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計量経済学 第2版 (新経済学ライブラリ ; 12)

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計量経済学 = ECONOMETRICS

第2版

(新経済学ライブラリ ; 12)

Call No. (NDL)
DA49-M69
Bibliographic ID of National Diet Library
031992705
Material type
図書
Author
山本拓 著
Publisher
新世社
Publication date
2022.3
Material Format
Paper
Capacity, size, etc.
396p ; 22cm
NDC
331.19
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Detailed bibliographic record

Summary, etc.:

計量分析の統計理論的考え方を数式の展開を通じて丁寧に説明した基本テキストを近年の斯学の進展を視野に大幅改訂.計量分析ソフトの普及を配慮し,必要な諸概念を拡充した.(Provided by: 出版情報登録センター(JPRO))

Author introduction:

山本 拓 山本 拓 一橋大学名誉教授 Ph.D(Provided by: 出版情報登録センター(JPRO))

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Table of Contents

  • 計量経済学とは/最小2乗法:直線のあてはめ/単純回帰分析/多重回帰分析/モデルの関数型と特殊な変数/F検定と構造変化の検定/分布ラグ・モデル/標準的仮定の意味と不均一分散/撹乱項の系列相関/説明変数と撹乱項の相関/同時方程式モデル/パネルデータ分析/質的従属変数モデル分析

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Paper

Material Type
図書
ISBN
978-4-88384-343-5
Title Transcription
ケイリョウ ケイザイガク
Author/Editor
山本拓 著
Edition
第2版
Author Heading
著者 : 山本, 拓, 1945- ヤマモト, タク, 1945- ( 00152433 )Authorities
Publication Date
2022.3