<p><br/>计量经济学入门: </p>
<p>Griffiths, W. E., R. C. Hill, and G. G. Judge, 1993, Learning and Practicing Econometrics, John Wiley &amp; Sons. </p>
<p>Johnston, J. and J. DiNardo, 1997, Econometric Methods, 4th ed., McGraw-Hill.(资格最老,我的启蒙书) </p>
<p>Maddala, G. S., 1992, Introduction to Econometrics, 2nd ed., Prentice-Hall. </p>
<p>Ramanathan, R., 1998, Introductory Econometrics with Applications, 4th ed., The Dryden Press.(前四本似乎是大学部程度计量经济学教科书中最为流行者) </p>
<p>Judge, G. G., W. E. Griffiths, R. C. Hill, T.-C. Lee, and H.
Lutkepol, 1988, Introduction to the Theory and Practice of
Econometrics, 2nd ed., John Wiley &amp; Sons. <br/>Kennedy, P., 1998, A Guide to Econometrics, 4th. ed. The MIP Press. (本书尝试少用数学而多以文字来解释一些计量经济学的概念) </p>
<p>Goldberger, A. S., 1991, A Course in Econometrics, Harvard University Press. (本书善用简单例子解释一些重要的基本观念,本书缺点在于未能包括一些新课题) </p>
<p>Gujarati, D. N., 1995, Basic Econometrics, 3nd. ed., McGraw-Hill.
Thomas, R. L., 1996, Modern Econometrics, An Introduction,
Addison-Wesley. </p>
<p>Lardaro, L., 1993, Applied Econometrics, Harper Collins.(书中包含了一些实例应用) </p>
<p>Ghosh, S. K., 1991, Econometrics: Theory and Applications, Prentice-Hall.(书中包含了一些实例应用)</p>
<p>Hill, R. C., W. E. Griffiths, and G. G. Judge, 1997, Undergraduate Econometrics, Jogn Wiley &amp; Sons. (本书较薄较浅,适合统计学基础较弱的读者) </p>
<p>Draper, N. R. and H. Smith, 1998, Applied Regression Analysis, John Wiley &amp; Sons. (本书和下一本书均是非计量经济学者学回归分析常用的教科书)</p>
<p>Neter, J. and W. Wasserman, 1996, Applied Linear Statistical Models, 4th ed.,Irwin. </p>
<p><br/>中级计量经济学:</p>
<p><br/>Greene, W. H., 1997, Econometric Analysis, 3rd ed.,
Prentice-Hall ,
Inc.(最畅销的研究所计量经济学教科书,包含范围很广,但常有解释不清的地方。本书作者也是一个相当流行的计量经济学软件Limdep 的作者) </p>
<p>Judge, G. G., W. E. Griffiths, R. C. Hill, and T.-C. Lee, 1985, The
Theory and Practice of Econometrics, 2nd ed., John Wiley &amp; Sons.
(前一本书尚未出来时最畅销的研究所计量经济学教科书) </p>
<p>Fomby, T., C. Hill, and S. Johnson, 1984, Advanced Econometric
Methods,
Springer-Verlag.(似乎没有前两本书畅销,所包含的教材没有前两本书广,但对书内有的课题解释较为清楚,我个人对之有偏爱) </p>
<p>Amemiya, T., 1985, Advanced Econometrics, Harvard University Press.(内容较前几本书深) </p>
<p><br/>进阶计量经济学: </p>
<p><br/>Maddala, G. S., 1983, Limited-Dependent and Qualitative
Variables in Econometrics, Cambridge University
Press.(是研究受限应变量模型的必读之作,印度籍作者前些时候刚过世,全书文笔流畅,极易阅读) </p>
<p>Hsiao, C., 1986, Analysis of Panel Data, Cambridge University Press.(中央研究院院士萧政教授的大着,追踪资料的经典) </p>
<p>Baltagi, B., 1995, Econometric Analysis of Panel Data, John Wiley &amp; Sons.(研究追踪资料的新书,作者在追踪资料领域著作良多) </p>
<p>White, H., 1984, Asymptotic Theory for Econometricians, Academic
Press.(计量经济学在七零年代以前以矩阵代数作为主要分析工具,作者是将严谨数统分析工具介绍到计量经济学的关键人物,作者在这方面的贡献可由本书
看出,作者近年来的贡献则在下一<br/>本书) </p>
<p>White, H., 1994, Estimation, Inference and Specification Analysis, Cambridge <br/>University Press. </p>
<p>Davidson, J., 1994, Stochastic Limit Theory, Oxford University Press.(读者可由本书看出,近年来计量经济学所需的数学工具和数学系所研究的机率理论不分轩轾) </p>
<p>Spanos, A., 1986, Statistical Foundations of Econometric Modelling, Cambridge University Press.(本书性质接近前书)</p>
<p>Davidson, J., and MacKinnon, 1993, Estimation and Inference in
Econometrics, Oxford University
Press.(许多计量经济模型都可说是非线性模型的特例,因此作者强调以统一的分析方法来研究计量经济学。喜欢以抽象方式研究问题的人将会喜欢这本书,
但对大多数学计量经济学只为实证分析的人而言,本书将可能不是很有用) </p>
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