C.Dougherty 计量经济学教学投影片 28.2 Mb

1.利用图形,公式,数字,深入浅出,阐述计量经济学之各种观念.

2.例如公式较难懂之MLE,在第十一章经一说明就很容易理解.

3.总共15章,外加一章Review Chapter.主要内容如下:

Review Chapter: Random variables and sampling theory
Chapter 1: Covariance, variance, and correlation
Chapter 2: Simple regression analysis
Chapter 3: Properties of the regression coefficients and hypothesis testing
Chapter 4: Multiple regression analysis
Chapter 5: Transformations of variables
Chapter 6: Dummy variables
Chapter 7: Specification of regression variables: A preliminary skirmish
Chapter 8: Heteroscedasticity
Chapter 9: Stochastic regressors and measurement errors
Chapter 10: Simultaneous equations estimation
Chapter 11: Binary choice and and maximum likelihood estimation
Chapter 12: Models using time series data
Chapter 13: Autocorrelation
Chapter 14: Stationary & Nonstationary processes
Chapter 15: Regression Analysis with Panel Data

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[此贴子已经被作者于2006-12-6 11:44:57编辑过]