue

1. Stata简介

2. 简单线性回归模型

3. 区间估计和假设检验

4. 预测、拟合优度和建模

5. 多元回归模型

6. 多元线性回归模型：更多推断

7. 使用指示变量

8. 异方差

9. 时间序列数据回归：平稳变量

10. 随机解释变量和矩估计

11. 联立方程模型

12. 时间序列数据回归：非平稳数据

13. 向量误差修正和向量自回归模型

14. 时变波动率与自回归条件异方差（ARCH）模型

15. 面板数据模型

16. 定性与受限因变量模型

附录

A. 数学基础

B. 概率论基本概念

C. 统计推断

Introduction

本书为卡特·希尔，威廉·格瑞菲斯和古伊·林姆所著《计量经济学原理》（第四版，威利出版社，2011出版，下称POE4）的配套辅导用书。本书既非教科书POE4的替代教材，也非独立的计算机软件应用手册。某种意义来讲，本书是教科书POE4的补充材料，教你如何使用STATA 11软件来演示教科书中的案例。因此，本书对学习计量经济学的学生，以及其他利用STATA做计量分析的研究人员而言，都可以作为指导用书。

在众多学术领域，STATA都是一个非常强有力的工具软件，在https://www.stata.com里，可以找到大量应用文档。另外一个多且有用网址在UCLA： https://www.ats.ucla.edu/stat/ stata/ ，后者我们更为推荐。

除了基于STATA的本书外，还有其他的类似基于EViews, Excel, Gretl和Shazam等软件包的应用手册。所有源自POE4的包括STATA在内的不同数据格式，都可从网址https://www.wiley.com/college/hill下载。

本手册以及POE4中的STATA数据文件，都可以在https://www.principlesofeconometrics .com 找到。

本书中的各章与POE4中的各章是一一对应的。因此，假如要寻求教科书上第11章案例帮助，可以直接查阅本书第11章。然而，在某章内，具体小节却并非一一呼应的。POE4的数据文件以及其他资源可见

笔者非常欢迎关于本书的批评和建议。谢谢STATA公司，尤其Bill Rising，他的众多解答提升了我们的行文与编程质量。

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