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看过n本入门的计量经济学教科书，这本最好。这几位作者另外两本中高级的更好，可惜已经绝版了。好不容易才找到了这本书的电子版。应该是绝无仅有了，分享给大家。原版300多兆，高清晰，我压缩了一下，效果差一些但是完全可以看。在版上找过不少书，希望回馈大家。也希望能得点金币。不然什么资料也看不了了。
Amazon 书评
This book is a shortened version of "Learning and Practising Econometrics (1993)", which itself is a shortened version of "The Theory and Practice of Econometrics (1982)".Hill's "Undergraduate Econometrics" instills understanding by slowly going through derivations and principles, while at the same time motivating econometric analysis by referring to economic situations where it can be used. Much better than Gujarati (which tends to be a "cookery book" rather than giving an integrated treatment).
The book both motivates the student and takes them through the steps and methods they will need to adopt in further econometric studies, and always provides a good reference (often to one of the parent books mentioned above) when it omits proofs and other details.
The only weakness of the book reveals what is (to my mind) an unhealthy preoccupation with estimation issues, as opposed to those of data quality. As people like Granger have consistently pointed out, the real issues in 21st century econometrics have to do with what sort of data we have, and what methods are most appropriate in different situations. Despite this, Hill et al almost exclusively dwell on the identically and independently distributed (iid) specification. However, I should point out in the book's defence that this preoccupation is shared by most other introductory (and graduate) textbooks on econometrics.
The book's good points far outweigh these weaknesses. Finally, the second edition has some updates, and discusses such developments as time series econometrics. "Undergraduate Econometrics" should definitely be purchased by anyone wishing to learn about modern empirical methods.
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