Fumio Hayashi之计量经济学的相关答案以及数据

相似文件 换一批

是 否 +2 论坛币

k人 参与回答

经管之家送您一份

应届毕业生专属福利!

求职就业群

赵安豆老师微信：zhaoandou666

经管之家联合CDA

送您一个全额奖学金名额~ !

立即领取

感谢您参与论坛问题回答

经管之家送您两个论坛币！

+2 论坛币

Econometrics  Fumio Hayashi，先传一个简历和hayashi 的照片以及全书的第一章，作为简单的计量综述已经足以！希望大家能喜欢！我会陆续上传数据以及习题答案
16553.rar (454.56 KB, 需要: 5 个论坛币) 本附件包括：

• hayashi简历.pdf
• Fumio Hayashi--- Econometrics.pdf
• Fumio Hayashi.jpg

2005-6-7 17:16:00 上传

Fumio Hayashi之计量经济学的相关答案以及数据
需要: 5 个论坛币  [购买]

扫码加我 拉你入群

请注明：姓名-公司-职位

以便审核进群资格，未注明则拒绝

分享0 收藏10 回帖

关键词：Hayashi 计量经济学 Fumio 以及数据 计量经济 经济学 照片 简历

第一章的目录：

1 Finite-Sample Properties of OLS 3 1.1 The Classical Linear Regression Model 3 The Linearity Assumption 4 Matrix Notation 6 The Strict Exogeneity Assumption 7 Implications of Strict Exogeneity 8 Strict Exogeneity in Time-Series Models 9 Other Assumptions of the Model 10 The Classical Regression Model for Random Samples 12 "Fixed" Regressors 13 1.2 The Algebra of Least Squares 15 OLS Minimizes the Sum of Squared Residuals 15 Normal Equations 16 Two Expressions for the OLS Estimator 18 More Concepts and Algebra 18 Influential Analysis (optional) 21 A Note on the Computation of OLS Estimates 23 1.3 Finite-Sample Properties of OLS 27 Finite-Sample Distribution of b 27 Finite-Sample Properties of s² 30 Estimate of Var(b | X) 31 1.4 Hypothesis Testing under Normality 33 Normally Distributed Error Terms 33 Testing Hypotheses about Individual Regression Coefficients 35 Decision Rule for the t-Test 37 Confidence Interval 38 p-Value 38 Linear Hypotheses 39 The F-Test 40 A More Convenient Expression for F 42 t versus F 43 An Example of a Test Statistic Whose Distribution Depends on X 45 1.5 Relation to Maximum Likelihood 47 The Maximum Likelihood Principle 47 Conditional versus Unconditional Likelihood 47 The Log Likelihood for the Regression Model 48 ML via Concentrated Likelihood 48 Cramer-Rao Bound for the Classical Regression Model 49 The F-Test as a Likelihood Ratio Test 52 Quasi-Maximum Likelihood 53 1.6 Generalized Least Squares (GLS) 54 Consequence of Relaxing Assumption 1.4 55 Efficient Estimation with Known V 55 A Special Case: Weighted Least Squares (WLS) 58 Limiting Nature of GLS 58 1.7 Application: Returns to Scale in Electricity Supply 60 The Electricity Supply Industry 60 The Data 60 Why Do We Need Econometrics? 61 The Cobb-Douglas Technology 62 How Do We Know Things Are Cobb-Douglas? 63 Are the OLS Assumptions Satisfied? 64 Restricted Least Squares 65 Testing the Homogeneity of the Cost Function 65 Detour: A Cautionary Note on R² 67 Testing Constant Returns to Scale 67 Importance of Plotting Residuals 68 Subsequent Developments 68 Problem Set 71 Answers to Selected Questions 84

[em07]

Answers to Selected Review Questions in Econometrics，详细答案，真的十分之爽啊！不下是你的重大决策失误啊！

16557.rar (542.11 KB, 需要: 15 个论坛币)

2005-6-7 18:06:00 上传

Fumio Hayashi之计量经济学的相关答案以及数据
需要: 15 个论坛币  [购买]

我一向定价十分低，主要考虑到许多和我一样穷困的兄弟啊！要钱希望大家体谅一下，不得已而为止啊[em04][em04]

有没有书啊

这个都是从Fumio Hayashi网站COPY来的吧，书的第一章出版社也可免费下啊！

http://www.e.u-tokyo.ac.jp/~hayashi/

Links related to Hayashi Econometrics

http://www.e.u-tokyo.ac.jp/~hayashi/hayashi_econometrics.htm

Hayashi Econometrics

---

Publisher's homepage of Econometrics (You can download Preface, Table of Contents, and Chapter 1 from there.)

Datasets for Econometrics

Marc Nerlove, "Returns to Scale in Electricity Supply" (the paper covered in Section 1.7 of Econometrics) -- Here is a scanned file in 7 installments (made available here with a full blessing of Marc Nerlove): pp. 167-71 (about 1.37Mb) pp. 172-76 (about 1.46Mb) pp. 177-81 (about 1.42Mb) pp. 182-86 (about 1.40Mb) pp. 187-91 (about 1.46Mb) pp. 192-96 (about 1.10Mb) pp. 197-98 (about 0.56Mb)

Answers to Selected Review Questions in Econometrics

Answers to Analytical Exercises (Chapters 1-9)

Known typos and errors (last update: September 14, 2004).

Section 1.5 on Maximum Likelihood has been revised! (November 4, 2003)

FAQs (last update: September 22, 2004)

RATS programs for all the empirical and Monte-Carlo exercises (provided by Estima).

强烈的要求将书及资料上传!!

to midi51 老大：

本人没有什么钱，上传点东西补充开销啊，也算是自我造血吧，希望大家体谅一下，当你们下得爽的时候会不会有看见需要的东西而不能下的尴尬呢？ 相互支持吧！

本人现在正在看这本书，不过电子版的目前没有，这是我花时间download下来的，后面的习题是第一章到第九章的，还有其他的一些东东，本人也是手头拮据，收点辛苦费，花点钱节约时间，愿意下的就下，不愿意下也就算了，不用多说什么！多说无益！！！！

16730.rar (10.08 MB, 需要: 10 个论坛币) 本附件包括：

• Nerlove1pp167-71.pdf
• Nerlove2pp172-76.pdf
• Nerlove3pp177-81.pdf
• Nerlove5pp187-91.pdf
• Nerlove6pp192-96.pdf
• Nerlove7pp197-98.pdf
• 错误纠正.pdf
• Section 1.5 on Maximum Likelihood has been revised! (November 4, 2003).pdf
• Answers to Selected Review Questions in Econometrics.rar
• Fumio Hayashi.jpg
• Fumio Hayashi--- Econometrics.pdf
• hayashi简历.pdf

2005-6-8 23:58:00 上传

Fumio Hayashi之计量经济学的相关答案以及数据
需要: 10 个论坛币  [购买]

[em03]

上海财大已经有中文版的了