感谢坛友们长期以来对五区计量经济学与统计论坛的长期支持,从本期开始,本版将与三区经济学论坛开展版块互荐栏目。众所周知,无论计量经济学还是统计学都是作为一门工具应用于经济、社会等各个领域。因此,许多版块之间不可避免的会存在交叉。而本期推荐版块—经济金融数学专区。
楼主这学期旁听的有一门课程是随机过程,老师供职于经济数学学院,发现数学学好是十分有必要的,这对于我们以后无论从事经济领域的哪个方面都有很大的帮助。闲话不多说,下面和大家推荐与我们计量经济学与统计版块相关较高的部分资源供大家分享。
说明:当你学习数理统计的时候,是否为满天飞的各种统计分布搞得晕头转向?有没有想过,可以用一张框架图,把所有常见分布按照逻辑关系进行归纳?Lawrence M. Leemis的这篇经典文献帮你做到了这点。有了这张地图,你以后再也不会在统计分布中头晕了。
2、Data Analysis: Statistical and Computational Methods说明:The fourth editionof this successful textbook presents a comprehensive introduction tostatistical and numerical methods for the evaluation of empirical andexperimental data.
3、《概率论及其应用》(第1、2卷)---中文版 (美)William Feller著说明:一部十分经典的概率论教材,原版已重印了44次,至今畅销不衰。内容涵盖了从入门到高级的各个层面,并配有丰富的例子和大量的习题,涉及物理学、生物学、化学、遗传学、博弈论、经济学等多方面的应用,极具启发性。
4、Understanding Advanced Statistical Methods说明:These advanced coursesinclude difficult topics such as regression, forecasting, structural equations,survival analysis, and categorical data, often analyzed using sophisticatedlikelihood-based and even Bayesian methods.
5、Understanding The New Statistics: Effect Sizes,Confidence Intervals, and Meta
说明:This is the firstbook to introduce the new statistics - effect sizes, confidence intervals, andmeta-analysis - in an accessible way.
6、Introduction to Probability Models说明:This book introduces elementary probability theory andstochastic processes, and shows how probability theory can be applied fieldssuch as engineering, computer science, management science, the physical andsocial sciences, and operations research.
7、Statistics for Business and Economics 8th ed说明:Statistics for Business and Economics enables readers toconduct serious analysis of applied problems rather than running simple“canned” applications. This text is also at a mathematically higher level thanmost business statistics texts and provides readers with the knowledge they needto become stronger analysts for future managerial positions.
8、Robust Nonparametric Statistical Methods, SecondEdition说明:Robust Nonparametric Statistical Methods, Second Editioncovers univariate tests and estimates with extensions to linear models,multivariate models, times series models, experimental designs, and mixedmodels. It follows the approach of the first edition by developing rank-basedmethods from the unifying theme of geometry. This edition, however, includesmore models and methods and significantly extends the possible analyses basedon ranks.
9、马尔科夫过程Markov Decision Processes(MDP)-Book + Notes +Practice&Solution说明:随机过程在计量经济学中应用近些年来越发广泛,楼主发表的一篇关于非线性时间序列的论文中用到了这些理论。
10、Multivariate Data Analysis (7th edition)说明:Hair et. al provides an applications-orientedintroduction to multivariate analysis for the non-statistician. By reducingheavy statistical research into fundamental concepts, the text explains tostudents how to understand and make use of the results of specific statisticaltechniques.
11、Linear and Nonlinear Optimization, 2nd edition ByIgor Griva说明:This book provides an introduction to the applications,theory, and algorithms of linear and nonlinear optimization. The emphasis is onpractical aspects - discussing modern algorithms, as well as the influence oftheory on the interpretation of solutions or on the design of software.
12、Quantile Regression: Theory and Applications说明:A guide to the implementation and interpretation ofQuantile Regression models This book explores the theory and numerousapplications of quantile regression, offering empirical data analysis as wellas the software tools to implement the methods.
13、经济理论和计量经济学的数学分析导论说明:The objective of this book is to provide a simpleintroduction to mathematical analysis with applications in economic theory andeconometrics.
14、Linear and Nonlinear Programming说明:This book is designed for either self-study byprofessionals or classroom work at the undergraduate or graduate level fortechnical students. Like the field of optimization itself, which involves manyclassical disciplines, the book should be useful to system analysts, operationsresearchers, numerical analysts, management scientists, and other specialists.
这次和大家暂时分享这些书籍,以后会不定期的进行更新。