Econometrics

Author: Zhao Guoqing
Publisher:
Publish Date: 2001-02-01
Features: This book aims to help students understand the concepts of econometric models and master commonly used econometric models. It also explores the role and functions of econometric models in analyzing problems and assisting decision-making in the field of economics. Specifically, it covers topics such as the construction of the F-test for changes, distributed lag models, discrete choice models, models with limited dependent variables, panel data analysis, unit root tests for economic variables, and cointegration analysis. The book applies econometric methods to numerous economic cases both domestically and internationally. While providing statistical interpretations of the estimation results, it also offers detailed discussions on their economic implications. Key examples include the consumption function, Phillips curve, production function, import function, Klein model, and error correction model (ECM). The authors of this book are scholars who have long been engaged in teaching and research in econometrics, macroeconomics, and microeconomics. Most of them have experience in studying and teaching abroad.