计量经济学一【Econometrics I】
目录
1.Introduction
2.The simple regression model
3.Multiple Regression Analysis
-Estimation
-Asymptotic Properties
-Inference
-Further Issues
-Dummy Variables
-Heteroskedasticity
-Time Series Analysis
-Panel-Data
-Specification and Data Problems
-Instrumental Variables & 2SLS
-Simultaneous Equations
-Limited Dependent Variable Models
计量经济学二【Econometrics II】
目录
1. Binary Choice Models
2. Multiple Diskrete Variables (Polychotome) Models
3. Tobit 1, Tobit 2, Tobit 3
4. Hypothesis Tests (with recapitulation)
5. GMM (including recapitulation of Endogeneity and IV-methods)
6. Duration and Survival Models
7. Panel Data Analysis (basics)
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