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微觀計(jì)量經(jīng)濟(jì)學(xué) 
定 價(jià)：49 元
9 7 3 8 5 7 0 3 7 0 8 1 2 讀者對象:教師、學(xué)生 
本書以橫截面數(shù)據(jù)和面板數(shù)據(jù)為基礎(chǔ)，全面介紹了微觀計(jì)量經(jīng)濟(jì)學(xué)的理論模型和估計(jì)原理。本書包括：
緒論、離散被解釋變量模型、分位數(shù)回歸模型、工具變量法、受限被解釋變量模型、面板數(shù)據(jù)模型Ⅰ、面板
數(shù)據(jù)模型Ⅱ、處理效應(yīng)、匹配方法、局部平均處理效應(yīng)、雙重差分模型、事件分析法、合成控制法及斷點(diǎn)回
歸設(shè)計(jì)等。
本書的撰寫遵循以下原則：先對理論知識進(jìn)行介紹，然后結(jié)合Stata 軟件和具體例子來介紹相應(yīng)的估計(jì)
命令及其運(yùn)用。此外，本書在介紹基本理論時(shí)，還會結(jié)合具體問題給出一些例子，以便加深讀者對相關(guān)知識
點(diǎn)的理解。
本書可作為經(jīng)濟(jì)學(xué)、管理學(xué)及其他相關(guān)學(xué)科高年級本科生、碩士研究生及博士研究生的中高級計(jì)量經(jīng)濟(jì)
學(xué)教材，也可作為相關(guān)領(lǐng)域的教師及研究人員了解定量分析方法的參考讀物。
金江
---------------------------- 金江，經(jīng)濟(jì)學(xué)博士，華南理工大學(xué)經(jīng)濟(jì)與金融學(xué)院副教授。主要從事計(jì)量經(jīng)濟(jì)學(xué)、勞動經(jīng)濟(jì)學(xué)、城市經(jīng)濟(jì)學(xué)等的教學(xué)與研究工作，長期講授計(jì)量經(jīng)濟(jì)學(xué)、中級計(jì)量經(jīng)濟(jì)學(xué)、高級計(jì)量經(jīng)濟(jì)學(xué)等本科生和研究生課程，具有豐富的計(jì)量經(jīng)濟(jì)學(xué)學(xué)科教學(xué)經(jīng)驗(yàn)；在Chinese Journal of Sociology、《統(tǒng)計(jì)研究》《社會》《經(jīng)濟(jì)評論》《中國人口·資源與環(huán)境》等中英文期刊上發(fā)表論文20余篇。
第1 章 緒論 ···················································································································· 1
1.1 什么是微觀數(shù)據(jù) ········································································································ 1
1.2 計(jì)量經(jīng)濟(jì)學(xué)的經(jīng)典分析框架 ························································································· 2
1.3 廣義最小二乘法 ········································································································ 3
1.4 最大似然估計(jì) ··········································································································· 4
1.5 廣義矩估計(jì) ·············································································································· 5
第2 章 離散被解釋變量模型 ··························································································· 8
2.1 二元選擇模型 ··········································································································· 8
2.2 隨機(jī)效用模型 ·········································································································· 13
2.3 多元選擇模型 ·········································································································· 14
2.4 排序選擇模型 ·········································································································· 16
2.5 泊松回歸 ················································································································ 19
2.6 應(yīng)用指南 ················································································································ 21
第3 章 分位數(shù)回歸模型 ································································································· 29
3.1 分位數(shù)的含義 ·········································································································· 29
3.2 中位數(shù)回歸 ············································································································· 29
3.3 分位數(shù)回歸 ············································································································· 31
3.4 統(tǒng)計(jì)推斷 ················································································································ 34
3.5 應(yīng)用指南 ················································································································ 35
第4 章 工具變量法 ········································································································ 38
4.1 內(nèi)生性問題 ············································································································· 38
4.2 工具變量估計(jì)思想的提出 ··························································································· 40
4.3 工具變量估計(jì) ·········································································································· 40
4.4 如何尋找工具變量 ···································································································· 44
4.5 應(yīng)用指南 ················································································································ 45
第5 章 受限被解釋變量模型 ·························································································· 52
5.1 斷尾回歸 ················································································································ 52
5.2 樣本選擇模型 ·········································································································· 54
5.3 截取回歸 ················································································································ 56
5.4 應(yīng)用指南 ················································································································ 60
第6 章 面板數(shù)據(jù)模型Ⅰ ································································································· 63
6.1 面板數(shù)據(jù)的特征 ······································································································· 63
6.2 靜態(tài)面板數(shù)據(jù)模型的估計(jì) ··························································································· 64
6.3 固定效應(yīng)和隨機(jī)效應(yīng)的選擇 ························································································ 67
6.4 其他問題 ················································································································ 69
6.5 動態(tài)面板數(shù)據(jù)模型 ···································································································· 71
6.6 應(yīng)用指南 ················································································································ 75
第7 章 面板數(shù)據(jù)模型Ⅱ ································································································· 83
7.1 面板二元選擇模型 ···································································································· 83
7.2 面板泊松模型 ·········································································································· 87
7.3 面板Tobit 模型 ········································································································ 89
7.4 面板分位數(shù)模型 ······································································································· 90
7.5 應(yīng)用指南 ················································································································ 92
第8 章 處理效應(yīng) ············································································································ 98
8.1 處理效應(yīng)的定義 ······································································································· 98
8.2 識別假設(shè) ················································································································ 99
8.3 選擇偏誤 ·············································································································· 100
8.4 其他問題 ·············································································································· 103
第9 章 匹配方法 ·········································································································· 106
9.1 識別假設(shè) ·············································································································· 106
9.2 匹配估計(jì) ·············································································································· 108
9.3 不同的匹配方法 ····································································································· 111
9.4 多處理組的匹配估計(jì) ······························································································· 112
9.5 其他問題 ·············································································································· 113
9.6 應(yīng)用指南 ·············································································································· 114
第10 章 局部平均處理效應(yīng) ·························································································· 119
10.1 不可觀測因素的影響 ····························································································· 119
10.2 工具變量估計(jì) ······································································································ 120
10.3 局部平均處理效應(yīng)估計(jì) ·························································································· 122
10.4 存在協(xié)變量時(shí)局部平均處理效應(yīng)的估計(jì) ····································································· 125
10.5 應(yīng)用指南 ············································································································ 130
第 11 章 雙重差分模型 ································································································· 134
11.1 標(biāo)準(zhǔn)雙重差分模型 ································································································ 134
11.2 交疊雙重差分模型 ································································································ 136
11.3 傾向得分匹配-雙重差分估計(jì) ··················································································· 138
11.4 其他類型DID 模型 ································································································ 139
11.5 應(yīng)用指南 ············································································································ 140
第12 章 事件分析法 ····································································································· 144
12.1 基本模型 ············································································································ 144
12.2 識別要求 ············································································································ 146
12.3 其他問題 ············································································································ 148
12.4 應(yīng)用指南 ············································································································ 149
第13 章 合成控制法 ····································································································· 153
13.1 合成控制法的估計(jì)原理 ·························································································· 153
13.2 多個(gè)處理個(gè)體的情況 ····························································································· 159
13.3 合成控制法的不足 ································································································ 160
13.4 應(yīng)用指南 ············································································································ 161
第14 章 斷點(diǎn)回歸設(shè)計(jì) ································································································· 165
14.1 基本思想 ············································································································ 165
14.2 清晰斷點(diǎn) ············································································································ 166
14.3 模糊斷點(diǎn) ············································································································ 171
14.4 其他問題 ············································································································ 174
14.5 斷點(diǎn)回歸的可靠性檢驗(yàn) ·························································································· 177
14.6 應(yīng)用指南 ············································································································ 177
參考文獻(xiàn) ························································································································ 183
附錄 ······························································································································· 186
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