描述
纸 张: 胶版纸包 装: 平装是否套装: 否国际标准书号ISBN: 9787301092170丛书名: 经济学前沿影印丛书
内容简介
本书是一本计量经济学基本理论的综合参考书，它一方面关注计量经济学各领域的基本问题，另一方面也为实证研究中常常遇到的困惑提供了解答。本书的每一章都由国际知名的专家撰写，并且综合了该领域中的*研究成果，而这些新的进展往往是标准的计量经济学教科书通常并不涉及的。
对于需要迅速了解计量经济学的基本理论的读者来说，本书是一本优秀的参考书。本书的每一章都提供了相关主题的清楚的信息，并指出了进一步阅读的方向。本书所包括的重要的主题有：序列相关、异方差、非参数和半参数模型、计数数据和面板数据回归模型及空间相关等。
对于需要迅速了解计量经济学的基本理论的读者来说，本书是一本优秀的参考书。本书的每一章都提供了相关主题的清楚的信息，并指出了进一步阅读的方向。本书所包括的重要的主题有：序列相关、异方差、非参数和半参数模型、计数数据和面板数据回归模型及空间相关等。
目 录
List of Figures
List of Tables
List of Contributors
Preface
List of Abbreviations
Introduction
1 Artificial Regressions
Russell Davidson and James G.MacKinnon
2 General Hypothesis Testing
Anil K.Bera and Gamini Premaratne
3 Serial Correlation
Maxwell L.King
4 Heteroskedasticity
William E.Griffiths
5 Seemingly Unrelated Regression
Denxil G.Fiebig
6 Simultaneous Equation Model Estimators:Statistical Properties and Practical Implications
Roberto S.Mariano
7 Identification in Parametric Models
Paul Bekker and Tom Wansbeek
8 Measurement Error and Latent Variables
Tom Wansbeek and Erik Meijer
9 Diagnostic Testing
Jeffrey M.Wooldridge
10 Basic Elements of Asymptotic Theory
Benedidt M.Potscher and Ingmar R.Prucha
11 Generalized Method of Moments
Alastair R.Hall
12 Collinearity
R.Carter Hill and Lee C.Adkins
13 Nonnested Hypothesis Testing:An Overview
M.Hashem Pesaran and Melvyn Weeks
14 Spatial Econometrics
Luc Anselin
15 Essentials of Count Data Regression
A.Colin Cameron and Pravin K.Trivedi
16 Panes Data Models
Cheng Hsiao
……
List of Tables
List of Contributors
Preface
List of Abbreviations
Introduction
1 Artificial Regressions
Russell Davidson and James G.MacKinnon
2 General Hypothesis Testing
Anil K.Bera and Gamini Premaratne
3 Serial Correlation
Maxwell L.King
4 Heteroskedasticity
William E.Griffiths
5 Seemingly Unrelated Regression
Denxil G.Fiebig
6 Simultaneous Equation Model Estimators:Statistical Properties and Practical Implications
Roberto S.Mariano
7 Identification in Parametric Models
Paul Bekker and Tom Wansbeek
8 Measurement Error and Latent Variables
Tom Wansbeek and Erik Meijer
9 Diagnostic Testing
Jeffrey M.Wooldridge
10 Basic Elements of Asymptotic Theory
Benedidt M.Potscher and Ingmar R.Prucha
11 Generalized Method of Moments
Alastair R.Hall
12 Collinearity
R.Carter Hill and Lee C.Adkins
13 Nonnested Hypothesis Testing:An Overview
M.Hashem Pesaran and Melvyn Weeks
14 Spatial Econometrics
Luc Anselin
15 Essentials of Count Data Regression
A.Colin Cameron and Pravin K.Trivedi
16 Panes Data Models
Cheng Hsiao
……
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