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201020s2019 enkde 001 0 eng d |
020 |
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|a9781292264455|cUS $58.50 (pbk.)
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040 |
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|aNOU|beng
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050 |
4
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|aHB139|b.S864 2019
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095 |
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|aLB|bLBF|cE020218|dHB139|e.S864|fwill|n1,340|pBook|y2019
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100 |
1
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|aStock, James H.,|eauthor
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245 |
10
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|aIntroduction to Econometrics/|cJames H. Stock, Mark W. Watson
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250 |
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|aFourth Edition
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260 |
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|aHarlow, United Kingdom:|bPearson Education Limited,|c2019
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300 |
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|a797 pages:|bcharts, plans;|c26 cm.
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490 |
1
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|aThe Pearson Series in Economics;
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500 |
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|aAppendix:APPENDIX 2.1 Derivation of Results in Key Concept 2.3、APPENDIX 2.2 The Conditional Mean as the Minimum Mean Squared Error Predictor、APPENDIX 3.1 The U.S. Current Population Survey、APPENDIX 3.2 Two Proofs That Ȳ Is the Least Squares Estimator of μᵧ、APPENDIX 3.3 A Proof That the Sample Variance is Consistent、APPENDIX 4.1 The California Test Score Data Set、APPENDIX 4.2 Derivation of the OLS Estimators、APPENDIX 4.3 Sampling Distribution of the OLS Estimator、APPENDIX 4.4 The Least Squares Assumptions for Prediction、APPENDIX 5.1 Formulas for OLS Standard Errors、APPENDIX 5.2 The Gauss-Markov Conditions and a Proof of the Gauss-Markov Theorem、APPENDIX 6.1 Derivation of Equation (6.1)、APPENDIX 6.2 Distribution of the OLS Estimators When There Are Two Regressors and Homoskedastic Errors、APPENDIX 6.3 The Frisch-Waugh Theorem、APPENDIX 6.4 The Least Squares Assumptions for Prediction with Multiple Regressors、APPENDIX 6.5 Distribution of OLS Estimators in Multiple Regression with Control Variables、APPENDIX 7.1 The Bonferroni Test of a Joint Hypothesis、APPENDIX 8.1 Regression Functions That Are Nonlinear in the Parameters、APPENDIX 8.2 Slopes and Elasticties for Nonlinear Regression Functions、APPENDIX 9.1 The Massachusetts Elementary School Testing Data、APPENDIX 10.1 The State Traffic Fatality Data Set、APPENDIX 10.2 Standard Errors for Fixed Effects Regression、APPENDIX 11.1 The Boston HMDA Data Set、APPENDIX 11.2 Maximum Likelihood Estimation、APPENDIX 11.3 Other Limited Dependent Variable Models、APPENDIX 12.1 The Cigarette Consumption Panel Data Set、APPENDIX 12.2 Derivation of the Formula for the TSLS Estimator in Equation (12.4)、APPENDIX 12.3 Large-Sample Distribution of the TSLS Estimator、APPENDIX 12.4 Large-Sample Distribution of the TSLS Estimator When the Instrument is Not Valid、APPENDIX 12.5 Instrumental Variables Analysis with Weak Instruments、APPENDIX 12.6 TSLS with Control Variables、APPENDIX 13.1 The Project STAR Data Set、APPENDIX 13.2 IV Estimation When the Causal Effect Varies Across Individuals、APPENDIX 13.3 The Potential Outcomes Framework for Analyzing Data from Experiments、APPENDIX 14.1 The California School Test Score Data Set、APPENDIX 14.2 Derivation of Equation (14.4) for 𝙠 = 1、APPENDIX 14.3 The Ridge Regression Estimator When 𝙠 = 1、APPENDIX 14.4 The Lasso Estimator When 𝙠 = 1、APPENDIX 14.5 Computing Out-of-Sample Predictions in the Standardized Regression Model、APPENDIX 15.1 Time Series Data Used in Chapter 15、APPENDIX 15.2 Stationarity in the AR(1) Model、APPENDIX 15.3 Lag Operator Notation、APPENDIX 15.4 ARMA Models、APPENDIX 15.5 Consistency of the BIC Lag Length Estimator、APPENDIX 16.1 The Orange Juice Data Set、APPENDIX 16.2 The ADL Model and Generalized Least Squares in Lag Operator Notation、APPENDIX 17.1 The Quarterly U.S. Macro Data Set、APPENDIX 18.1 The Normal and Related Distributions and Moments of Continuous Random Variables、APPENDIX 18.2 Two Inequalities、APPENDIX 19.1 Summary of Matrix Algebra、APPENDIX 19.2 Multivariate Distributions、APPENDIX 19.3 Derivation of the Asymptotic Distribution of β ̂、APPENDIX 19.4 Derivations of Exact Distributions of OLS Test Statistics with Normal Errors、APPENDIX 19.5 Proof of the Gauss-Markov Theorem for Multiple Regression、APPENDIX 19.6 Proof of Selected Results for IV and GMM Estimation、APPENDIX 19.7 Regression with Many Predictors: MSPE, Ridge Regression, and Principal Components Analysis
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504 |
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|aIncludes bibliographical references (p. [771]-774) and index.
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650 |
0
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|aEconometrics
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700 |
1
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|aWatson, Mark W.,|eauthor
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830 |
0
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|aThe Pearson Series in Economics;
|