Amemiya Advanced Econometrics, Harvard Press 1985 PART I-经管之家官网！

坛友互助群

扫码加入各岗位、行业、专业交流群

这是第一部分，前100page.

建议：打印出来读，否则就是浪费。最好之前读过Woodridge‘s Cross section econometrics。

只有你读了这本书，才知道什么叫计量。绝对物超所值。

Review
The book provides an excellent overview of modern developments in such major subjects as robust inference, model selection methods, feasible generalized least squares estimation, nonlinear simultaneous systems models, discrete response analysis, and limited dependent variable models.
--Charles F. Manski, University of Wisconsin, Madison

Product Description

Advanced Econometrics is both a comprehensive text for graduate students and a reference work for econometricians. It will also be valuable to those doing statistical analysis in the other social sciences. Its main features are a thorough treatment of cross-section models, including qualitative response models, censored and truncated regression models, and Markov and duration models, as well as a rigorous presentation of large sample theory, classical least-squares and generalized least-squares theory, and nonlinear simultaneous equation models.

Although the treatment is mathematically rigorous, the author has employed the theorem-proof method with simple, intuitively accessible assumptions. This enables readers to understand the basic structure of each theorem and to generalize it for themselves depending on their needs and abilities. Many simple applications of theorems are given either in the form of examples in the text or as exercises at the end of each chapter in order to demonstrate their essential points.

扫码或添加微信号：坛友素质互助

「经管之家」APP：经管人学习、答疑、交友，就上经管之家！
免流量费下载资料----在经管之家app可以下载论坛上的所有资源，并且不额外收取下载高峰期的论坛币。
涵盖所有经管领域的优秀内容----覆盖经济、管理、金融投资、计量统计、数据分析、国贸、财会等专业的学习宝库，各类资料应有尽有。
来自五湖四海的经管达人----已经有上千万的经管人来到这里，你可以找到任何学科方向、有共同话题的朋友。
经管之家（原人大经济论坛），跨越高校的围墙，带你走进经管知识的新世界。
扫描下方二维码下载并注册APP