被引数量: 763
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哥伦比亚大学

芝加哥大学

剑桥大学

伦敦大学学院

加州大学伯克利分校

牛津大学

Econometric Methods with Applications in Business and Economics

ISBN: 9780199268016 出版年:2004 页码:814 Heij, Christiaan de Boer, Paul Franses, Philip Hans Oxford University Press

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内容简介

1 REVIEW OF STATISTICS 2 SIMPLE REGRESSION 3 MULTIPLE REGRESSION 4 NON-LINEAR METHODS 5 DIAGNOSTIC TESTS AND MODEL ADJUSTMENTS 6 QUALITATIVE AND LIMITED DEPENDENT VARIABLES 7 TIME SERIES AND DYNAMIC MODELS APPENDIX A: MATRIX METHODS APPENDIX B: DATA SETS INDEX

Amazon评论
John Satish Sharma

The book by Heij, et al combines a nice blend of rigour, practicality and comprehensiveness. The range of topics discussed progresses from elementary methods to quite sophisticated time series methods such as vector autoregressions, conditional volatility, etc. Unlike some other titles which are either too technical or 'dumbed down' to make this appeal to a mass market, this edition nicely combines both technical soundness and real world applications. A word of warning though: the contents in this book are for people committed to learning econometrics properly, and is nota leisurely bed-time reading title.

Isaac T. Knowles

I purchased this for my first year econometrics class. It covers the necessary content, and the mathematics is appropriate for econ grad students. However, I find it to be poorly formatted. I would prefer a more didactic presentation of proofs, but here a lot of important expressions and equations are tucked away in the text, rather than given their own line. In general, I find the presented proofs and lines of reason to be somewhat difficult to follow. Another big problem is its use of examples. Throughout the book, the authors make ample use of examples to illustrate concepts. The further you read, however, the more the authors make references to previous examples rather than repeating the information they feel is vital to understand the current example. Moreover, examples refer to examples refer to examples, etc.. This might be useful when you read the book through for class, but it will make it a terrible reference tool later on. I am currently considering a different text, such as Hayashi or Greene. Consider purchasing a more mainstream and well-considered econometrics text for your bookshelf, and go in with your classmates to purchase a single copy of Heij if you need to do problem sets out of it for class.

J. B. Amarante

Great book for the academic world, includes the demonstrations of every procedure. Lots of algebric notations, so you must be very patient and focused while reading it.

Xiaohu Peng

good printing quality, but personally I don't like the style of editing. Nevertheless the material is also good for advanced scholars

LBe

This is a fairly decent book to gain a general overview of Econometrics. It covers all important topics and provides examples where necessary. However, it is unfortunately relatively useless for any kind of self-study, as it does not provide any solutions, nor are you able to purchase them unless you are an instructor of a university course.

Aloisia Davì

Dank diesem Buch verstehe ich Ökonometrie! Es gibt viele Beispiele und Erklärungen. Ich finde es ganz praktisch!! Ich bin mit diesem Buch ziemlich zufrieden.

**

the book is very nice and likely the original one. I really love it and would recommend my friends to buy.

WEI YANHUAN

it is amazing, with small price get a good condition book. it is really make me upset! thank you very much!

Yixiao Wang

It is 99% new.

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