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This course provides an introduction to econometric theory and practice. We begin with a comprehensive discussion of simple and multiple regression analysis. More advanced topics, such as time series analysis, panel data, and binary models, will be tackled later in the semester. The course aims to introduce you to the statistical methods that economists use to test economic theory and interpret economic data, and to give us experience in estimating econometric models with real-world data.
本课程介绍了计量经济学的理论基础与实践。包括应用统计方法（主要通过回归分析）进行经济数据实证分析进而得出结论。本课的目的是为学生介绍计量经济学理论基础和相关实践，以及让学生学会如何使用真实数据进行计量经济模型分析。
Unlike traditional texts, this book's practical, yet professional, approach demonstrates how econometrics has moved beyond a set of abstract tools to become genuinely useful for answering questions across a variety of disciplines. The author has organized the book's presentation around the type of data being analyzed with a systematic approach that only introduces assumptions as they are needed. This makes the material easier to understand and, ultimately, leads to better econometric practices. Packed with relevant applications, the text incorporates more than 100 data sets in different formats.
This book is suitable for courses in introductory econometrics. It brings the theory and practice of modern econometrics to life through engaging applications.
