现代经济学大典--

计量经济学Econometrics计量经济模型Econometric Models总体回归函数与样本回归函数Popultion Regression Function and Sample Regression Function计量经济模型经典假定Classical Hypothesis of Econometric Models最小二乘估计Least Squares Estimation极大似然估计Maximum Likelihood Estimation广义矩估计Generalized Method of Moments Estimators(GMM)分位数回归Quantile Regression稳健估计Robust Estimation计量经济模型设定检验Specification Tests for Econometric Models拟合优度检验GOOdness-of-Fit Test多重共线性Multicollinearity异方差性Heteroscedasticity序列相关性Serial Correlation瓦尔德检验Wald Test似然比检验Likelihood Ratio Test拉格朗日乘数检验Lagrange Multiplier Test豪斯曼检验Hausman Test内生性与外生性Endogeneity and Exogeneity联立方程模型Simultaneous Equations Model工具变量Instrumental Variable虚拟变量Dummy Variable单位根检验Unit Root Test协整分析Cointegration Analysis误差修正模型Error Correction Model自回归分布滞后模型Autoregressive Distributed Lag Model向量自回归模型Vector Autoregression Model结构突变检验Structural Break Test格兰杰因果关系检验Granger Causality Test自回归条件异方差模型族Autoregressive Conditional Heteroskedasticing Model蒙特卡洛模拟Monte Cado Simulation自举法Bootstrap离散选择模型Discrete Choice Model计数数据模型Count Data Model选择性样本模型Sample Selection Model持续时间数据模型Duration Data Model面板数据模型Panel Data Model面板数据单位根检验Panel Date Unit Root Test面板数据协整检验Panel Cointegration Test空间计量模型Spatial Econometric Model非参数计量模型Nonparametric Econometric Model半参数计量模型Semiparametric Econometric Model连接函数Copula Function非线性时间序列模型Nonlinear Time Series Model状态空间模型State Space Model随机波动模型Stochastic Volatility Model