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Econometric Analysis, 7th Edition

By


شناسنامه فارسی کتاب:
عنوان کتاب:

تحلیل اقتصادسنجی، نسخه 7

موضوع کتاب:

Science (general)

سال نشر:
ناشر: Prentice Hall
ویرایش: 7th Edition
شماره جلد:
تعداد صفحه: 1231
زبان: انگلیسی
Econometric Analysis  serves as a bridge between an introduction to the field of econometrics and the professional literature for  social scientists and other professionals in the field of social sciences, focusing on applied econometrics and theoretical background. This book provides a broad survey of the field of econometrics that allows the reader to move from here to practice in one or more specialized areas. At the same time, the reader will gain an appreciation of the common foundation of all the fields presented and use the tools they employ.
Cover......Page 1
Title Page......Page 3
Copyright Page......Page 4
Contents......Page 8
Examples and Applications......Page 27
Preface......Page 35
ACKNOWLEDGMENTS......Page 40
1.2 The Paradigm of Econometrics......Page 43
1.3 The Practice of Econometrics......Page 45
1.4 Econometric Modeling......Page 46
1.5 Plan of the Book......Page 49
1.6 Preliminaries......Page 51
2.1 Introduction......Page 53
2.2 The Linear Regression Model......Page 54
2.3 Assumptions of the Linear Regression Model......Page 57
2.4 Summary and Conclusions......Page 67
3.2 Least Squares Regression......Page 68
3.3 Partitioned Regression and Partial Regression......Page 74
3.4 Partial Regression and Partial Correlation Coefficients......Page 78
3.5 Goodness of Fit and the Analysis of Variance......Page 81
3.6 Linearly Transformed Regression......Page 88
3.7 Summary and Conclusions......Page 89
4.1 Introduction......Page 93
4.2 Motivating Least Squares......Page 94
4.3 Finite Sample Properties of Least Squares......Page 96
4.4 Large Sample Properties of the Least Squares Estimator......Page 105
4.5 Interval Estimation......Page 117
4.6 Prediction and Forecasting......Page 122
4.7 Data Problems......Page 130
4.8 Summary and Conclusions......Page 144
5.2 Hypothesis Testing Methodology......Page 150
5.3 Two Approaches to Testing Hypotheses......Page 154
5.4 Wald Tests Based on the Distance Measure......Page 157
5.5 Testing Restrictions Using the Fit of the Regression......Page 163
5.6 Nonnormal Disturbances and Large-Sample Tests......Page 169
5.7 Testing Nonlinear Restrictions......Page 173
5.8 Choosing between Nonnested Models......Page 176
5.9 A Specification Test......Page 179
5.10 Model Building—A General to Simple Strategy......Page 180
5.11 Summary and Conclusions......Page 185
6.2 Using Binary Variables......Page 191
6.3 Nonlinearity in the Variables......Page 200
6.4 Modeling and Testing for a Structural Break......Page 210
6.5 Summary and Conclusions......Page 217
7.1 Introduction......Page 223
7.2 Nonlinear Regression Models......Page 224
7.3 Median and Quantile Regression......Page 244
7.4 Partially Linear Regression......Page 252
7.5 Nonparametric Regression......Page 254
7.6 Summary and Conclusions......Page 257
8.1 Introduction......Page 261
8.2 Assumptions of the Extended Model......Page 265
8.3 Estimation......Page 266
8.4 Two Specification Tests......Page 275
8.5 Measurement Error......Page 281
8.6 Nonlinear Instrumental Variables Estimation......Page 288
8.7 Weak Instruments......Page 291
8.8 Natural Experiments and the Search for Causal Effects......Page 293
8.9 Summary and Conclusions......Page 296
9.1 Introduction......Page 299
9.2 Inefficient Estimation by Least Squares and Instrumental Variables......Page 300
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شابک/ISBN: 0131395386, 9780131395381