【计量经济学模型】ECONOMETRIC MODELS with MATLAB (2016)

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ECONOMETRIC MODELS with MATLAB

by Smith H.



This book focuses on in-depth treatment of the single-equation econometric models.

The most important content is as follows:

• “Parametric Regression Analysis”
• “Linear Regression”
• “Regression Using Dataset Arrays”
• “Linear Regression with Interaction Effects”
• “Interpret Linear Regression Results”
• “Linear Regression Output and Diagnostic Statistics”
• “Stepwise Regression”
• “Robust Regression — Reduce Outlier Effects”
• “Ridge Regression”
• “Lasso and Elastic Net”
• “Partial Least Squares”
• “Generalized Linear Models”
• “Lasso Regularization of Generalized Linear Models”
• “Nonlinear Regression”
• “Mixed-Effects Models”
• “Time Series Analysis Models (ARIMA, ARMAX, VAR, VARMAX, ARCH, GARCH, GJR,..”

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2016-10-30 11:01:26 上传

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关键词：Econometric 计量经济学模型 MATLAB econom Metric important content 经济学 模型

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