我将林文夫计量经济学2000年英文版(680页,可检索),答案(Analytical Exercises和Selected Review Questions的),数据,补充材料及勘误压缩成一个rar文件方便下载。所有资料解压后如下图

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Econometrics by Fumio Hayashi
Publisher: Princeton University Press | ISBN: 0691010188 | 2000 | PDF | 680 Pages
Hayashi's Econometrics promises to be the next great synthesis ofmodern econometrics. It introduces first year Ph.D. students tostandard graduate econometrics material from a modern perspective. Itcovers all the standard material necessary for understanding theprincipal techniques of econometrics from ordinary least squaresthrough cointegration. The book is also distinctive in developing bothtime-series and cross-section analysis fully, giving the reader aunified framework for understanding and integrating results.
Econometrics has many useful features and covers all the importanttopics in econometrics in a succinct manner. All the estimationtechniques that could possibly be taught in a first-year graduatecourse, except maximum likelihood, are treated as special cases of GMM(generalized methods of moments). Maximum likelihood estimators for avariety of models (such as probit and tobit) are collected in aseparate chapter. This arrangement enables students to learn variousestimation techniques in an efficient manner. Eight of the ten chaptersinclude a serious empirical application drawn from labor economics,industrial organization, domestic and international finance, andmacroeconomics. These empirical exercises at the end of each chapterprovide students a hands-on experience applying the techniques coveredin the chapter. The exposition is rigorous yet accessible to studentswho have a working knowledge of very basic linear algebra andprobability theory. All the results are stated as propositions, so thatstudents can see the points of the discussion and also the conditionsunder which those results hold. Most propositions are proved in thetext.
林文夫的《计量经济学》是一本优秀的现代计量经济学的导论。它可以作为研究生一年级和本科生高年级计量经济学课程的标准课本。目前,该教材受到欧美国家等院校的普遍欢迎并被广泛使用,属于反映现代计量经济学研究成果的最流行教材之一。
本书从最小二乘法开始介绍高年级本科生与研究生需要掌握的计量经济学内容,提供包括平稳与非平稳时间序列分析在内的标准计量经济学课程的内容;鉴于广义矩(GMM)估计已逐步成为计量经济学的基本估计方法,本书通过GMM估计原理统一处理最小二乘法、极大似然法等其他估计方法,将常用的计量经济学的估计方法都处理成GMM的特例。与此同时,本书不仅简洁地涵盖了计量经济学的重要课题,而且通过极值估计量的方法介绍probit模型、tobit模型等各种模型的极大似然估计方法,充分反映了计量经济学的现代处理方法。本书不仅利用命题的形式描述计量经济学的主要成果,而且提供大多数命题的间接证明或证明思路,以帮助读者掌握各章节讨论的内容。这本书理论和实践相结合,试图在计量经济学理论及其应用之间寻找最佳平衡。为帮助读者理解计量经济学的应用,本书广泛融合劳动经济学、产业组织、宏观经济理论、金融理论等学科的实证分析应用案例,通过内容丰富的习题和部分习题的提示解答帮助读者复习、理解,尤其是,实证分析的习题内容取自计量经济学的经典案例,而相应的实证分析的习题提示融入了Gauss、TSP等计量经济分析软件的使用方法,以帮助阅读本书的读者直接利用相应的统计软件和本书介绍的估计方法进行实证研究。
对于偏向于应用的读者来说,这本书对于经验应用提供了一个很好的如何进行实证研究的介绍。对于偏向于理论的读者而言,这本书对结论都有严格证明,需要学生具有基本的线性代数和概率论知识,此书中的严格阐述将为读者学习更高级的理论课程作好准备。