制作视频时没有针对特定的教材。初级部分主要以我导师撰写的Stata Lecture为基础,加上我实操的经验。高级的部分大概参考了几十本书。例如,动态面板就主要参考 Arellano, Hisao, Baltagi 的教材,结合 Stata 的 Manual,以及 Cameron 2005 和 2009 的两本书,以及 Stata Journal 和 Econometrica,Journal of Ecomometrics 等期刊上的论文。Bootstrap 和 Monte Carlo 则主要参考如下书目:
*-- MC
* Baum(2007) Monte Carlo Simulation in Stata
* Gentle(2003) Random Number Generation and Monte Carlo Methods
* Glasserman(2003) Monte Carlo Methods in Financial Engineering
* Dagpunar(2007) Simulation and Monte Carlo--With applications in finance and MCMC
* Dekking(2005) A Modern Introduction to Probability and Statistics.pdf
* Dividson and Mackinnon (2004) Econometirc Theory and Methods
* McLeish(2005) Monte carlo simulation and finance
* Murthy(2000) Monte Carlo-Basics
* Scollnik(2000) Introduction to MCMC
*-- BS
* Efron(1993,推荐) An Introduction to the Bootstrap
* Chernick(2008,推荐) Bootstrap Methods: A Practitioner's Guide
* Efron(1982) The Jackknife,the Bootstrap and Other Resampling Plans
* Davison and Hinkley() Bootstrap Methods and their Application
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