[经典书籍推荐]牛津-Panel Data Econometrics

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此书有多经典就不用再做说明了吧。是俄罗斯人扫描的…… 很大，有22m。

Advanced Texts in Econometrics:
Author: Manuel Arellano
Description:
This book, by one of the world's leading experts on dynamic panel data, presents a modern review of some of the main topics in panel data econometrics. The author concentrates on linear models, and emphasizes the roles of heterogeneity and dynamics in panel data modeling. The book combines methods and applications, so will appeal to both the academic and practitioner markets.
The book is divided in four parts. Part I concerns static models, and deals with the problem of unobserved heterogeneity and how the availability of panel data helps to solve it, error component models, and error in variables in panel data.

Part II looks at time series models with error components. Its chapters deal with the problem of distinguishing between unobserved heterogeneity and individual dynamics in short panels, modeling strategies of time effects, moving average models, inference from covariance structures, the specification and estimation of autoregressive models with heterogeneous intercepts, and the impact of assumptions about initial conditions and heteroskedacity on estimation.

Part III examines dynamics and predeterminedness. Its two chapters consider alternative approaches to estimation from small and large T perspectives, looking at models with both strictly exogenous and lagged dependent variables allowing for autocorrelation of unknown form, models in which the errors are mean independent of current and lagged values of certain conditioning variables but not with their future values.
Together Parts II and III provide a synthesis, and unified perspective, of a vast literature that has had a significant impact on recent econometric practice. Part IV reviews the main results in the theory of generalized method of moments estimation and optimal instrumental variables.

下载：

87911.pdf (5.52 MB, 需要: 20 个论坛币)

2007-1-29 07:10:00 上传

[推荐]Oxford series-Panel Data Econometrics
需要: 20 个论坛币  [购买]

87912.pdf (7.28 MB, 需要: 20 个论坛币)

2007-1-29 07:15:00 上传

[推荐]Oxford series-Panel Data Econometrics
需要: 20 个论坛币  [购买]

87916.pdf (4.73 MB, 需要: 20 个论坛币)

2007-1-29 07:25:00 上传

[推荐]Oxford series-Panel Data Econometrics
需要: 20 个论坛币  [购买]

87918.pdf (4.98 MB, 需要: 20 个论坛币)

2007-1-29 07:29:00 上传

[推荐]Oxford series-Panel Data Econometrics
需要: 20 个论坛币  [购买]

降价为50，以便于更多网友分享到，更多精彩资源见签名档。

[此贴子已经被作者于2008-4-28 14:51:18编辑过]

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关键词：econometrics Econometric panel data metrics Metric econometrics Data Panel 牛津

新人们自己努力吧，每天坚持到论坛看看，发点有用的资料和参与学术讨论，很快就会有钱的，

都是从新人过来的，能够理解，见谅。

[此贴子已经被作者于2007-1-29 17:22:24编辑过]

扫描的效果是差了点。

不过作者是很牛的

蓝色你可以试试打印两张看看效果如何？应该还可以。 可能是老毛子扫描时候没有加重效果。

不过要感谢老毛子的贡献了，老毛子甚至还扫描清华出的影印书呢，可能是咱们卖得便宜吧，呵呵。

可能使用了gray底面效果，所以就特别大，显得我们也看不清楚。

可能吧，我没有打印，我见过纸板的书。

做动态panel的应该看看它。

是一本经典的书。

大家应该好好看看。

[此贴子已经被作者于2007-4-17 10:52:12编辑过]

哎 ~ 好贵 ~ 我得多发言一下才好~

以下是引用wumaths在2007-1-29 7:19:00的发言：

此书有多经典就不用再做说明了吧。是俄罗斯人扫描的…… 很大，有22m。

Advanced Texts in Econometrics:
Author: Manuel Arellano
Description:
This book, by one of the world's leading experts on dynamic panel data, presents a modern review of some of the main topics in panel data econometrics. The author concentrates on linear models, and emphasizes the roles of heterogeneity and dynamics in panel data modeling. The book combines methods and applications, so will appeal to both the academic and practitioner markets.
The book is divided in four parts. Part I concerns static models, and deals with the problem of unobserved heterogeneity and how the availability of panel data helps to solve it, error component models, and error in variables in panel data.

Part II looks at time series models with error components. Its chapters deal with the problem of distinguishing between unobserved heterogeneity and individual dynamics in short panels, modeling strategies of time effects, moving average models, inference from covariance structures, the specification and estimation of autoregressive models with heterogeneous intercepts, and the impact of assumptions about initial conditions and heteroskedacity on estimation.

Part III examines dynamics and predeterminedness. Its two chapters consider alternative approaches to estimation from small and large T perspectives, looking at models with both strictly exogenous and lagged dependent variables allowing for autocorrelation of unknown form, models in which the errors are mean independent of current and lagged values of certain conditioning variables but not with their future values.
Together Parts II and III provide a synthesis, and unified perspective, of a vast literature that has had a significant impact on recent econometric practice. Part IV reviews the main results in the theory of generalized method of moments estimation and optimal instrumental variables.

下载：

新人下载见2楼方式

好贵，还是买了，哈哈。

lz还有什么好书吗？都放上来吧

你好像懂俄文啊，

[em02]

太好了，找了很久

不是又涨价了吧！！！！！！！！！！