求推荐几本好的econometrics工具书 - 未名空间MITBBS历史存档

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求推荐几本好的econometrics工具书

求推荐几本好的econometrics工具书# Economics - 经济

s*e2008-10-17 07:10

1 楼

i*e2008-10-17 07:10

2 楼

LZ说说你自己学计量是目的是啥，打算学到啥水平，不然别怪别人没时间给你开个包罗
各级水平的书单。

c*a2008-10-17 07:10

3 楼

Personally, I believe the followings are some good econometrics textbooks.
Hayashi's Econometrics (graduate book)
Wooldridge's Introductory Econometrics, A Modern Approach (Undergraduate
book),
Wooldridge's Econometric Analysis of Cross Section and Panel Data(graduate
book),
Hamilton's Time Series Analysis (graduate book),
Amemiya's Introduction to Statistics and Econometrics (Undergraduate book).

f*12008-10-17 07:10

4 楼

Hayashi's Econometrics and Hamilton's Time Series Analysis are two very nice
econometrics books.
If you want to do sth finance, I also suggest The Econometrics of Financial
Markets by John Campbell ,Andrew Lo and Craig MacKinlay