Introduction to Econometrics, 5/e (Asia Edition)(Paperback)

本書序言

New to this Edition:
●An in-depth discussion of data types, along with tips on writing econometrics research papers that will help students develop ideas as
the course develops
●A new section on large sample tests, including an explanation of the use of control variables and the difference between causal and predictive models
●An extensive section on treatment effects and causal modeling in Rubin’s potential outcomes framework

本書特色

●Complete solutions manual for professors is available online in both Microsoft Word and PDF formats
●New examples and exercises use real data to make the material more relevant
●Chapters are focused on core material and exercises, while more advanced content is presented in the appendices
●Between 25 and 30 new exercises have been added to each chapter to help students apply what they’ve learned
●Reorganization of chapters follows a natural progression that is conducive to undergraduate and graduate-level instruction

本書序言

本版新增內容：
- 深入討論資料類型，並提供寫作計量經濟學研究論文的技巧，幫助學生在課程發展過程中發展想法
- 新增關於大樣本檢定的部分，包括對控制變數的使用解釋以及因果模型和預測模型之間的差異
- 在Rubin的潛在結果框架中，對處理效果和因果建模進行了廣泛的討論

本書特色

- 教授可在線上獲得完整的解答手冊，提供Microsoft Word和PDF格式
- 新的例子和練習使用真實數據，使材料更具相關性
- 章節專注於核心內容和練習，更高級的內容則呈現在附錄中
- 每章新增了25到30個練習題，幫助學生應用所學知識
- 章節重新組織，按照自然進展的方式，有助於本科和研究生級別的教學

1 An Introduction to Econometrics
2 The Simple Linear Regression Model
3 Interval Estimation and Hypothesis Testing
4 Prediction, Goodness-of-Fit, and Modeling Issues
5 The Multiple Regression Model
6 Further Inference in the Multiple Regression Model
7 Using Indicator Variables
8 Heteroskedasticity
9 Regression with Time-Series Data: Stationary Variables
10 Endogenous Regressors and Moment-Based Estimation
11 Simultaneous Equations Models
12 Regression with Time-Series Data: Nonstationary Variables
13 Vector Error Correction and Vector Autoregressive Models
14 Time-Varying Volatility and ARCH Models
15 Panel Data Models
16 Qualitative and Limited Dependent Variable Models
APPENDIX A Mathematical Tools
APPENDIX B Probability Concepts
APPENDIX C Review of Statistical Inference
APPENDIX D Statistical Tables

1 經濟計量學簡介
2 簡單線性迴歸模型
3 區間估計和假設檢定
4 預測、適配度和建模問題
5 多元迴歸模型
6 多元迴歸模型的進一步推論
7 使用指標變數
8 非等方差性
9 時間序列資料的迴歸：平穩變數
10 內生迴歸變數和基於矩的估計
11 同時方程模型
12 時間序列資料的迴歸：非平穩變數
13 向量誤差修正和向量自我迴歸模型
14 時間變動波動性和ARCH模型
15 面板資料模型
16 質性和有限依變數模型
附錄A 數學工具
附錄B 概率概念
附錄C 統計推論回顧
附錄D 統計表格