书名：Computer-Aided Introduction to Econometrics

作者：Juan M. Rodriguez Poo

文件格式：PDF

 

文件大小：2.33M

 

页数：349

 

资料类别：Econometrics

 

影印版

 

是否缺页：不缺

 

目录：

1 Univariate Linear Regression Model 1

Ignacio Moral and Juan M. Rodriguez-Poo

2 Multivariate Linear Regression Model 45

Teresa Aparicio and Inmaculada Villanua

3 Dimension Reduction and Its Applications 121

Pavel _ C___zek and Yingcun Xia

4 Univariate Time Series Modelling 163

Paz Moral and Pilar Gonz_alez

5 Multiplicative SARIMA models 225

Rong Chen, Rainer Schulz and Sabine Stephan

6 AutoRegressive Conditional Heteroscedastic Models 255

Pilar Olave and Jos_e T. Alcal_a

7 Numerical Optimization Methods in Econometrics 287

Lenka _ C___zkov_a

Bibliography . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 328

Index 329