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高级计量经济学（洪永淼：英文字幕2020版）

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2021-04-13 11:28:53

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This course introduces systematically the basic theory and methods of modern econometrics by using a unified analyzing frame.

计量经济学

厦大经济发消息

厦门大学经济学院王亚南经济研究院邹至庄经济研究院

欧皇附体？福利这么多！

1.1Course Introduction and Course Requirements

18:39

1.2 Roles of Econometrics

08:28

1.3 Illustrative Examples

01:18:57

1.4 Limitations of Econometric Analysis

23:33

2.1 Conditional Probability Distribution

14:48

2.2 Regression Analysis (Part 1)

42:19

2.2 Regression Analysis (Part 2)

45:53

2.3 Linear Regression Modeling

49:28

2.4 Correct Model Specification for Conditional Mean

31:15

3.1 Frameworks and Assumptions (part 1)

34:36

3.1 Frameworks and Assumptions (part 2)

17:44

3.1 Frameworks and Assumptions (part 3)

20:28

3.2 OLS Estimation (part 1)

22:50

3.2 OLS Estimation (part 2)

33:48

3.2 OLS Estimation (part 3)

27:00

3.3 Goodness of Fit and Model Selection Criteria (part 1)

37:48

3.3 Goodness of Fit and Model Selection Criteria (part 2)

24:31

3.4 Consistency and Efficiency of OLS (part 1)

37:10

3.4 Consistency and Efficiency of OLS (part 2)

18:08

3.4 Consistency and Efficiency of OLS (part 3)

32:38

3.5 Sampling Distribution of OLS

24:04

3.6 Variance Matrix Estimator for OLS

19:17

3.7 Hypothesis Testing (part 1)

23:53

3.7 Hypothesis Testing (part 2)

22:40

3.7Hypothesis Testing (part 3)

23:55

3.8 Applications (part 1)

36:09

3.8 Applications (part 2)

24:46

3.9 Generalized Least Squares (GLS) Estimation (part 1)

41:30

3.9 Generalized Least Squares (GLS) Estimation (part 2)

20:50

4.1 Introduction to Asymptotic Theory (part 1)

31:00

4.1 Introduction to Asymptotic Theory (part 2)

35:27

4.1 Introduction to Asymptotic Theory (part 3)

29:00

4.1 Introduction to Asymptotic Theory (part 4)

22:41

4.2 Frameworks and Assumptions

17:06

4.3 Consistency of OLS

16:20

4.4 Asymptotic Normality of OLS

23:26

4.5 Asymptotic Variance Estimation

45:17

4.6 Hypothesis Testing

39:20

4.7 Testing for Conditional Homoskedasticity

24:36

4.8 Conclusion

05:24

5.1 Introduction to Time Series Analysis (part 1)

38:53

5.1 Introduction to Time Series Analysis (part 2)

39:37

5.1 Introduction to Time Series Analysis (part 3)

29:37

5.1 Introduction to Time Series Analysis (part 4)

37:52

5.1 Introduction to Time Series Analysis (part 5)

39:49

5.1 Introduction to Time Series Analysis (part 6)

28:17

5.2 Framework and Assumptions and 5.3 Consistency of OLS

12:07

5.4 Asymptotic Normality of OLS and 5.5 Asymptotic Variance Estimator for OLS

26:38

5.6 Hypothesis Testing (part 1)

36:24

5.6 Hypothesis Testing (part 2)

22:15

5.7 Testing for Conditional Heteroskedasticity and Autoregressive conditional He

34:50

6.1 Framework and Assumptions

11:02

6.2 Long-run Variance Estimation (part 1)

19:35

6.2 Long-run Variance Estimation (part 2)

25:57

6.2 Long-run Variance Estimation (part 3)

24:15

6.3 Consistency of OLS and 6.4 Asymptotic Normality of OLS

11:03

6.5 Hypothesis Testing and 6.7 A Classical Ornut-Cochrane Procedure

30:39

7.0 Introduction of Chapter 7 Instrumental Variables Regression (part 1)

25:41

7.0 Introduction of Chapter 7 Instrumental Variables Regression (part 2)

14:57

7.1 Framework and Assumptions

09:32

7.2 Two-Stage Least Squares (2SLS) Estimation (part 1)

09:20

7.2 Two-Stage Least Squares (2SLS) Estimation (part 2)

42:24

7.3 Consistency of 2SLS and 7.4 Asymptotic Normality of 2SLS

21:59

7.6 Hypothesis Testing

41:27

7.7 Hausman's Test

10:09

8.1 Introduction to the Method of Moments Estimation (MME)

13:40

8.2 Generalized Method of Moments (GMM) Estimation (Part 1)

22:51

8.2 Generalized Method of Moments (GMM) Estimation (Part 2)

25:24

8.3 Consistency of GMM

10:28

8.4 Asymptotic Normality of GMM

37:55

8.5 Asymptotic Efficiency of GMM (Part 1)

25:02

8.5 Asymptotic Efficiency of GMM (Part 2)

21:22

8.6 Asymptotic Variance Estimator

09:21

8.7 Hypothesis Testing

27:58

8.8 Model Specification Testing (Part 1)

31:26

8.8 Model Specification Testing (Part 2)

31:59

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