This text prepares first-year graduate students and advanced undergraduates for empirical research in economics, and also equips them for specialization in econometric theory, business, and sociology.
A Course in Econometrics is likely to be the text most thoroughly attuned to the needs of your students. Derived from the course taught by Arthur S. Goldberger at the University of Wisconsin-Madison and at Stanford University, it is specifically designed for use over two semesters, offers students the most thorough grounding in introductory statistical inference, and offers a substantial amount of interpretive material. The text brims with insights, strikes a balance between rigor and intuition, and provokes students to form their own critical opinions.
A Course in Econometrics thoroughly covers the fundamentals—classical regression and simultaneous equations—and offers clear and logical explorations of asymptotic theory and nonlinear regression. To accommodate students with various levels of preparation, the text opens with a thorough review of statistical concepts and methods, then proceeds to the regression model and its variants. Bold subheadings introduce and highlight key concepts throughout each chapter.
Each chapter concludes with a set of exercises specifically designed to reinforce and extend the material covered. Many of the exercises include real micro-data analyses, and all are ideally suited to use as homework and test questions.
Ensure students grasp the relevance of econometrics with Introduction to Econometrics -- the text that connects modern theory and practice with motivating, engaging applications.
From Dornbusch to Murphy: Stylized Monetary Dynamics of a Contemporary Macroeconometric Model
Cross-correlated Random Regression Coefficients: A Refinement and Some Supporting Evidence
Delusions of Dominance: A Critique of the Theory of Large-scale Industrial Dominance and of the Pretence of Government to "restructure"...
For courses in Applied Econometrics, Political Methodology, and Sociological Methods or a one-year graduate course in Econometrics for social scientists. This text introduces applied econometrics, and presents the theoretical background.
Indispensable à tous les étudiants en économétrie, quel que soit leur niveau, l'ouvrage de William Greene est La référence en la matière.
本教材是专为本科高年级和研究生低年级学生学习经济计量学所设计的一本初中级教材。该书列入“当代经济学系列丛书.当代经济学教学参考书系”, ...
MBA 专业精品教材。
本书内容包括:计量经济学导论,简单线性回归模型,区间估计和假设检验,多元回归模型,异方差等.
This book provides an introduction to the field of microeconometrics through the use of R. The focus is on applying current learning from the field to real world problems.