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本人以前也有同样的感觉，就是教材难选。自己不是数学系的，又懂些高等数学，太深了看不懂，太浅了就成了统计入门。现在我们学校收藏的计量经济的书就有无数，我搜索的目录放在文后。我这学期选了2门课，旁听了5门，很多都太难，无法下手，于是狂看了数十本教材，有的抄了几页的笔记，才发觉太难了，全是矩阵，都晕了。最后发现有4本较好的书。
Gujarati Essentials of Econometrics （不是Basic Econometrics)，绝对经典，每个细节，比如the difference between the linearity in variables and that in parameters都解释的非常清楚。没有任何矩阵，可以说是入门级别最经典的教材。缺点是太简单。
Greene 的Econometric Analysis， 国外已经出到第五版（不是第四版），2003年出的。变化自然很大，整个结构都调整过了。这本是全矩阵解说的，堪称为经典。对一些Gujarati 没有深入说明的地方都做了详细的解说。是进阶教材。小弟决定买本回来。
最值得推荐的一本书是，Spyros Makridakis等合著得Forecasting: Methods and Applications, Wiley出版。整本书非常简单，但实用。没有高深的理论，只是教你如何来应用软件进行商业预测。 缺点是不适合喜欢钻研理论得朋友。内容大概有exponential smoothing methods, time series decomposition, ARIMA models( Box-jenkins method）, dynamic regression models,intervention analysis.... 小弟已经买来收藏，不可多得～～
Wooldridge, Jeffrey M., 的Introductory econometrics : a modern approach 曾经是西方教学的另一本经典教材，但可惜作者已经逝世了。我学习了这本书的2003版，它没有用矩阵，但讲的远远不如Gujarati讲的清楚，也少难些，有点不上不下的感觉，后来放弃了。
Econometric methods with applications in business and economics / Christiaan Heij ... [et al.]. ，2004年新出的，也还行，和greene的很像。主要是没人借，所以一直放在身边。
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1 Econometrics
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2 Econometrics A Career Choice For Prospective Students Of Science Or Social 1985 1
3 Econometrics A View From The Toolroom 1977 1
4 Econometrics Alchemy Or Science Essays In Econometric Methodology
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5 Econometrics Alchemy Or Science Online 2000 1
6 Econometrics An Introduction c1988 1
7 Econometrics An Introductory Analysis 1973 1
8 Econometrics And Economic Theory Essays In Honour Of Jan Tinbergen 1974 1
9 Econometrics And Economic Theory In The 20th Century The Ragnar Frisch Ce 1998 1
10 Econometrics And Economic Theory Paper 1984? 1
11 Econometrics And Economic Theory Papers 1984? 1
12 Econometrics And Operations Research -- See --Okonometrie Und Unternehmensforschung
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1 Econometric Advances In Spatial Modelling And Methodology Essays In Honour 1998 1
2 Econometric Analysis
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3 Econometric Analysis For National Economic Planning 1964 1
4 Econometric Analysis Of Count Data
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5 Econometric Analysis Of Cross Section And Panel Data c2002 1
6 Econometric Analysis Of Demand Relationships In Greece 1
7 Econometric Analysis Of Discrete Choice 1987 1
8 Econometric Analysis Of Economic Policy 1996 1
9 Econometric Analysis Of Farm Labor Demand In Rural Java 19-- 1
10 Econometric Analysis Of Health Data c2002 1
11 Econometric Analysis Of Import Demand For Rice In The European Economic Com 1971 1
12 Econometric Analysis Of International Trade An Interrelated Explanation Of 1969 1
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