Introduction_to_Econometrics，Update，3e.pdf
2020-02-13 03:05:55
6.71MB
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There has been a long-felt need for a book that gives a self-contained and
unified treatment of matrix differential calculus, specifically written for econometricians
and statisticians. The present book is meant to satisfy this need.
It can serve as a textbook for advanced undergraduates and postgraduates in
econometrics and as a reference book for practicing econometricians. Mathematical
statisticians and psychometricians may also find something to their
liking in the book.
2019-12-21 22:22:22
1.68MB
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Discover how empirical researchers today actually consider and apply econometric methods with the practical approach in Wooldridge's INTRODUCTORY ECONOMETRICS: A MODERN APPROACH, 6E. Unlike traditional texts, this book uniquely demonstrates how econometrics has moved beyond a set of abstract tools to become genuinely useful for answering questions in business, policy evaluation, and forecasting. INTRODUCTORY ECONOMETRICS is organized around the type of data being analyzed with a systematic approach that only introduces assumptions as they are needed. This makes the material easier to understand and, ultimately, leads to better econometric practices. Packed with relevant applications, the text incorporates more than 100 intriguing data sets, available in six formats. Updates introduce the latest emerging developments in the field. Gain a full understanding of the impact of econometrics in practice today with the insights and applications found only in INTRODUCTORY ECONOMETRICS: A MODERN APPROACH, 6E.
2019-12-21 21:06:40
7.42MB
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矩阵求导与积分理论。对于做机器学习的学者，非常有用。
2019-12-21 18:58:13
2MB
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High Frequency Financial Econometrics。高频交易模型
2019-12-21 18:58:12
4.3MB
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John Y. Campbell
Andrew W. Lo
A. Craig MacKinlay
1 Introduction
2 The Predictability of Asset Returns
3 Market Microstructure
4 Event-Study Analysis
5 The Capital Asset Pricing Model
6 Multifactor Pricing Models
7 Present-Value Relations
8 Intertemporal Equilibrium Models
9 Derivative Pricing Models
10 Fixed-Income Securities
1 1 TermStructure Models
12 Nonlinearities in Financial Data
Appendix
2019-12-21 18:54:25
9.37MB
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