|
|
| (не показаны 3 промежуточные версии этого же участника) |
| Строка 1: |
Строка 1: |
| | | | |
| − |
| |
| − | * [https://github.com/bdemeshev/metrics_hse_exams/raw/master/metrics_hse_exams.pdf Подборка прошлых кр и экзаменов]
| |
| − | * [https://github.com/bdemeshev/metrics_pro/raw/master/metrics_pro.pdf древние задачки семинаров ип]
| |
| − |
| |
| − | * МНК
| |
| − | ** Kurt Schmidheiny, [https://www.schmidheiny.name/teaching/ols.pdf OLS]
| |
| − |
| |
| − | * SVD и PCA
| |
| − | ** Abdi, Williams, [https://personal.utdallas.edu/~herve/abdi-awPCA2010.pdf PCA]
| |
| − | ** Barum Park [https://barumpark.com/blog/2017/Rotation/ PCA, rotation]
| |
| − |
| |
| − | * AIC, BIC
| |
| − | ** Cavanaugh, Neath, [https://iowabiostat.github.io/research-highlights/joe/Cavanaugh_Neath_2019.pdf AIC]
| |
| − | ** Barum Park [https://barumpark.com/blog/2018/aic-and-bic/ AIC and BIC]
| |
| − |
| |
| − | * Модели бинарного выбора
| |
| − | ** Kurt Schmidheiny, [https://www.schmidheiny.name/teaching/binaryresponse.pdf binary response]
| |
| − |
| |
| − | * Панельные данные
| |
| − | ** Kurt Schmidheiny, [https://www.schmidheiny.name/teaching/panel.pdf panel data]
| |
| − |
| |
| − | * Бутстрэп
| |
| − | ** Tim Hesterberg, [https://arxiv.org/abs/1411.5279 What teachers should know about bootstrap?]
| |
| − |
| |
| − |
| |
| − | ## Онлайн источники
| |
| − |
| |
| − | * [https://books.econ.msu.ru/Introduction-to-Econometrics/ Дружелюбная эконометрика]
| |
| − | * Никита Артамонов, [http://img1.liveinternet.ru/images/attach/c/2//3833/3833271_econometrics.pdf Введение в эконометрику]
| |
| − | * Кирилл Фурманов, [http://www.hse.ru/org/persons/503346#other сборник задач на личной страничке]
| |
| − | * онлайн курс по метрике на [https://openedu.ru/course/hse/METRIX/ openedu]
| |
| − |
| |
| − |
| |
| − | * Michael Creel, [https://github.com/mcreel/Econometrics Econometrics] и [https://github.com/mcreel/Econometrics/raw/main/econometrics.pdf pdf]
| |
| − | * Bruce Hansen, [https://www.ssc.wisc.edu/~bhansen/econometrics/ Econometrics]
| |
| − | * Dolf Schluter, [https://www.zoology.ubc.ca/~bio501/R/ Quantitative methods in ecology and evolution] курс по статистике для мбиологов. Хорошая подборка статей по статистике, хорошее введение в R.
| |
| − | * Faraway, [http://cran.r-project.org/doc/contrib/Faraway-PRA.pdf Practical regression and ANOVA using R]: гетероскедастичность, мультиколлинеарность, метод главных компонент, Ridge regression, ANOVA.
| |
| − | * Ruey Tsay [http://faculty.chicagobooth.edu/ruey.tsay/teaching/ teaching page]: его курсы по временным рядам с R
| |
| − | * Kevin Sheppard, [https://www.kevinsheppard.com/teaching/mfe/ Financial Econometrics]: GMM, VaR, многомерная волатильность.
| |
| − | * Kurt Schmidheiny, [http://schmidheiny.name/teaching/shortguides.htm Short guides on econometrics]
| |
| − | * Rob Hyndman, [https://otexts.com/fpp3/ Forecasting principles and practice]
| |
| − | * [https://quantecon.org/ QuantEcon]
| |
