Designed for a first course in introductory econometrics, Introduction to Econometrics, reflects modern theory and practice, with interesting applications that motivate and match up with the theory to ensure students grasp the relevance of econometrics. Authors James H. Stock and Mark W. Watson integrate real-world questions and data into the development of the theory, with ser...
Designed for a first course in introductory econometrics, Introduction to Econometrics, reflects modern theory and practice, with interesting applications that motivate and match up with the theory to ensure students grasp the relevance of econometrics. Authors James H. Stock and Mark W. Watson integrate real-world questions and data into the development of the theory, with serious treatment of the substantive findings of the resulting empirical analysis.
作者简介
· · · · · ·
James H. Stock,普林斯顿大学经济系教授。加州大学伯克利分校经济学博士,曾任教于加州大学伯克利分校及哈佛大学肯尼迪政府学院。研究领域为经济计量方法、宏观经济预测、货币政策等,曾发表论文90多篇,并出版若干其他专著。
Mark W. Watson,普林斯顿大学经济系教授,他与 James H. Stock 都是计量经济学领域中的权威,尤其以时间序列的研究最为出众。
0 有用 Roland_L 2015-04-13 02:03:40
计量神书,扫盲必备。
0 有用 Normanton 2020-10-22 08:56:13
It’s a manual
0 有用 weak blue fire 2011-04-23 07:18:38
Econ 406 I like the book much better than the lecture
0 有用 wxy8909 2012-06-07 00:04:42
大三上教材,读过半数章节。通俗计量教材,计量直觉很好。以后还可参考
0 有用 快快 2011-05-23 13:48:50
说实话到time series部分就不怎么样了。异方差部分阐述不错。总体而言数学的推导不是很详细,但模型建立方法的理念很不错。
0 有用 Normanton 2020-10-22 08:56:13
It’s a manual
0 有用 Roland_L 2015-04-13 02:03:40
计量神书,扫盲必备。
0 有用 喵呜〜🍉 2014-01-26 22:23:09
每周阅读量那么大时间那么紧完全是小白看天书啊摔
0 有用 wxy8909 2012-06-07 00:04:42
大三上教材,读过半数章节。通俗计量教材,计量直觉很好。以后还可参考
0 有用 快快 2011-05-23 13:48:50
说实话到time series部分就不怎么样了。异方差部分阐述不错。总体而言数学的推导不是很详细,但模型建立方法的理念很不错。