[讨论]想买一本计量的教材，请大家推荐

个人推荐国内的南开大学张晓峒编的书《计量经济学基础》

国外教材推荐推荐《计量经济学：现代观点》 伍德里奇 著

我推荐 伍德里奇 《计量经济学：现代观点》 ，实证不错。

感谢各位师兄的回复，每一条都很有帮助，让我在短时间内掌握了很多信息，真的非常谢谢大家！

在网上看到有2003年5月的《AMAZON书店最畅销的经济学书籍（三）：计量经济学》，转过来并附上今天的排名，可能会有所参考：

Econometrics
1.
Econometric Analysis of Cross Section and Panel Data
by Jeffrey M. Wooldridge 
2.
A Guide to Econometrics - 4th Edition
by Peter Kennedy 
*3.
Econometric Analysis （国内有影印版）
by William H. Greene, William H Greene
4.
The Essential John Nash
by John F. Nash, et al
5.
Introductory Econometrics: A Modern Approach *
by Jeffrey M. Wooldridge (国内有翻译版，人大出的，写得非常非常好，被UW的一个教授称为well written)
6.
Game Theory for Applied Economists
by Robert Gibbons
7.
Analysis of Panel Data
by Cheng Hsiao 
*8.
Basic Econometrics w/Software Disk （其老版本已经被翻译成中文）
by Damodar N. Gujarati
9.
Capitalism and Freedom
by Milton Friedman
10.
Limited-Dependent and Qualitative Variables in Econometrics
by G. S. Maddala 
11.
Market Microstructure Theory
by Maureen O’Hara
12.
Theory of Games and Economic Behavior
by Oskar Morgenstern, John Von Neumann
13.
Time Series Models for Business and Economic Forecasting
by Philip Hans Franses
14.
An Introduction to High-Frequency Finance
by Michel M. Dacorogna, et al
15.
Discrete Choice Methods with Simulation
by Kenneth E. Train
16.
Solutions Manual for Recursive Methods in Economic Dynamics
by Claudio Irigoyen , et al
17.
Regression Analysis of Count Data
by A. Colin Cameron , Pravin K. Trivedi 
18.
Student Solutions Manual for Mathematics for Economics - 2nd Edition
by Michael Hoy , et al
19.
Financial Econometrics: Problems, Models, and Methods.
by Christia Gourieroux, et al
20.
Unit Roots, Cointegration, and Structural Change
by G. S. Maddala , In-Moo Kim 
21.
Econometrics
by Fumio Hayashi
22.
Schaum’s Outline of Statistics and Econometrics
by Dominick, Ph.D. Salvatore, Derrick Reagle
23.
Applied Econometric Times Series
by Walter Enders 
24.
Non-Linear Time Series Models in Empirical Finance
by Philip Hans Franses , Dick van Dijk
25.
Classics in Game Theory
by Harold W. Kuhn (Editor)

[此贴子已经被作者于2007-11-14 1:04:45编辑过]

下面是截至到2007年11月14日凌晨1点的：

1
Freakonomics [Revised and Expanded]: A Rogue Economist Explores the Hidden Side of Everything
by Steven D. Levitt , Stephen J. Dubner
2
Introductory Econometrics: A Modern Approach (with Economic Applications Online, Econometrics Data Sets with Solutions Manual Web Site Printed Access Card)
by Jeffrey Wooldridge
3
A Guide to Econometrics, 5th Edition
by Peter Kennedy
4
Everything for Sale: The Virtues and Limits of Markets
by Robert Kuttner
5
Econometric Analysis of Cross Section and Panel Data
by Jeffrey M. Wooldridge
6
Econometric Models and Economic Forecasts
by Robert S Pindyck , Daniel L Rubinfeld
7
Time Series Analysis
by James Douglas Hamilton
8
Analysis of Financial Time Series, 2nd Edition (Wiley Series in Probability and Statistics)
by Ruey S. Tsay
9
Dynamic General Equilibrium Modelling: Computational Methods and Applications
by Burkhard Heer , Alfred Maußner
10
Introduction to the Mathematics of Financial Derivatives
by Salih N. Neftci
11
Game Theory for Applied Economists
by Robert Gibbons
12
The Basel II Risk Parameters: Estimation, Validation, and Stress Testing
by Bernd Engelmann (Editor), Robert Rauhmeier (Editor)
13
Introduction to Econophysics: Correlations and Complexity in Finance
by Rosario N. Mantegna , H. Eugene Stanley
14
Econometric Analysis (5th Edition)
by William H. Greene
15
Games for Business and Economics
by Roy Gardner
16
Econometrics
by Fumio Hayashi
17
Microeconometrics: Methods and Applications
by A. Colin Cameron , Pravin K. Trivedi
18
Solutions Manual for Recursive Methods in Economic Dynamics
by Claudio Irigoyen , Esteban Rossi-Hansberg , Mark L. J. Wright
19
Introductory Econometrics for Finance
by Chris Brooks
20
Analysis of Economic Data
by Gary Koop
21
Convex Optimization
by Stephen Boyd , Lieven Vandenberghe
22
The Econometrics of Financial Markets
by John Y. Campbell , Andrew W. Lo , A. Craig MacKinlay , Andrew Y. Lo , Archie Craig MacKinlay
23
One Thousand Exercises in Probability
by Geoffrey R. Grimmett , David R. Stirzaker
24
An Introduction to State Space Time Series Analysis (Practical Econometrics)
by Jacques J.F. Commandeur , Siem Jan Koopman
25
An Introduction to High-Frequency Finance
by Ramazan Gençay , Michel Dacorogna , Ulrich A. Muller , Olivier Pictet , Richard Olsen

[此贴子已经被作者于2007-11-14 1:30:06编辑过]

古扎拉蒂的《计量经济学精要》

排第二的Peter Kennedy 的书没听说过呀~

还有为什么萧政的书没人买了……

老外写的那些是很不错。但是你看完了，会觉得没有什么总体概念，中国人虽然喜欢抄袭人家，综合人家的东西，但是这是符合我们中国人的思维习惯的，看自己人写的书，综合的多，看完了，觉得知识面广多了，所以初级的我推荐你看，李长风的，计量经济学，不错。

以下是引用蓝色在2007-11-12 7:59:00的发言：

个人推荐 《计量经济学：现代观点》 伍德里奇 著

实证运用讲的比较多。

打算去看看。我用的是格林的英文版，慢慢看的话，讲得很好。

如果楼主英语基础还可以的话，建议直接看老外写的！

我推荐Brooks的《Introductory Econometrics for Finance》 一般非常不错的书，在亚马逊网站上可看到读者的很高评价，也有很详细的EVIEWS操作说明，唯一欠缺的是没提供数据.

以下是引用isonomia在2007-11-14 1:34:00的发言：

排第二的Peter Kennedy 的书没听说过呀~

还有为什么萧政的书没人买了……

 Peter Kennedy 的那本书也是名著，非常简单。不适合作为经济学专业的教材。

 JAMES STOCK的那本书没上销量榜是比较奇怪，很好的一本教材，不强调数学，但道理讲的清楚。

 Econometrics By Fumio Hayashi  也是非常流行的高级教程，广受赞誉。