初级:
1.Undergraduate Econometrics / Second Edition / R. Carter Hill
2.Introduction to Econometrics / J. H. Stock , M. W. Watson
3.Using Econometrics A Practical Guide / Sixth Edition / A. H. Studenmunt.
中级:
1. Econometric Models and Economic Forecasts / Fourth Edition / Robert S. Pindyck
2.Basic Econometrics / fourth Edition / Damodar N. Gujarati
3.Introductory Econometrics A Modern Approach / Third Edition / J. M. Wooldridge
4.Econometric Analysis / Greene
高级
1.Time Series Analysis / Hamilton
建议:
I.这是本人学习计量经济学的一些参考书籍, 入门者建议先修习矩阵代数及概率 (可参考Econometric Analysis / Greene / Appendix A~E), 这是入门的非常重要的工具.
II.学习任一种计量软件,将教科书的例题演算出,并熟悉如何解释.