林文夫(Fumio Hayashi)在計量經濟學界的地位如何?


Fumio Hayshi is not an econometric theorist. He is a quantitative macroeconomist, and he has published several highly influential papers.

I carefully read his econometrics textbook when I was a master"s student. Today it is still one of the best written. He develops a unified framework under GMM that incorporates many classical estimators. His book is also remarkably comprehensive, with serious coverage about non-stationary time series and cointegration, which is rare in first-year graduate-level textbooks. I highly recommend his textbook.


林先生寫計量是興趣使然,他其實是個宏觀學者

最著名的應該是那篇日本失去的n年(n是5是10還是20我忘記了


矩估計最好的教材就是他寫的


很高啊,我們教材就用他寫的書,因為他的書用矩陣推導較多,格林用代數較多,矩陣更易理解更符合gpu計算


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