面板数据
16
Non-Stationary Time Series
Hansen计量经济学
前言
如何参与？
1
Introduction
回归
2
Conditional Expectation and Projection
3
The Algebra of Least Squares
4
Least Squares Regression
5
Normal Regression
大样本方法
6
A Review of Large Sample Asymptotics
7
Asymptotic Theory for Least Squares
8
Restricted Estimation
9
Hypothesis Testing
10
Resampling Methods
多方程模型
11
Multivariate Regression
12
Instrumental Variables
13
Generalized Method of Moments
面板数据
14
Time Series
15
Multivariate Time Series
16
Non-Stationary Time Series
17
Panel Data
18
Difference in Differences
非参数方法
19
Nonparametric Regression
20
Series Regression
21
Regression Discontinuity
22
M-Estimators
非线性方法
23
Nonlinear Least Squares
24
Quantile Regression
25
Multiple Choice
26
Censoring and Selection
27
Model Selection, Stein Shrinkage, and Model Averaging
28
Machine Learning
总结
References
Appendices
A
附录a1
16
Non-Stationary Time Series
15
Multivariate Time Series
17
Panel Data