Хочу бумажный вариант эконометрики Магнуса
фигею от разброса цен:
www.findbook.ru/search/d1?title=%FD%EA%EE%ED%EE...- Setbook 391 руб
- books.ru/ 467 руб.
-
my-shop.ru 490 руб.
- озон 605 руб. + доставка
- буквоед (инет-магазин) 593 руб., обычный магазин 711 руб.
поеду на днях в
старую техническую книгу, может, там есть... хотя это не совсем техника...
и у меня вопрос к специалистам по эконометрике:
к нам приедет читать
Prof. Zubanov, и заодно я бы хотел сделать запас и для его курса.
содержаниеFurther issues in limited dependent variable (LDV) models
1. Binary choice models (3 lecture hours):
- The linear probability model
- The latent variable model and probit and logit regressions
- Maximum likelihood estimation and statistical inference in the probit and logit regressions
- Specification tests in binary choice models
2. Multiple choice models (2 lecture hours):
- Ordered response case
- Multinomial response case
Reading: V: 7.1, 7.2; CT1: 14.3, 15.4, 15.8
3. Count data models (3 lecture hours):
- The Poisson regression
- Estimating, inferences and specification tests in the Possion regression
- Overdispersion in count data: causes, testing, and remedies
Reading: V: 7.3; CT1: 20.1-20.3, 20.4 (optional)
4. Regressions with censored data (4 lecture hours):
- Tobit model
- Heckman selection model
Reading: V: 7.4, 7.5; CT1: 16.3
Further issues in panel data models
5. The static linear model (6 lecture hours):
- The pooled OLS estimator
- The random effects estimator
- The fixed effects and first-difference estimators
- Pooled, fixed (first-difference), or random effects? Hausman specification test
- Mundlak and Hausman-Taylor estimators
- Residual autocorrelation and heteroscedasticity in panel data
- Regressor endogeneity and methods to address it: an application to production function estimation.
Reading: V: 10.2; CT1: 21.2-21.4
6. The dynamic linear model (6 lecture hours):
- Bias to the estimates of the dynamic linear model
- The IV approach: Anderson-Hsiao estimator
- The GMM approach: Arrelano-Bond and Blundell-Bond estimators
- Specification tests in dynamic panel data regression
Reading: V: 10.4; CT1: 22.5 (except 22.5.4 and 22.5.5)
7. LDV models on panel data (4 lecture hours):
- Logit regression
- Poisson regression
- Tobit regression
Reading: V: 10.7; CT1: 23.4, 23.5, 23.7.
Revision lecture (2 lecture hours)Какую русскоязычную литературу мне можете посоветовать?