计量经济学导论 : 第4版

Chapter 1

The Nature of Econometrics and Economic Data

1.1 What Is Econometrics?

1.2 Steps in Empirical Economic Analysis

1.3 The Structure of Economic Data

1.4 Causality and the Notion of Ceteris Paribus in Econometric Analysis

Summary

Key Terms

Computer Exercises

Part 1 Regression Analysis with Cross Sectional Data

Chapter 1 The Simple Regression Model

2.1 Definiaon ofthe Simple Regression Model

2.2 Deriving the Ordinary Least Squares Estimates

2.3 Properties of OLS on Any Sample of Data

2.4 Units of Measurement and Functional Form

2.5 Expected Values and Variances of the OLS Estimators

2.6 Regression through the Origin Summary Key Terms

Computer Exercises

Appendix 2A

Chapter 3 Multiple Regression Analysis:Estimation

3.1 Motivation for Multiple Regression

3.2 Mechanics and Interpretation of Ordinary Least Squares

3.3 The Expected Value of the OLS Estimators

3.4 The Variance of the OLS Estimators

3.5 Efficiency of OLS: The Gauss-Markov Theorem Summary

Key Terms

Computer Exercises l

Appendix 3A

Chapter 4 Multiple Regression Analysis:Inference

4.1 Sampling Distributions of the OLS Estimators

4.2 Testing Hypotheses about a Single Population Parameter: The t Test

4.3 Confidencelntervals

4.4 Testing Hypotheses about a Single Linear Combination of the Parameters

4.5 Testing Multiple Linear Restrictions:The F Test

4.6 Reporting Regression Results

Summary

Key Terms

Computer Exercises

Chapter 5 Multiple Regression Analysis:OLS Asymptotics

5.1 Consistency

5.2 Asymptotic Normality and Large Sample Inference

5.3 Asymptotic Efficiency of OLS

Summary

Key Terms

Computer Exercises

Appendix SA

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Part 2 Regression Analysis with Tiome Series Data

Part 3 Advanced Topics

《计量经济学导论（第四版）/普通高等教育“十一五”国家级规划教材·高等学校经济学类英文版教材》内容简洁、逻辑清晰、篇幅与深度适当，并且具有比较完整的知识体系，符合我国高等学校计量经济学的本科教学需求。
　　改编后的教材集中于计量经济学的主流框架，加强了基础性理论，适当弱化了应用。具体分为四个部分：一是基于横截面数据的模型、最小二乘估计（OLS）和假设检验及其应用；二是时间序列数据的模型设定、估计和检验理论与应用；三是面板数据模型的理论和应用；四是离散选择模型或者微观计量经济学，用于研究个体选择的决定因素。
　　《计量经济学导论（第四版）/普通高等教育“十一五”国家级规划教材·高等学校经济学类英文版教材》可作为高等学校经济学类、管理学类本科的计量经济学教材，也可以作为研究生的参考教材。《计量经济学导论（第四版）/普通高等教育“十一五”国家级规划教材·高等学校经济学类英文版教材》配套的数据文件等教学资源可通过书后的教辅材料申请表索取。