計量經濟學概論(Gujarati/Essentials of Econometrics 4e) (4版)
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【中文翻譯書】
書名:計量經濟學概論 第四版 (有膠膜)
原文書名:Essentials of Econometrics, 4/E
作者 : Damodar N. Gujarati, Dawn C. Porter
譯者:謝振環
出版社 : 華泰
ISBN : 9789861578095
商品簡介
計量經濟學概論的主要目的,是提供讀者一本可輕鬆學習計量經濟學理論與技巧的書籍,針對要的對象是大學部經濟系、企管系、企業管理研究所,以及其他需要研讀線性迴歸分析等計量技巧的社會科學與行為科學系的學生。本書協助學生透過廣泛的範例、仔細的解釋,以及不同領域的習題來了解計量技巧。筆者嘗試以直覺和富教育性的方式,而非依靠矩陣代數、微積分或超越基礎統計學的程度,來說明計量經濟學領域的主要發展。
目次
第一部分 線性迴歸模型
第一章 計量經濟學的本質與領域
第二章 線性迴歸的基本概念:兩變數模型
第三章 兩變數模型:假設檢定
第四章 複迴歸:估計與假設檢定
第五章 迴歸模型的函數形式
第六章 虛擬變數迴歸模型
第二部分 實務上的迴歸分析
第七章 模型選擇:準則與檢定
第八章 多重共線性:解釋變數相關會有什麼後果?
第九章 異質變異:若誤差變異數並非常數,會發生何事?
第十章 自我相關:若誤差項自我相關要怎麼辦?
第三部分 計量經濟學的進階主題
第十一章 聯立方程式模型
第十二章 單一方程式迴歸模型中的選修主題
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