Recursive Macroeconomic Theory (4版)

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Recursive Macroeconomic Theory ISBN13：9780262038669 出版社：Mit Pr 作者：Lars Ljungqvist; Thomas J. Sargent 裝訂／頁數：精裝／1480頁 規格：23.5cm*18.4cm*5.1cm (高/寬/厚) 版次：4 出版日：2018/09/11

Econometrics (1版)

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Econometrics ISBN13：9780691235899 出版社：Princeton 作者：Bruce Hansen 裝訂／頁數：精裝／1080頁 規格：20.3cm*25.4cm (高/寬) 出版日：2022/08/02

Probability and Statistics for Economists 2022 (1版)

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PROBABILITY AND STATISTICS FOR ECONOMISTS 2022 (H) ISBN： 9780691235943 類別： 經濟學Economics 出版社： PRINCETON UNIVERSITY PRESS 作者： HANSEN 年份： 2022 裝訂別： 精裝 頁數： 416頁 Probability theory is the quantitative language used to handle uncertainty and is the foundation of modern statistics. Probability and Statistics for Economists provides graduate and PhD students with an essential introduction to mathematical probability and statistical theory, which are the basis of the methods used in econometrics. This incisive textbook teaches fundamental concepts, emphasizes modern, real-world applications, and gives students an intuitive understanding of the mathematics that every economist needs to know. > Covers probability and statistics with mathematical rigor while emphasizing intuitive explanations that are accessible to economics students of all backgrounds > Discusses random variables, parametric and multivariate distributions, sampling, the law of large numbers, central limit theory, maximum likelihood estimation, numerical optimization, hypothesis testing, and more > Features hundreds of exercises that enable students to learn by doing > Includes an in-depth appendix summarizing important mathematical results as well as a wealth of real-world examples > Can serve as a core textbook for a first-semester PhD course in econometrics and as a companion book to Bruce E. Hansen’s Econometrics > Also an invaluable reference for researchers and practitioners

Econometric Analysis (8版)

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書名：Econometric Analysis 8/E 作者：GREENE 出版社：Pearson 出版日期：2019/12/00 ISBN：9781292231136 內容簡介 目錄 PART I. The Linear Regression Model 1.Econometrics 2. The Linear Regression Model 3. Least Squares 4. Estimating the Regression Model by Least Squares 5. Hypothesis Tests and Model Selection 6. Functional Form, Difference in Differences and Structural Change 7. Nonlinear, Semiparametric and Nonparametric Regression Models 8. Endogeneity and Instrumental Variable Estimation PART II. Generalized Regression Model and Systems of Equations 9. The Generalized Regression Model and Heteroscedasticity 10. Systems of Regression Equations 11. Models for Panel Data PART III. Estimation Methodology 12. Estimation Frameworks in Econometrics 13. Minimum Distance Estimation and the Generalized Method of Moments 14. Maximum Likelihood Estimation 15. Simulation-Based Estimation and Inference and Random Parameter Models 16. Bayesian Estimation and Inference PART IV. Cross Sections, Panel Data and Microeconometrics 17. Binary Outcomes and Discrete Choices 18. Multinomial Choices and Event Counts 19. Limited Dependent Variables, Truncation, Censoring and Sample Selection PART V. Time Series and Macroeconometrics 20. Serial Correlation 21. Nonstationary Data PART VI. Appendices Appendix A: Matrix Algebra Appendix B: Probability and Distribution Theory Appendix C: Estimation and Inference Appendix D: Large Sample Distribution Theory Appendix E: Computation and Optimization Appendix F: Data Sets Used In Applications