Prof. Baum 是<<An Introduction to Modern Econometrics Using Stata>>一书的作者,也是stata杂志的主编之一,主要研究应用计量经济学和财政政策。
他的讲义是我学习Green计量的主要参考资料,没有办法,缺钱.....所以小小要了点费用.
讲义涵盖的内容
OLS,
property of OLS and (instrumental variable) estimator
Statistical inference
GLS Hetero Serial correlation
Simulation and bootstrap
Maximum Likelihood Estimation
The seemingly unrelated regression estimator, Fixed effect, and Random effect
Limited dependent variable models
Sample notes