hansen给威斯康星大学博士一年级上计量经济学的教材，2008年最新版本。

目录

1 Introduction 1

2 Regression and Projection 3

3 Least Squares Estimation 13

4 Inference 31

5.Additional Regression Topics 63

6.The Bootstrap

7.Generalized Method of Moments 94

8.Empirical Likelihood

9.Endogeneity

10 Univariate Time Series

11 Multivariate Time Series

12 Limited Dependent Variables

13 Panel Data 142

14 Nonparametrics 145

 

[此贴子已经被作者于2008-6-5 17:38:24编辑过]