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《Springer.Maths.&.Stats.Computer.Aided.Introduction.to.Econometrics.2003.[Springer]》由会员上传分享,免费在线阅读,更多相关内容在学术论文-天天文库。
1、Computer-AidedIntroductiontoEconometricsJuanM.RodriguezPooIncooperationwithIgnacioMoral,M.TeresaAparicio,InmaculadaVillanua,PavelCzek,YingcunXia,PilarGonzalez,M.PazMoral,RongChen,RainerSchulz,SabineStephan,PilarOlave,J.TomasAlcalaandLenkaCizkovaJanuary17,2003PrefaceThisbookisdesignedforunder
2、graduatestudents,appliedresearchersandprac-titionerstodevelopprofessionalskillsineconometrics.Thecontentsofthebookaredesignedtosatisfytherequirementsofanundergraduateeconomet-ricscourseofabout90hours.Althoughthebookpresentsaclearandserioustheoreticaltreatment,itsmainstrengthisthatitincorporatesa
3、ninteractivecomputinginternetbasedmethodthatallowsthereadertopracticeallthetechniquesheislearningtheoreticallyalongthedierentchaptersofthebook.Itprovidesacomprehensivetreatmentofthetheoreticalissuesrelatedtolin-earregressionanalysis,univariatetimeseriesmodellingandsomeinterestingextensionssucha
4、sARCHmodelsanddimensionalityreductiontechniques.Furthermore,alltheoreticalissuesareillustratedthroughaninternetbasedinteractivecomputingmethod,thatallowsthereadertolearnfromtheorytopracticethedierenttechniquesthataredevelopedinthebook.Althoughthecourseassumesonlyamodestbackgrounditmovesquicklyb
5、etweendierenteldsofapplicationsandintheend,thereadercanexperttohavetheoreticalandcomputationaltoolsthataredeepenoughandrichenoughtobereliedonthroughoutfutureprofessionalcareers.Thecomputerinexperienceduserofthisbookissoftlyintroducedintothein-teractivebookconceptandwillcertainlyenjoythevarious
6、practicalexamples.Thee-bookisdesignedasaninteractivedocument:astreamoftextandin-formationwithvarioushintsandlinkstoadditionaltoolsandfeatures.Oure-bookdesignoersalsoacompletePDFandHTMLlewithlinkstoworldwidecomputingservers.Thereaderofthisbookmaythereforewithoutdown-loadorpurchaseofsoftwareusea
7、llthepresentedexamplesandmethodsviaalocalXploReQuantletServer(XQS).SuchQSServersmayalsobeinstalledinadepartmentoraddressedfreelyontheweb,clicktowww.xplore-stat.deandwww.quantlet.com."Computer-AidedintroductiontoEconometrics"