计量经济学原理与实践_Damodar Gujarati著_9787300169910

　　《经济学经典教材·核心课系列：计量经济学原理与实践》是古扎拉蒂集数十年教学经验、采用“干中学”（learning by doing）的方法组织教学材料编写的计量经济学教科书，没有烦琐复杂的理论推演和艰深的数学讨论。本书从一个非常实用的角度解释计量经济学，每一章都由一到两个生动的案例来展开教学。每一个主题背后的基本理论均得到涵盖，基础的统计学概念在附录中给出，这都使得本书不但结构灵活，而且内容丰富。本书是计量经济学初学者的首选佳作。

　　Econometrics by Example （EBE） is written primarily for undergraduate students in economics， accounting， finance， marketing， and related disciplines. It is also intended for students in MBA programs and for researchers in business， government， and re-search organizations.
　　There are several excellent textbooks in econometrics， written from very elementary to very advanced levels. The writers of these books have their intended audiences. I have contributed to this field with my own books， Basic Econometrics （McGraw-Hill，5thedn， 2009） and Essentials of Econometrics （McGraw Hil，4thedn，2009）. These books have been well received and have been translated into several languages， EBE is different from my own books and those written by others in that it deals with major topics in econometrics from the point of view of their practical applications. Because of space linutations， textbooks generally discuss econometric theory and illustrate econometric techniques with just a few examples. But space does not permit them todeal with concrete examples in detail.
　　In EBE， each chapter discusses one or two examples in depth. To give but one illustration of this， Chapter 8 discusses binary dummy dependent variable regressionmodels. This specific example relates to the deasion to smoke or not to smoke， takingthe value of 1 if a person smokes or the value of 0 if he/she does not smoke. The data consist of a random sample of119 US males. The explanatory variables considered are age， education， income， and price of agarettes. There are three approaches to modeling this problem：（1） ordinary least-squares （OLS）， which leads to the linear probability model （LPM），（2） the logit model， based on the logistic probability distribution， and （3） the probit model， based on the normal distribution.
　　Which is a better model？ In assessing this， we have to consider the pros and cons of all of these three approaches and evaluate the results based on these three competingmodels and then decide which one to choose. Most textbooks have a theoretical discussion about this， but do not have the space to discuss all the practical aspects of a given problem.

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