發錶於2024-11-26
1.First course in Econometrics in Economics Departments at better schools, also Economic/Business Forecasting. Statistics prerequisite but no calculus. Slightly higher level and more comprehensive than Gujarati Basic Econometrics (M-H, 1996) .
2.P-R covers more time series and forecasting. P-R coverage is a notch below Johnston-DiNardo (M-H, 97) and requires no matrix algebra.
PART I: THE BASICS OF REGRESSION ANALYSIS
Ch 1 Introduction to the Regression Model
Ch 2 Elementary Statistics:A Review
Ch 3 The Two-Variable Regression Model
Ch 4 The Multiple Regresssion Model
PART II: SINGLE-EQUATION REGRESSION MODELS
Ch 5 Using the Multiple Regresssion Model
Ch 6 Serial Correlation and Heteroscedasticity
Ch 7 Instrumental Variables and Model Specification
Ch 8 Forecasting with a Single-Equation Regression Model
Ch 9 Single-Equation Estimation:Advanced Topics
Ch 10 Nonlinear and Maximum-Likelihood Estimation
Ch 11 Models of Qualitative Choice
PART III: MULTI-EQUATION MODELS
Ch 12 Simultaneous-Equation Estimation
Ch 13 Introduction to Simulation Models
Ch 14 Dynamic Behavior of Simulation Models
PART IV: TIME-SERIES MODELS
Ch 15 Smooothing and Extrapolation of Time Series
Ch 16 Properties of Stochastic Time Series
Ch 17 Linear Time-Series Models
Ch 18 Estimating and Forecasting with Time-Series Models
Ch 19 Application of Time-Series Models
Econometric Models and Economic Forecasts(4版) epub pdf txt mobi 電子書 下載 2024
Econometric Models and Economic Forecasts(4版) pdf epub mobi txt 下載