<p>本电子版金融计量经济学是学习金融计量的中级教程！</p><p>Contents:</p><p>1. Introduction; </p><p>2. The classical linear regression model; </p><p>3. Further development and analysis of the classical linear regression model;</p><p> 4. Classical linear regression model assumptions and diagnostic tests;</p><p> 5. Univariate time series modelling and forecasting; </p><p>6. Multivariate models; </p><p>7. Modelling long-run relationships in finance; </p><p>8. Modelling volatility and correlation; </p><p>9. Switching models; </p><p>10. Panel data; </p><p>11. Limited dependent variable models; </p><p>12. Simulation methods; </p><p>13. Empirical research and doing a project or dissertation; </p><p>14. Recent and future developments;</p><p> Appendix 1: A review of some fundamental mathematical and statistical concepts; Appendix 2: Tables of statistical distributions; Appendix 3: Sources of data used in this book; Index.</p><p> <br/></p>

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