香港大学计量经济理论Econometric Theory I 讲义

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香港大学研究生计量经济理论课程，附数据 计量经济理论.zip (4.76 MB, 需要: 20 个论坛币)

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This course is designed for first-year Economics Ph.D. students, and can be used, as one of the core courses, to satisfy the graduation requirements of the MEcon Programme. Students are expected to be proficient in calculus, matrix algebra, and econometrics at the undergraduate level (i.e., ECON0701/ECON2280). The basic methods of modern econometrics, e.g., least squares estimation, maximum likelihood method and generalized method of moments, are covered. Linear models, e.g., linear regression and linear endogenous models are emphasized, but nonlinear models, e.g., nonlinear regression and nonlinear endogenous models

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