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http://www.econometricsbooks.com/online/online.htm On-line books, notes, and other resources Full text of published books Discrete Choice Methods with Simulation by Kenneth Train (2009) Qualitative Choice Analysis by Kenneth Train (1993) Empirical Processes: Theory and Applications by David Pollard (1990) Analog Estimation Methods in Econometrics by Charles Manski (1988) Convergence of Stochastic Processes by David Pollard (1984) Structural Analysis of Discrete Data and Econometric Applications edited by Charles Manski and Daniel McFadden (1981) Urban Travel Demand: A Behavioral Analysis by Tom Domencich and Daniel McFadden (1975) Full text of unpublished books and notes Econometrics by Bruce Hansen (graduate level) Econometrics by Michael Creel (graduate level) Intermediate and Advanced Econometrics: Problems and Solutions by Stanislav Anatolyev Spatial Econometrics by James LeSage (1998 version) Lectures in Time-Series Analysis and Forecasting by D.S.G. Pollock Statistics/Econometrics Lecture Notes by Daniel McFadden MIT "Nonlinear Econometric Analysis" Lecture Notes by Victor Chernozkukov and Whitney Newey Linear Regression Models for Panel Data using SAS, Stata, Limdep, and SPSS by Hun Myoung Park Analysis of Categorical Dependent Variables with SAS and SPSS by Choong-Geun Chung On-line econometrics lectures and courses What's New in Econometrics (slides, notes, videos) by Guido Imbens and Jeffrey Wooldridge (NBER, 2007) What's New in Econometrics: Time Series (slides, notes, videos) by James Stock and Mark Watson (NBER, 2008) Distance learning course for Discrete Choice Methods with Simulation by Kenneth Train -- ※ 發信站: 批踢踢實業坊(ptt.cc) ◆ From: 71.194.24.6
bmka:Nice find! Pollard 的書應該已經絕版了,能找到電子版真好 04/13 08:27
bmka:不過這兩本書都有點老,如果對empirical processes有興趣, 04/13 08:30
bmka:可以找找Kosorok 2008年出的書,網路上也可以找到電子版 04/13 08:31
bowin:Pollard 的個人網頁上http://www.stat.yale.edu/~pollard/ 04/13 12:33
bowin:有他的一些絕版書, 包含上述兩本. 04/13 12:34
bowin:推薦大家去參觀一下喔, 他是empirical processes的大師 04/13 12:35