[payto](seller)jngod7105@yahoo.com.cn(/seller)(subject)台湾李庆男先生在交大的计量讲义(/subject)(body)
台湾李庆男先生在交大的计量讲义,涵盖必要的数学基础、基础回归、时间序列、panal data等内容,相当全面,适合从初级到中级的读者参考
Index:
Ch. 1 Matrix Algebra
Ch. 2 Probability Theory
Ch. 3 Estimation
Ch. 4 Asymptotic Theory
Ch. 5 Hypothesis Testing
Ch. 6 The Linear Model Under Ideal Conditions
Ch. 7 Violations of the Ideal Conditions
Ch. 8 Nonspherical Disturbance
Ch. 9 Heteroscedasticity
Ch. 10 Autocorrelated Disturbances
Ch. 11 Panel Data Model
Ch. 12 Stochastic Process
Ch. 13 Di_erence Equations
Ch. 14 Stationary ARMA Process
Ch. 15 Forecasting
Ch. 16 Stochastic Model Building
Ch. 17 Maximum Likelihood Estimation
Ch. 18 Vector Time Series
Ch. 19 Models of Nonstationary Time Series
Ch. 20 Processes with Deterministic Trends
Ch. 21 Univariate Unit Root Process
Ch. 22 Unit Root in Vector Time Series
Ch. 23 Cointegration
Ch. 24 Johansen’s MLE for Cointegration
Testing for a Fractional Unit Root in Time Series Regression
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