[分享]Bruce E. Hansen 《Econometrics》

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Econometrics

Bruce E. Hansen
University of Wisconsin

Revised: January 17, 2008
Copyright 2000, 2008

This is a draft of an incomplete first-year Ph.D. econometrics textbook.
This manuscript may be printed and reproduced for individual or instructional use, but may not be printed for commercial purposes.
Comments are welcome.

Chapter Headings:
1. Introduction
2. Regression and Projection
3. Least Squares Estimation
4. Inference
5. Additional Regression Topics
6. The Bootstrap
7. Generalized Method of Moments
8. Empirical Likelihood
9. Endogeneity
10. Univariate Time Series
11. Multivariante Time Series
12. Limited Dependent Variables
13. Panel Data
14. Nonparametrics
Appendix A: Matrix Algebra
Appendix B: Probability Theory
Appendix C: Asymptotic Theory
Appendix D: Maximum Likelihood
Appendix E: Numerical Optimization
Bibliography

226400.pdf (1.29 MB)

2008-7-11 16:20:00 上传

[分享]Bruce E. Hansen 《Econometrics》

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关键词：econometrics Econometric metrics econom Metric 分享 econometrics Hansen Bruce

看了一下，此书讲得太简略/

这本书比咋的~~