Introduction to Econometrics, 5/e (Asia Edition)(Paperback)
暫譯: 計量經濟學導論,第5版(亞洲版)(平裝本)

R. Carter Hill , William E. Griffiths , Guay C. Lim

  • 出版商: Wiley
  • 出版日期: 2018-02-01
  • 定價: $1,580
  • 售價: 9.8$1,548
  • 語言: 英文
  • 頁數: 904
  • ISBN: 1119923751
  • ISBN-13: 9781119923756
  • 相關分類: 經濟學 Economy
  • 下單後立即進貨 (約5~7天)

相關主題

商品描述

本書序言

New to this Edition:
●An in-depth discussion of data types, along with tips on writing econometrics research papers that will help students develop ideas as
the course develops
●A new section on large sample tests, including an explanation of the use of control variables and the difference between causal and predictive models
●An extensive section on treatment effects and causal modeling in Rubin’s potential outcomes framework

本書特色

●Complete solutions manual for professors is available online in both Microsoft Word and PDF formats
●New examples and exercises use real data to make the material more relevant
●Chapters are focused on core material and exercises, while more advanced content is presented in the appendices
●Between 25 and 30 new exercises have been added to each chapter to help students apply what they’ve learned
●Reorganization of chapters follows a natural progression that is conducive to undergraduate and graduate-level instruction

商品描述(中文翻譯)

本書序言

本版新增內容:
● 深入討論資料型別,並提供撰寫計量經濟學研究論文的技巧,幫助學生在課程進行中發展想法
● 新增有關大樣本檢定的部分,包括控制變數的使用說明,以及因果模型與預測模型之間的差異
● 擴展有關處理效果和在 Rubin 的潛在結果框架中的因果建模的部分

本書特色

● 教授專用的完整解答手冊可在線上獲得,格式包括 Microsoft Word 和 PDF
● 新增的範例和練習使用真實數據,使材料更具相關性
● 各章節專注於核心材料和練習,而更高級的內容則在附錄中呈現
● 每章新增 25 到 30 個練習題,幫助學生應用所學知識
● 章節的重組遵循自然的進展,適合本科生和研究生的教學需求

目錄大綱

1 An Introduction to Econometrics
2 The Simple Linear Regression Model
3 Interval Estimation and Hypothesis Testing
4 Prediction, Goodness-of-Fit, and Modeling Issues
5 The Multiple Regression Model
6 Further Inference in the Multiple Regression Model
7 Using Indicator Variables
8 Heteroskedasticity
9 Regression with Time-Series Data: Stationary Variables
10 Endogenous Regressors and Moment-Based Estimation
11 Simultaneous Equations Models
12 Regression with Time-Series Data: Nonstationary Variables
13 Vector Error Correction and Vector Autoregressive Models
14 Time-Varying Volatility and ARCH Models
15 Panel Data Models
16 Qualitative and Limited Dependent Variable Models
APPENDIX A Mathematical Tools
APPENDIX B Probability Concepts
APPENDIX C Review of Statistical Inference
APPENDIX D Statistical Tables

目錄大綱(中文翻譯)

1 An Introduction to Econometrics

2 The Simple Linear Regression Model

3 Interval Estimation and Hypothesis Testing

4 Prediction, Goodness-of-Fit, and Modeling Issues

5 The Multiple Regression Model

6 Further Inference in the Multiple Regression Model

7 Using Indicator Variables

8 Heteroskedasticity

9 Regression with Time-Series Data: Stationary Variables

10 Endogenous Regressors and Moment-Based Estimation

11 Simultaneous Equations Models

12 Regression with Time-Series Data: Nonstationary Variables

13 Vector Error Correction and Vector Autoregressive Models

14 Time-Varying Volatility and ARCH Models

15 Panel Data Models

16 Qualitative and Limited Dependent Variable Models

APPENDIX A Mathematical Tools

APPENDIX B Probability Concepts

APPENDIX C Review of Statistical Inference

APPENDIX D Statistical Tables