中南财经政法大学：《金融计量学》课程教学课件（双语讲稿）Chapter 05 Mediation Effect and Moderating Effect

中南财经政法大学：《金融计量学》课程教学课件（双语讲稿）Chapter 03 Causal Inference framework 1

中南财经政法大学：《金融计量学》课程教学课件（双语讲稿）Chapter 02 Statistical Foundations Overview of OLS

中南财经政法大学：《金融计量学》课程教学课件（双语讲稿）Chapter 14 Application Financial Market

中南财经政法大学：《金融计量学》课程教学课件（双语讲稿）Chapter 12 Application Policy Evaluation

中南财经政法大学：《金融计量学》课程教学课件（双语讲稿）Chapter 01 Introduction to Financial Econometrics

1 Motivations All the models we have looked at thus far have been single equations models of the form y=XB+u All of the variables con

1 An Excursion into Non-linearity land Motivation: the linear structural (and time series) models cannot explain a number of important features common to much financial data

常用的经济计量软件 EViews (Econometric Views) RATS (Regression Analysis of Time Series) SAS (Statistical Analysis System) SPSS (Statistical Package for Social Science) TSP

1.1 Introduction: The Nature and Purpose of Econometrics · What is Econometrics? Literal meaning is \measurement in economics?\ 对经济现象和经济关系的数量/计量分析