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.
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。
Computation, Econometrics, Economics
| Language(s): | Chinese |
| Authors | Liu, Enmeng (chief editor) |
| Publisher: | Xiamen University Press |
| First published / Last update: | 2008 |
| Courses: | International Trade, Economics, Finance |