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· 분류 : 외국도서 > 경제경영 > 경제학/경제일반 > 계량경제학
· ISBN : 9781032586502
· 쪽수 : 592쪽
· 출판일 : 2024-12-16
목차
Preface??Part 1: Foundations??1. Introduction? 2. Describing data? 3. Regression fundamentals? 4. Causal inference? 5. Statistical inference? 6. Financial statements: A first look? 7. Linking databases? 8. Financial statements: A second look? 9. Importing data??Part 2: Capital Markets Research? ?10. FFJR? 11. Ball and Brown (1968)? 12. Beaver (1968)? 13. Event studies? 14. Post-earnings announcement drift? 15. Accruals? 16. Earnings management??Part 3: Causal Inference? ?17. Natural experiments? 18. Causal mechanisms? 19. Natural experiments revisited? 20. Instrumental variables? 21. Panel data? 22. Regression discontinuity designs??Part 4: Additional Topics? ?23. Beyond OLS? 24. Extreme values and sensitivity analysis? 25. Matching? 26. Prediction??Appendices??A. Linear algebra? B. SQL primer? C. Research computing overview? D. Running PostgreSQL? E. Making a parquet repository? References? Index