微观计量经典教材Gregory Wawro的《Advanced Topics in Quantitative Research: Limitedand Qualitative Dependent Variables》
目录:(部分)
IIntroduction1
1CourseMotivation2
1.1LinearProbabilityModel.................................9
2ReviewofFundamentalsofProbability12
2.1Expectations,Variance,andCovariance.........................21
2.2ImportantDistributions.................................24
IIMaximumLikelihoodEstimation29
3IntrotoMaximumLikelihood30
4MaximumLikelihoodInDepth35
4.1Sometoolsforasymptotics................................38
4.2AsymptoticPropertiesofMLEs.............................43
4.3IterativeProcessofFindingtheMLE..........................47
IIIModelsderivedfromacommonstructure:thenormalregres-
sionmodel49
5Introduction 50
5.1LinearRegressionModel.................................50
6Probit 51
6.1InterpretationofCoefficients...............................53
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