Advanced Econometrics (Chinese Edition)

The book introduces systematically the basic theory and methods of modern econometrics by using a unified analyzing frame. Firstly, it introduces the limited stample theory of CNLRM, then it relaxes its assumption limits and adopts the large sample analysis, extending CNLRM to the independent distribution random sample and time series random sample. Finally, it introduces the linear and nonlinear regression model, as well as maximum likehood estimate of Conditional Probability Model.