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Jingdong book

经济科学译丛：计量经济学基础（第5版）（套装上下册）

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Jingdong book

经济科学译丛：计量经济学基础（第5版）（套装上下册）

Name: 经济科学译丛：计量经济学基础（第5版）（套装上下册）
Brand: Jingdong book
SKU: 3110147851
Price: 54.60 USD
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《经济科学译丛：计量经济学基础（第5版）（套装上下册）》是“十一五”国家重点图书出版规划项目。《经济科学译丛：计量经济学基础（第5版）（套装上下册）》不仅生命力极强，而且除了被经济学与金融学专业的学生广泛使用外，还被政治学、国际关系学、农学和健康科学领域的研究者所钟爱。所有学生都将发现，这个新版本增加了一些非常有用的专题及其具体应用。

Content Description

《计量经济学基础(第5版)(套装上下册)》是一本经典的初级计量经济学教材，第一版问世至今已有三十年。对于初涉计量经济学而又没有太多数学背景的读者来说，《计量经济学基础(第5版)(套装上下册)》可以帮助你在短时间内了解计量经济学的脉络。《计量经济学基础(第5版)(套装上下册)》的主要特点是：（1）读者不需要高深的数学知识，只要具备基本的数学知识就可以阅读《计量经济学基础(第5版)(套装上下册)》；（2）运用大量的经济计量模型实例，特别是图形进行分析，易于读者的理解；（3）书中突出强调了计量经济学对经济和金融数据的应用分析，一些模型的引用对相关专业的读者解决实际问题很有指导意义。

Author Description

达摩达尔·N·古扎拉蒂，西点军校的经济学荣誉退休教授，他曾在纽约城市大学执教25年多，之后又在纽约美国西点军校政治科学系执教17年，古扎拉蒂在美国及世界知名的学术期刊上发表了大量论文，这些期刊包括《经济学与统计学评论》(Review of Economics and Statistics)、《经济学杂志》(Economic Journal)、《金融与数量分析杂志》(Journal Of Financial and Quantitative Analysis)和《商学杂志》(Journal of Business)等，他的计量经济学教材被翻译成多种语言出版。
唐·C·波特，统计学博士，目前足南加州大学马歇尔商学院信息与运筹管理系的助理教授，2001-2006年她曾是乔治城大学麦克多诺商学院的助理教授，而此前她是纽约大学艺术与科学研究院心理系的访问教授，她的研究领域包括范畴分析、多变量建模及其心理学中的应用，她还是《商业统计学精要》(Essentials of Business Statistics)的作者之一。

Catalogue

引言
第1篇单方程回归模型
第1章回归分析的性质
第2章双变量回归分析：一些基本思想
第3章双变量回归模型：估计问题
第4章经典正态线性回归模型
第5章双变量回归：区间估计与假设检验
第6章双变量线性回归模型的延伸
第7章多元回归分析：估计问题
第8章多元回归分析：推断问题
第9章虚拟变量回归模型

第2篇放松经典模型的假定
第10章多重共线性：回归元相关会怎么样?
第11章异方差性：误差方差不是常数会怎么样?
第12章自相关：误差项相关会怎么样?
第13章计量经济建模：模型设定和诊断检验

第3篇计量经济学专题
第14章非线性回归模型
第15章定性响应回归模型
第16章面板数据回归模型
第17章动态计量经济模型：自回归与分布滞后模型

第4篇联立方程模型与时间序列经济学
第18章联立方程模型
第19章识别问题
第20章联立方程方法
第21章时间序列计量经济学：一些基本概念
第22章时间序列计量经济学：预测
附录a统计学中的若干概念复习
附录b矩阵代数初步
附录c线性回归模型的矩阵表述
附录d统计用表
附录eeviews、minltab、excel和stata的计算机输出结果
附录f互联网上的经济数据
主要参考书目

Book Abstract

上述各种定义表明，计量经济学是经济理论、数理经济、经济统计与数理统计的混合物。然而，这门学科值得作为一门独立的学科来研究，理由如下。
经济理论所作的陈述或假说大多数是定性的。例如，微观经济理论声称，在其他条件不变的情况下，一种商品的价格下降可望增加对该商品的需求量，即经济理论设想商品价格与其需求量之间存在一负向或逆向关系。但此理论并没有对两者的关系提供任何数值度量，也就是说，它没有说出随着商品价格的某一变化，需求量将会增加或减少多少。计量经济学家的工作就是要提供这一数值估计。换言之，计量经济学对大多数的经济理论赋予经验内容。
数理经济学的主要问题，是要用数学形式（方程式）来表述经济理论，而不管该理论是否可以量化或是否能够得到实证支持。如前所示，计量经济学的主要兴趣在于经济理论的经验论证。我们将看到，计量经济学家常常使用数理经济学家所提供的数学方程式，但要把这些方程式改造成适合于经验检验的形式。这种从数学方程到计量经济方程的转换需要有许多的创造性和实际技巧。
经济统计学的问题，主要是收集、加工并通过图表的形式来展现经济数据。这正是经济统计学家的工作。他们是收集国民生产总值（GNP）、就业、失业、价格等数据的主要负责人。这些数据从此构成了计量经济工作的原始资料。但是，经济统计学家的工作到此为止。他们不考虑怎样利用所收集来的数据去检验经济理论。当然，如果他们考虑的话，他们就变成计量经济学家了。

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