Econometrics

This book provides the mathematical foundations of econometrics, including linear regression models, binary linear regression models, multiple linear, heteroscedastic, autocorrelation, time series variables of non-stationary and cointegration models, etc.

Original title: 计量经济学

Original abstract:

包括计量经济学的数学基础、一元线性回归模型、二元线性回归模型、多重共线性、异方差、自相关、时间序列变量的非平稳性与协整等内容。

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Keywords:

Computation, Econometrics, Economics

Additional information:

Language(s):Chinese
AuthorsLiu, Enmeng (chief editor)
Publisher:Xiamen University Press
First published / Last update: 2008
Courses:International Trade, Economics, Finance