av中文字幕在线播放,99久久99视频

本書以橫截面數據和面板數據為基礎，全面介紹了微觀計量經濟學的理論模型和估計原理。本書包括：緒論、離散被解釋變量模型、分位數回歸模型、工具變量法、受限被解釋變量模型、面板數據模型Ⅰ、面板數據模型Ⅱ、處理效應、匹配方法、局部平均處理效應、雙重差分模型、事件分析法、合成控制法及斷點回歸設計等。本書的撰寫遵循以下原則：先對理論知識進行介紹，然后結合Stata 軟件和具體例子來介紹相應的估計命令及其運用。此外，本書在介紹基本理論時，還會結合具體問題給出一些例子，以便加深讀者對相關知識點的理解。本書可作為經濟學、管理學及其他相關學科高年級本科生、碩士研究生及博士研究生的中高級計量經濟學教材，也可作為相關領域的教師及研究人員了解定量分析方法的參考讀物。

第1 章緒論 ···················································································································· 1 1.1 什么是微觀數據 ········································································································ 1 1.2 計量經濟學的經典分析框架 ························································································· 2 1.3 廣義最小二乘法 ········································································································ 3 1.4 最大似然估計 ··········································································································· 4 1.5 廣義矩估計 ·············································································································· 5 第2 章離散被解釋變量模型 ··························································································· 8 2.1 二元選擇模型 ··········································································································· 8 2.2 隨機效用模型 ·········································································································· 13 2.3 多元選擇模型 ·········································································································· 14 2.4 排序選擇模型 ·········································································································· 16 2.5 泊松回歸 ················································································································ 19 2.6 應用指南 ················································································································ 21 第3 章分位數回歸模型 ································································································· 29 3.1 分位數的含義 ·········································································································· 29 3.2 中位數回歸 ············································································································· 29 3.3 分位數回歸 ············································································································· 31 3.4 統(tǒng)計推斷 ················································································································ 34 3.5 應用指南 ················································································································ 35 第4 章工具變量法 ········································································································ 38 4.1 內生性問題 ············································································································· 38 4.2 工具變量估計思想的提出 ··························································································· 40 4.3 工具變量估計 ·········································································································· 40 4.4 如何尋找工具變量 ···································································································· 44 4.5 應用指南 ················································································································ 45 第5 章受限被解釋變量模型 ·························································································· 52 5.1 斷尾回歸 ················································································································ 52 5.2 樣本選擇模型 ·········································································································· 54 5.3 截取回歸 ················································································································ 56 5.4 應用指南 ················································································································ 60 第6 章面板數據模型Ⅰ ································································································· 63 6.1 面板數據的特征 ······································································································· 63 6.2 靜態(tài)面板數據模型的估計 ··························································································· 64 6.3 固定效應和隨機效應的選擇 ························································································ 67 6.4 其他問題 ················································································································ 69 6.5 動態(tài)面板數據模型 ···································································································· 71 6.6 應用指南 ················································································································ 75 第7 章面板數據模型Ⅱ ································································································· 83 7.1 面板二元選擇模型 ···································································································· 83 7.2 面板泊松模型 ·········································································································· 87 7.3 面板Tobit 模型 ········································································································ 89 7.4 面板分位數模型 ······································································································· 90 7.5 應用指南 ················································································································ 92 第8 章處理效應 ············································································································ 98 8.1 處理效應的定義 ······································································································· 98 8.2 識別假設 ················································································································ 99 8.3 選擇偏誤 ·············································································································· 100 8.4 其他問題 ·············································································································· 103 第9 章匹配方法 ·········································································································· 106 9.1 識別假設 ·············································································································· 106 9.2 匹配估計 ·············································································································· 108 9.3 不同的匹配方法 ····································································································· 111 9.4 多處理組的匹配估計 ······························································································· 112 9.5 其他問題 ·············································································································· 113 9.6 應用指南 ·············································································································· 114 第10 章局部平均處理效應 ·························································································· 119 10.1 不可觀測因素的影響 ····························································································· 119 10.2 工具變量估計 ······································································································ 120 10.3 局部平均處理效應估計 ·························································································· 122 10.4 存在協(xié)變量時局部平均處理效應的估計 ····································································· 125 10.5 應用指南 ············································································································ 130 第 11 章雙重差分模型 ································································································· 134 11.1 標準雙重差分模型 ································································································ 134 11.2 交疊雙重差分模型 ································································································ 136 11.3 傾向得分匹配-雙重差分估計 ··················································································· 138 11.4 其他類型DID 模型 ································································································ 139 11.5 應用指南 ············································································································ 140 第12 章事件分析法 ····································································································· 144 12.1 基本模型 ············································································································ 144 12.2 識別要求 ············································································································ 146 12.3 其他問題 ············································································································ 148 12.4 應用指南 ············································································································ 149 第13 章合成控制法 ····································································································· 153 13.1 合成控制法的估計原理 ·························································································· 153 13.2 多個處理個體的情況 ····························································································· 159 13.3 合成控制法的不足 ································································································ 160 13.4 應用指南 ············································································································ 161 第14 章斷點回歸設計 ································································································· 165 14.1 基本思想 ············································································································ 165 14.2 清晰斷點 ············································································································ 166 14.3 模糊斷點 ············································································································ 171 14.4 其他問題 ············································································································ 174 14.5 斷點回歸的可靠性檢驗 ·························································································· 177 14.6 應用指南 ············································································································ 177 參考文獻 ························································································································ 183 附錄 ······························································································································· 186

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