Lecture Notes on Graduate Level Econometrics

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内容非常全的计量经济学lecture notes，graduate level，一共414页。

下面是简单的目录：

• Economic and econometric models
• Ordinary Least Squares
• Maximum likelihood estimation
• Asymptotic properties of the least squares estimator
• Restrictions and hypothesis tests
• Generalized least squares
• Stochastic regressors
• Data problems
• 1.Collinearity
• 2.Measurement error
• 3.Missing observations
• Functional form and nonnested tests
• Exogeneity and simultaneity
• Limited dependent variables
• Models for time series data
• Asymptotic properties of extremum estimators
• Numeric optimization methods
• Generalized method of moments (GMM)
• Quasi-ML
• Nonlinear least squares (NLS)
• Nonparametric inference
• Simulation-based estimation

201562.pdf (1.43 MB, 需要: 10 个论坛币)

2008-3-28 15:28:00 上传

Lecture Notes on Graduate Level Econometrics
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关键词：econometrics Econometric Graduate metrics Lecture econometrics Level notes Graduate Lecture

Graduate Econometrics Lecture Notes
Michael Creel􀀀
Version 0.4, 06 Nov. 2002, copyright (C) 2002 by Michael Creel
414pages， pdf

目录很长，没贴上来。

楼主设置出售贴没搞好，应该先上传，再定价。

内容非常全的计量经济学lecture notes，graduate level，一共414页。

下面是简单的目录：

Economic and econometric models
Ordinary Least Squares
Maximum likelihood estimation
Asymptotic properties of the least squares estimator
Restrictions and hypothesis tests
Generalized least squares
Stochastic regressors
Data problems
1.Collinearity
2.Measurement error
3.Missing observations
Functional form and nonnested tests
Exogeneity and simultaneity
Limited dependent variables
Models for time series data
Asymptotic properties of extremum estimators
Numeric optimization methods
Generalized method of moments (GMM)
Quasi-ML
Nonlinear least squares (NLS)
Nonparametric inference
Simulation-based estimation