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以下是引用coldpolaris在2008-7-15 13:29:00的发言：
According to some senior researcher, the book "Introduction to the theory and practice of econometrics" (by Judge, Hill, Griffiths, Lutkepohl,and Lee, 1982) will be the best choice for beginners.
Of course, Greene's or Hamilton's books are good, but they are not easy to control.
In addition, if you just focus on some area of econometric, like time series, you can find the book (Chris Brooks, 2002, Introductory econometrics for finance).
It can teach you the essential concepts of time series and do un-complicated empirical study.
According to some senior researcher, the book "Introduction to the theory and practice of econometrics" (by Judge, Hill, Griffiths, Lutkepohl,and Lee, 1982) will be the best choice for beginners.
Of course, Greene's or Hamilton's books are good, but they are not easy to control.
In addition, if you just focus on some area of econometric, like time series, you can find the book (Chris Brooks, 2002, Introductory econometrics for finance).
It can teach you the essential concepts of time series and do un-complicated empirical study.
"Introduction to the theory and practice of econometrics" (by Judge, Hill, Griffiths, Lutkepohl,and Lee, 1982)
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