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Эконометрика: работа с данными на компьютере. Практикум: Элементы теории. Практические задания. Ответы и решения

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Описание

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Эконометрика: работа с данными на компьютере. Практикум: Элементы теории. Практические задания. Ответы и решения

Name: Эконометрика: работа с данными на компьютере. Практикум: Элементы теории. Практические задания. Ответы и решения
Brand: ЛЕНАНД
Availability: InStock

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Артикул Маркета

102759880553

Предмет

экономика

ISBN

9785951942463

Автор

Вакуленко Елена Сергеевна

Год издания

2024

Внешний вид товаров и/или упаковки может быть изменён изготовителем и отличаться от изображенных на Яндекс Маркете.

Все товары ЛЕНАНД

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Нет в продаже у продавца

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Эконометрика: работа с данными на компьютере. Практикум: Элементы теории. Практические задания. Ответы и решения

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Нет в продаже

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COMBOOK

Магазин•4.9 7.3K оценок

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О товаре

Преподавание эконометрики в части практических занятий должно базироваться на трёх китах:

решение задач "вручную", программирование эконометрических процедур, работа с данными на компьютере. Эта книга посвящена третьему "киту".

Пособие подготовлено на основе практических занятий по эконометрике, которые авторы проводили более десяти лет на различных факультетах НИУ ВШЭ. Оно предназначено, в основном, для студентов бакалавриата, обучающихся по экономическим специальностям, а также преподавателей эконометрики. Также данный практикум может быть использован в магистратуре при повторении бакалаврского курса.

Тематический состав большей части практикума вполне традиционен для бакалаврского курса:

• метод наименьших квадратов и линейная регрессия,

• доверительные интервалы,

• проверка статистических гипотез,

• фиктивные переменные и тест Чоу,

• тесты на правильность функциональной формы: тест Рамсея и тест Бокс-Кокса,

• мультиколлинеарность,

• гетероскедастичность,

• автокорреляция,

• модели бинарного выбора: logit- и probit-модели,

• системы одновременных уравнений,

• эндогенность,

• элементы анализа панельных данных.

Основной особенностью данного пособия является использование не только реальных, но и симулированных данных. Это сделано с тем замыслом, что при анализе реальных данных учащиеся сталкиваются сразу с целым комплексом отклонений от теоретических предпосылок, в то время как на симулированных данных в условиях контролируемого эксперимента можно задавать такие отклонения по отдельности. В результате можно почувствовать чистый эффект от каждого из отклонений от теоретических предпосылок. При этом задача обнаружения того или иного отклонения и его устранения становится более простой и обозримой. Помимо задач с симулированными данными в пособие включены задачи с реальными данными, для того чтобы выработать у студентов навыки работы не только в "рафинированных", но и "боевых" условиях.

Артикул Маркета

102759880553

Бренд

ЛЕНАНД

Предмет

экономика

ISBN

9785951942463

Автор

Вакуленко Елена Сергеевна

Год издания

2024

Обложка

мягкий

Перед покупкой уточняйте характеристики и комплектацию у продавца.

Возрастное ограничение 18+

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Войдите в аккаунтИ тогда откроется корзина, а цены на Маркете могут стать ниже

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Эконометрика: работа с данными на компьютере. Практикум: Элементы теории. Практические задания. Ответы и решения

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