请推荐一本计量的书？

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请推荐一本计量的书？谢谢

我只看过古尔扎迪的经济计量精要，很简单的。 现在想学习高级计量，需要看什么书？如果在格林那本书、洪永淼的讲义、伍德里奇的现代观点三个里选择，选择哪一本？ 谢谢了！！！

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关键词：伍德里奇 经济计量 高级计量 现代观点 洪永淼 推荐 计量

first of all, Wooldridge's modern view is also a text for undergraduate. but it is a very nice text, worth careful study.

Greene's book is a stansard first year graduate text. the updated version (fifth, 2003) improved a lot. But Greene's style is not very user-friendly at least from my view. a better alternative is Hayashi's Econometrics. Or Davision and MacKinnon new text (2004), sorry I forget the exact name. The latter focuses more on econometric theory but it explains very clearly.

by the way, all these texts are not really advanced as the field of econometrics grow so fast. do not feel obliged to learn something advanced. The key is to digest the materials and put them into practices.

I know Hong Yongmiao but have no idea of his notes. If you don't mind, please send me a copy.good luck and have fun

我是undergraduate,我们学计量用的是Greene的书.

不过觉得蛮friendly的.喜欢上了简洁的矩阵表述.

[此贴子已经被作者于2006-12-16 4:16:44编辑过]