Econometrics Bruce E. Hansen University of Wisconsin 2015

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EconometricsBruce E. Hansen
University of WisconsinRevised: January 16, 2015
Copyright 2000, 2015

This is a draft of a 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.
Solutions for the exercises are NOT available.

Current Manuscript (2015)
Formatted for printing.

Screen Version (2015)
Formatted for screen reading on a Tablet.
Use two-page view on horizontal screens.

Chapter Headings:1. Introduction
2. Conditional Expectation and Projection
3. The Algebra of Least Squares
4. Least Squares Regression
5. A Introduction to Large Sample Asymptotics
6. Asymptotic Theory for Least Squares
7. Restricted Estimation
8. Hypothesis Testing
9. Regression Extensions
10. The Bootstrap
11. Nonparametric Regression
12. Series Estimation
13. Generalized Method of Moments
14. Empirical Likelihood
15. Endogeneity
16. Univariate Time Series
17. Multivariante Time Series
18. Limited Dependent Variables
19. Panel Data
20. Nonparametric Density Estimation
Appendix A: Matrix Algebra
Appendix B: Probability
Appendix C: Numerical Optimization
Bibliography

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关键词：econometrics Econometric University Universit Wisconsin University individual commercial Copyright exercises

研究生一年级理论计量讲稿

资料很好，写得精炼，主要的主题基本都涵盖了

请问有课后题的答案么，急求，谢谢！

zz909390328 发表于 2015-3-17 14:43
请问有课后题的答案么，急求，谢谢！

http://www.ssc.wisc.edu/~bhansen/710/

jngod 发表于 2015-3-18 10:44
http://www.ssc.wisc.edu/~bhansen/710/

不好意思啊，没有找到啊，只看到说没有答案

课后习题答案没有