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KINH TẾ LƯỢNG TOÀN TẬP
Handbook of Applied Econometrics and Statistical Inference
edited by Aman Ullah, Alan T.K. Wan, Anoop Chaturvedi
CRC | ISBN: 0824706528 | 2002 | PDF | 718 pages | 3.0 MB
Summarizing developments and techniques in the field, this reference covers sample surveys, nonparametric analysis, hypothesis testing, time series analysis, Bayesian inference, and distribution theory for applications in statistics, economics, medicine, biology, engineering, sociology, psychology, and information technology. It supplies a geometric proof of an extended Gauss-Markov theorem, approaches for the design and implementation of sample surveys, advances in the theory of Neyman's smooth test, and methods for pre-test and biased estimation. It includes discussions ofsample size requirements for estimation in SUR models, innovative developments in nonparametric models, and more.
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Basic Econometrics by Damodar N Gujarati
McGraw-Hill/Irwin; 4 edition (March 18, 2002) | ISBN 0072478527 | PDF |1002 pages
Gujarati's Basic Econometrics provides an elementary but comprehensive introduction to econometrics without resorting to matrix algebra, calculus, or statistics beyond the elementary level. Because of the way the book is organized, it may be used at a variety of levels of rigor. For example, if matrix algebra is used, theoretical exercises may be omitted. A CD of data sets is provided with the text.
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Intro to the Math. and Stat. Foundations of Econometrics
| An internal use only paper | PDF | 434 pages
by Herman J. Bierens
Pennsylvania State University, USD
and Tilburg University, the Netherlands
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Marno Verbeek “A Guide to Modern Econometrics"
Wiley | 2004-06-14 | ISBN: 0470857730 | 446 pages | PDF | 2,5 MB
This revised and updated edition of A Guide to Modern Econometrics continues to explore a wide range of topics in modern econometrics by focusing on what is important for doing and understanding empirical work. It serves as a guide to alternative techniques with the emphasis on the intuition behind the approaches and their practical relevance.
New material includes Monte Carlo studies, weak instruments, nonstationary panels, count data, duration models and the estimation of treatment effects.
Features of this book include:
- Coverage of a wide range of topics, including time series analysis, cointegration, limited dependent variables, panel data analysis and the generalized method of moments
- Empirical examples drawn from a wide variety of fields including labour economics, finance, international economics, environmental economics and macroeconomics
- End-of-chapter exercises review key concepts in light of empirical examples
- A supplementary website, featuring additional materials including data sets for illustrations and exercises, can be found at www.wileyeurope.com/go/verbeek2ed
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Introduction to Econometrics by Christopher Dougherty
Publisher: Oxford University | Press, USA | Number Of Pages: 480 |Publication Date: 2007-03-30 | ISBN-10 / ASIN: 0199280967 | PDF + CD | 38 Mb
Introduction to Econometrics provides an introduction to econometrics using analytical and intuitive methods of the classical linear regression model. Mathematical notation is kept simple and step-by-step explanations of mathematical proofs are provided to facilitate learning. The text also provided to facilitate learning. The text also contains a large number of practical exercises, enabling students to practice what they have learned.
This new edition has been substantially updated and revised with the inclusion of new material on specification tests, binary choice models, tobit analysis, sample selection bias, nonstationary time series, and unit root tests and basic cointegration. The new edition is also accompanied by a website with Powerpoint slideshows giving a parallel graphical treatment of topics treated in the book, cross-section and time series data sets, manuals for practical exercises, and lecture note extending the text.
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Econometrics
By Fumio Hayashi | PDF | 690 pages | Princeton University Press (December 15, 2000) | ISBN-10: 0691010188 | ISBN-13: 978-0691010182
Review
Dale Jorgensen, Harvard University : Students of econometrics and their teachers will find this book to be the best introduction to the subject at the graduate and advanced undergraduate level. Starting with least squares regression, Hayashi provides an elegant exposition of all the standard topics of econometrics, including a detailed discussion of stationary and non-stationary time series. The particular strength of the book is the excellent balance between econometric theory and its applications, using GMM as an organizing principle throughout. Each chapter includes a detailed empirical example taken from classic and current applications of econometrics.Jerry A. Hausman, Massachusetts Institute of Technology : Econometrics will be a very useful book for intermediate and advanced graduate courses. It covers the topics with an easy to understand approach while at the same time offering a rigorous analysis. The computer programming tips and problems should also be useful to students. I highly recommend this book for an up-to-date coverage and thoughtful discussion of topics in the methodology and application of econometrics.Mark W. Watson, Princeton University : Econometrics covers both modern and classic topics without shifting gears. The coverage is quite advanced yet the presentation is simple. Hayashi brings students to the frontier of applied econometric practice through a careful and efficient discussion of modern economic theory. The empirical exercises are very useful. . . . The projects are carefully crafted and have been thoroughly debugged.Product DescriptionJames H. Stock, John F. Kennedy School of Government, Harvard University : Econometrics strikes a good balance between technical rigor and clear exposition. . . . The use of empirical examples is well done throughout. I very much like the use of old 'classic' examples. It gives students a sense of history--and shows that great empirical econometrics is a matter of having important ideas and good data, not just fancy new methods. . . . The style is just great, informal and engaging.
Hayashi's Econometrics promises to be the next great synthesis of modern econometrics. It introduces first year Ph.D. students to standard graduate econometrics material from a modern perspective. It covers all the standard material necessary for understanding the principal techniques of econometrics from ordinary least squares through cointegration. The book is also distinctive in developing both time-series and cross-section analysis fully, giving the reader a unified framework for understanding and integrating results.
Econometrics has many useful features and covers all the important topics in econometrics in a succinct manner. All the estimation techniques that could possibly be taught in a first-year graduate course, except maximum likelihood, are treated as special cases of GMM (generalized methods of moments). Maximum likelihood estimators for a variety of models (such as probit and tobit) are collected in a separate chapter. This arrangement enables students to learn various estimation techniques in an efficient manner. Eight of the ten chapters include a serious empirical application drawn from labor economics, industrial organization, domestic and international finance, and macroeconomics. These empirical exercises at the end of each chapter provide students a hands-on experience applying the techniques covered in the chapter. The exposition is rigorous yet accessible to students who have a working knowledge of very basic linear algebra and probability theory. All the results are stated as propositions, so that students can see the points of the discussion and also the conditions under which those results hold. Most propositions are proved in the text.
For those who intend to write a thesis on applied topics, the empirical applications of the book are a good way to learn how to conduct empirical research. For the theoretically inclined, the no-compromise treatment of the basic techniques is a good preparation for more advanced theory courses.
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Bài giảng môn kinh tế lượng của Khoa Kinh Tế - ĐHQG TP.HCM
by Tran Thien Truc Phuong & Le Hong Nhat | PDF |
Đây là tài liệu rất hay! Trình bày rõ ràng, dễ hiểu.
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