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那本Econometrics Analysis我看了一下,感觉好象很难的样子,是不是这样啊?

整篇都是数学推倒公式,连课后的练习都是数学题.我原本以为应该多讲点如何用软件求结果并分析结果的东西,课后练习至少应该是case或example让我们做分析,怎么那么理论啊,太难了!感觉是给理论研究者或者编软件的人用的

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关键词：Greene Green GRE econometrics Econometric Greene

确实是中高级微观，理论性非常强。也有例子，不太多，也不很直白。

It is a very good and comprehensive book for econometric theory, but generally speaking it is not a very good book for beginer or people who just want to learn basic regression analysis. But we need to think to be able to do academic resarch, it is important to understand the theory and has the ability to use more advanced software rather than standardised softwares. Thinking about the econometric theory carefully in mind rather than treat it as a black box will help you understand better the short comings of the empirical works and figure out a better model to describe the relationship that the resarcher intends to model.

If you want to learn deep and wide, study it carefully but selectively,sice it is a big book and cover lots of areas. A good approach is to focus a specific area first to learn all the tools and techniques than start to extend to other areas.

我觉得不学习理论，永远也不知道计量经济学的真谛。

学习理论推荐[econometric theory and method] by Davidson and Mackinnon