Econometrics Tutorial

Author: Xie Shiyou
Publisher:
Publish Date: 2004-01-01
Features: This textbook is designed for undergraduate students in economics and management majors. It aims to introduce the fundamental concepts, ideas, and models of econometrics, enabling students to grasp the basic principles of econometric analysis and develop certain application skills, while laying a solid foundation for further advanced studies in econometrics. According to the positioning and goals of this textbook, the author has made efforts to avoid excessive mathematical language and derivations, controlling the mathematical background required from readers. Matrix algebra is completely absent, and probability and statistics prerequisites are introduced before econometric methods. Additionally, considering the widespread use of econometric software in practice and the needs of readers, this textbook emphasizes the application of econometric software (EViews) in econometric modeling, parameter estimation, and forecasting analysis, while downplaying the introduction and requirements for computational methods and techniques. The textbook is clear and concise, with a well-structured format, making it suitable as a core textbook for one-semester courses in economics and management majors, as well as for self-study by other beginners in econometrics. Due to the author's limitations, this textbook is inevitably prone to various shortcomings and errors. We sincerely welcome readers to provide constructive feedback to help improve the book.