计量经济学
2005-6
世界图书出版公司
B.H.Baltagi
本书是一部阐述计量经济学基本方法和基本假定的教科书，其中也包括时序、有界相关变量、数据模型、高斯-牛顿回归和回归诊断等前沿课题。各章有帮助理解书中所述内容的理论分析题。
Praface Table of ContentsPart Ⅰ 1 What is Econometrics?1.1 Introduction1.2 A Brief History1.3 Critiques of Econometrics1.4 Looking AheadNotesReferences 2 Basic Statistical Concepts 2.1 Introduction 2.2 Methods of Estimation 2.3 Properties of Estimators 2.4 Hypothesis Testing 2.5 Confidence Intervals 2.6 Descriptive Statistics Notes Problems References Appendix 3 Simple Linear Regression 3.1 Introduction 3.2 Least Squares Estimation and the Classical Assumptions 3.3 Statistical Properties of Least Squares 3.4 Estimation of 3.5 Maximum Likelihood Estimation 3.6 A Measure of Fit 3.7 Prediction 3.8 Residual Analysis 3.9 Numerical Example 3.10 Empirical Example Problems References Appendix 4 Multiple Regression Anlaysis 5 Violations of the Classical Assumptions 6 Distributed Lags and Dynamic ModelsPartⅡ 7 The Genera Model :The Basics 8 Regression Diagnostics and Specification Tests 9 Generalized Least Squares 10 Seemingly Unrelated Regressions 11 Simultaneous Equations Model 12 Pooling Time-Series of Cross-Section Data 13 Limited Depenfdent Variables 14 Time-Series AnalysisAppendixList of FiguresList of TablesIndex
本书是一部阐述计量经济学基本方法和基本假定的教科书，其中也包括时序、有界相关变量、数据模型、高斯-牛顿回归和回归诊断等前沿课题。各章有帮助理解书中所述内容的理论分析题。
