[下载]硕士学位论文农村居民食物消费结构变动及其对粮食需求影响的实证分析 [推广有奖]

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hanszhu 发表于 2006-4-26 21:49:00

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[经典] Fumio Hayashi - Econometrics

[此贴子已经被作者于2006-4-26 22:40:39编辑过]

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hanszhu 发表于 2006-4-26 21:49:00

[下载]古扎拉蒂 Basic Econometrics （英文第4版）

263楼

hanszhu 发表于 2006-4-26 21:53:00

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Bayesian Models for Categorical Data
Peter Congdon

chapter1 Principles of Baysian Inference
chapter2 Model Comparison and choice
chapter3 Regression for Metric Outcomes
chapter4 Models for Binary and Count Outcomes
chapter5 Further Questions in Binomial and Count Regression
chapter6 Random Effect and Latent Variable Models for Multicategory outcomes
chapter7 Ordinal regression
chapter8 Discrete Spatial Data
chapter9 Time Series Models for Discrete Variables
chapter10 Hierarchical and Panel Data Models
chapter11 Missing Data Models
chapter12 Index

The use of Bayesian methods for the analysis of data has grown substantially in areas as diverse as applied statistics, psychology, economics and medical science. Bayesian Methods for Categorical Data sets out to demystify modern Bayesian methods, makingthem accessible to students and researchers alike. Emphasizing the use of statistical computing and applied data analysis, this book provides a comprehensive introduction to Bayesian methods of categorical outcomes. * Reviews recent Bayesian methodologyThe use of Bayesian methods for the analysis of data has grown substantially in areas as diverse as applied statistics, psychology, economics and medical science. Bayesian Methods for Categorical Data sets out to demystify modern Bayesian methods, makingthem accessible to students and researchers alike. Emphasizing the use of statistical computing and applied data analysis, this book provides a comprehensive introduction to Bayesian methods of categorical outcomes. * Reviews recent Bayesian methodology

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264楼

hanszhu 发表于 2006-4-26 22:03:00

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协整分析（cointegration）的一本好书

[此贴子已经被作者于2006-4-26 22:04:20编辑过]

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hanszhu 发表于 2006-4-26 22:08:00

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J. M. Wooldridge:Econometric Analysis of Cross Section and Panel Data

J. M. Wooldridge:Ec.... Panel Data[长]

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hanszhu 发表于 2006-4-26 22:18:00

[下载]Peter Jaeckel: Monte Carlo Methods in Finance

Monte Carlo Methods in Finance (Hardcover) by Peter Jaeckel

Editorial Reviews

Book Description An invaluable resource for quantitative analysts who need to run models that assist in option pricing and risk management. This concise, practical hands on guide to Monte Carlo simulation introduces standard and advanced methods to the increasing complexity of derivatives portfolios. Ranging from pricing more complex derivatives, such as American and Asian options, to measuring Value at Risk, or modelling complex market dynamics, simulation is the only method general enough to capture the complexity and Monte Carlo simulation is the best pricing and risk management method available.
The book is packed with numerous examples using real world data and is supplied with a CD to aid in the use of the examples.
Book Info This text adopts a practical flavor throughout, the emphasis being on financial modeling and derivatives pricing. Provides a detailed explanation of the theoretical foundations of the various methods and algorithms presented.