by: Juan M Rodriguez Poo,January 17 2003
计量经济学的基础教材,介绍了一些基本模型(包括一元回归模型、多元回归模型、一元时间序列模型、最优化算法在经济学中的应用等,详见目录)
目录:
Univeriate Linear Regression Models
Multivariate Linear Regression Models
Demenssion Reduction and its Application
Univeriate Time Series Modelling
Multiplicative SARIMA Models
AutoRegressive Conditional Heteroscedatic Models
Numberic Optimization Methods in Econometrics