Contents 1. INTRODUCTION 2. FOUNDATIONS 3. GENERALISATIONS 4. MODELLING 5. INFERENCE 6. REMODELLING...
Table of Contents INTRODUCTION Preliminaries Examples and models Bibliographic notes ESTIMATION IN NONLINEAR TIME SERIES Introduction Semiparametric series estimation Semiparametric kernel estimation Semiparametric single-index estimation...
1 Introduction 2 The One-way Error Component Regression Model 3 The Two-way Error Component Regression Model 4 Test of Hypotheses with Panel Data 5 Heteroskedasticity and Serial Correlation in the Error Component Model 6 Seemingly Unrelate...
Contributors xv 1 Introducing Markov chain Monte Carlo 2 Hepatitis B: a case study in MCMC methods 3 Markov chain concepts related to sampling algorithms 4 Introduction to general state-space Markov chain theory 5 Full conditional distribu...
1 Fundamentals of Measure and Integration Theory 2 Furtber Results in Measure and Integration Theory 3 Introduction to Functional Analysis 4 Basic Concepts of Probability 5 Conditional Probability and Expectation 6 Strong Laws of Large Num...
【书名】计量经济学数学基础(具体的书名文件上没有显示) 【文件格式】PDF 【文件大...
Contents PREFACE TO THE FOURTH EDITION xi PROLOGUE TO INTRODUCTION TO MATHEMATICAL FINANCE xiii 1 SET 1 1.1 Sample sets 1 1.2 Operations with sets 3 1.3 Various relations 7 1.4 Indicator 13 Exercises 17 2 PROBABILITY 20 2.1 Examples of pro...
Preface . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . xi 1 Random Variables . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1 1.1 Introduct...
第一章 回归分析的性质 第二章 双变量回归分析：一些基本概念 第三章 双变量回归模型：估计问题 第四章 经典正态线性回归模型 第五章 双变量回归：区间估计与假设检验 第六章 双变量线性回归模型的延伸 第七章 多元回归分析：估计问题 第八章 多元回归分析：...
Contents Preface vii 1 Simulating Random Numbers from a Uniform Distribution 1 1.1 Uniform Integers and an Approximate Uniform Density . . . . . . . . . . . . . . . . . . . . . . . . . . . 5 1.2 Simple Linear Congruential Generators . . ....
