How much math do we need in econometrics?

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关键词：econometrics Econometric metrics Metric econom econometrics How Math Need

This is urgent.

Are calculus and linear algebra enough?

Some maths courses are quite hard for me.

Who can give a set of references? Thanks.

If I had known, I should have learned more maths.

To learn math well, should I use Chinese books or English books?

Should I take mathematical analysis?

Why no response yet?

声明一下，本人是FM的，以下是我读计量经济的朋友他们入门的reading list,楼主想知道有什么相关数学就去图书馆翻翻吧。还有论坛里也很多下载资料阿，看看也能知道个大概吧？

D. Gujarati, Basic Econometrics, 4th Edition, McGraw Hill, 2002.

Campbell, J. Y., A. W. Lo, and A. C. MacKinlay, 1997, The Econometrics of Financial Markets, Princeton.

Greene, W. H., 2003, Econometric Analysis, 5th Ed. Prentice Hall.

Hamilton, J. D., 1994, Time Series Analysis, Pinceton.

Davidson R. and J. Mackinnon, 1993, Estimation and Inference In Econometrics,Oxford University Press.

ps:我好穷啊，这些要是有帮助的话给我点论坛金钱，谢谢

[此贴子已经被作者于2007-3-17 7:54:31编辑过]