计量经济分析(上下英文版第8版经济学经典教材高等学校经济类双语教学教材)/核心课
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作者(美)威廉·H.格林|责编:王素克
出版社中国人民大学
ISBN9787300274782
出版时间2020-01
装帧其他
开本其他
定价145元
货号30817421
上书时间2024-10-01
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目录
Preface
Part Ⅰ The Linear Regression Model
CHAPTER 1 Econometrics
1.1 Introduction
1.2 The Paradigm of Econometrics
1.3 The Practice of Econometrics
1.4 Microeconometrics and Macroeconometrics
1.5 Econometric Modeling
1.6 Plan of the Book
1.7 Preliminaries
CHAPTER 2 The Linear Regression Model
2.1 Introduction
2.2 The Linear Regression Model
2.3 Assumptions of the Linear Regression Model
2.4 Summary and Conclusions
CHAPTER 3 Least Squares Regression
3.1 Introduction
3.2 Least Squares Regression
3.3 Partitioned Regression and Partial Regression
3.4 Partial Regression and Partial Correlation Coefficients
3.5 Goodness of Fit and the Analysis of Variance
3.6 Linearly Transformed Regression
3.7 Summary and Conclusions
CHAPTER 4 Estimating the Regression Model by Least Squares
4.1 Introduction
4.2 Motivating Least Squares
4.3 Statistical Properties of the Least Squares Estimator
4.4 Asymptotic Properties of the Least Squares Estimator
4.5 Robust Estimation and Inference
4.6 Asymptotic Distribution of a Function of b: The Delta Method
4.7 Interval Estimation
4.8 Prediction and Forecasting
4.9 Data Problems
4.10 Summary and Conclusions
CHAPTER 5 Hypothesis Tests and Model Selection
5.1 Introduction
5.2 Hypothesis Testing Methodology
5.3 Three Approaches to Testing Hypotheses
5.4 Large-Sample Tests and Robust Inference
5.5 Testing Nonlinear Restrictions
5.6 Choosing between Nonnested Models
5.7 A Specification Test
5.8 Model Building-A General to Simple Strategy
5.9 Summary and Conclusions
CHAPTER 6 Functional Form, Difference in Diferences, and Structural Change
6.1 Introduction
6.2 Using Binary Variables
6.3 Difference in Differences Regression
6.4 Using Regression Kinks and Discontinuities to Analyze Social Policy
6.5 Nonlinearity in the Variables
6.6 Structural Break and Parameter Variation
6.7 Summary and Conclusions
CHAPTER 7 Nonlinear, Semiparametric, and Nonparametric Regression Models
7.1 Introduction
7.2 Nonlinear Regression Models
7.3 Median and Quantile Regression
7.4 Partially Linear Regression
……
Part Ⅱ Generalized Regression Model and Equation Systems
Part Ⅲ Estimation Methodology
Part Ⅳ Cross Sections, Panel Data, and Microeconometrics
Part Ⅴ Time Series and Macroeconometrics
References
Part Ⅵ Online Appendices*
内容摘要
本书是英文原文影印版本，分上、下两册，是计量经济学领域“圣经”般的教材。它对计量经济学领域的知识做了全面概述及整合，并且能保持及时更新，因而无论对社会学、医学、环境经济学还是政治学、经济学等领域，都能提供独特的研究视角和方法。
本书可作为社会科学领域本科高年级或研究生学习计量经济学的教材。它有两个目标：一是将学生引入应用计量经济学的殿堂，涵盖回归分析的基本方法以及在发现线性模型不充分或不适当时所使用的各种模型；二是向读者充分介绍理论背景，并让读者认识到，这里所学习的一些新模型就是我们所熟悉的某些模型在同一原理下的自然引申。
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