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论坛 计量经济学与统计论坛 五区 计量经济学与统计软件
29439 159
2009-08-22
作者: Fumio Hayashi
出版商: Princeton University Press
绝对英文原版,高清晰版非扫描版!

原价: $99.50
Product Description
Hayashi's Econometrics promises to be the next great synthesis of modern econometrics. It introduces first year Ph.D. students to standard graduate econometrics material from a modern perspective. It covers all the standard material necessary for understanding the principal techniques of econometrics from ordinary least squares through cointegration. The book is also distinctive in developing both time-series and cross-section analysis fully, giving the reader a unified framework for understanding and integrating results.
Econometrics has many useful features and covers all the important topics in econometrics in a succinct manner. All the estimation techniques that could possibly be taught in a first-year graduate course, except maximum likelihood, are treated as special cases of GMM (generalized methods of moments). Maximum likelihood estimators for a variety of models (such as probit and tobit) are collected in a separate chapter. This arrangement enables students to learn various estimation techniques in an efficient manner. Eight of the ten chapters include a serious empirical application drawn from labor economics, industrial organization, domestic and international finance, and macroeconomics. These empirical exercises at the end of each chapter provide students a hands-on experience applying the techniques covered in the chapter. The exposition is rigorous yet accessible to students who have a working knowledge of very basic linear algebra and probability theory. All the results are stated as propositions, so that students can see the points of the discussion and also the conditions under which those results hold. Most propositions are proved in the text. For those who intend to write a thesis on applied topics, the empirical applications of the book are a good way to learn how to conduct empirical research. For the theoretically inclined, the no-compromise treatment of the basic techniques is a good preparation for more advanced theory courses.

解压密码:original
decompression code:original
望诸君好好利用,惠言附帖!
请版主过目,申请加精华!谢谢

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这个版本实际上是扫描版的OCR版,并无本质区别~~

如果楼主有不同意见,请站内短信给我,谢谢!

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普林斯顿大学-Hayashi - Econometrics.rar

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2009-8-22 16:18:08
Review
Students of econometrics and their teachers will find this book to be the best introduction to the subject at the graduate and advanced undergraduate level. Starting with least squares regression, Hayashi provides an elegant exposition of all the standard topics of econometrics, including a detailed discussion of stationary and non-stationary time series. The particular strength of the book is the excellent balance between econometric theory and its applications, using GMM as an organizing principle throughout. Each chapter includes a detailed empirical example taken from classic and current applications of econometrics.
(Dale Jorgensen, Harvard University )

Hardcover: 690 pages
Publisher: Princeton University Press (December 15, 2000)
Language: English
ISBN-10: 0691010188
ISBN-13: 978-0691010182
Product Dimensions: 10.2 x 7.1 x 1.8 inches

About the Author
Fumio Hayashi is Professor of Economics at the University of Tokyo, where he teaches macroeconomics and econometrics. Previously, he has taught at the University of Pennsylvania and at Columbia University. He is the author of Understanding Saving: Evidence from the United States and Japan.
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2009-8-22 16:18:57
wise博士必考教材~~~
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2009-8-22 16:19:46
楼主有点过分了,收这么多论坛币~~~
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2009-8-22 16:21:11
兄弟论坛里面还可以找到林文夫英文版的教材,好像是免费的。你这样太黑了吧。。。
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2009-8-22 16:22:10
书是好书,价格确实高了一点
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