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一本高级计量经济学教材----Free now!

发布时间: 来源:人大经济论坛

I already obtained enough money for my purchase, so i free this book.

“Econometric Theory and Methods” 英文版 PDF

By Davidson and Mackinnon 4.5M

这是我在美国读博士二年级时的教材。 一年级用的是格林的书。

个人感觉在理论的解释上比格林的书要清楚。 尤其在面板数据(PANEL DATA), IV estimation 和SUR 上.(这本书的Hausman-Dubin-Wu test 解释的很清楚,通过这个TEST 你可以知道是否要用IV ESTIMATOR,fiexed effect model or random effect model, which one is better. And some more general uses.)

从下面LINK, 可以下载每章后的练习题的数据集

(I have a brief introduction of this book at the seventh floor.)

Some guys pointed out that the version of this e-book is older than the hardcopy of this book. I did not compare them carefully, however when i took the econometric class, i used this ebook instead of the hardcopy of 2004 version. So i think the difference between this e-book and hardcopy is subtle.
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