500论坛币请大家推荐几本计量经济学书，谢谢！ [推广有奖]

71楼

chowyoung 发表于 2010-12-22 17:02:50

我们是计量经济学专业的。使用的教材都比较经典，分别是：
（1）初级：计量经济学【美】古扎拉蒂著，林少宫译，中国人民大学出版社；
（2）中级：计量经济学方法【美】约翰斯顿等著，中国经济出版社；
（3）高级：计量经济学理论与方法【美】戴维森著，上海财经大学出版社。

72楼

duwenxian 发表于 2010-12-22 17:04:31

我推荐的在4楼竟然没中标

73楼

duwenxian 发表于 2010-12-22 17:05:08

适当的奖励下，给点辛苦费啊

74楼

小军123 发表于 2010-12-22 17:05:27

洪永淼老先生推荐给经济学专业学生的计量经济学图书

         A. 经济学本科生计量经济学核心课程
         (1) 概率论与数理统计
         Statistics for Business and Economics, 6th Edition, Newbold, P.,
         Carlson, W. and B. Thorne, 2006, Prentice-Hall.
         (2) 计量经济学初步
         Introductory Econometrics with Applications, 4th Edition,
         Ramanathan, R., 1998, The Dryden Press.
         Introduction to Econometrics, Stock, H. and M. Watson, 2002, Addison
         Wesley.
         计量经济学导论：现代观点，伍德里奇【美】，2003，中国人民大学出版社.
         计量经济学基础（第四版），古扎拉蒂【美】，2005，中国人民大学出版社.
         计量经济学（第二版），李子奈、潘文卿，2005，高等教育出版社.
         B. 硕士研究生计量经济学课程
         (1) 概率论与数理统计
         Introduction to Mathematical Statistics (5th Edition), Hogg, R. V.
         and A. T. Craig, 1995, Prentice-Hall.
         (2) 计量经济学
         Econometric Analysis, 5th Edition, Green, W., 2003, Prentice Hall.
         Econometric Methods, 4th Edition, Johnston, J. and J.
         DiNardo, 1997, McGraw-Hill.

         C. 经济学博士研究生课程

         (1) 概率论与数理统计
         Statistical Inference, 2nd Edition, Casella, G. and R.Berger, 2001,
         Duxbury Press.
         An Introduction to Econometric Theory, Gallant, A.R., 1997,
         Princeton University Press.
         Introduction to Mathematical Statistics, 5th Edition, Hogg, R. V.
         and A. T. Craig, 1995, Prentice-Hall.

         (2) 计量经济学
         Econometrics, Hayashi, F., 2000, Princeton University Press.
         Econometric Analysis, 5th Edition, Green, W., 2003, Prentice Hall.
         Econometric Methods, 4th Edition, Johnston, J. and J.
         DiNardo, 1997, McGraw-Hill.

         (3) 时间序列计量经济学
         Time Series Analysis, Hamilton, J., 1994, Princeton University
         Press.
         Time Series: Theory and Methods, 2nd Edition, Brockwell, P. J. and
         R. A. Davis, 1991, Springer-Verlag.
         (4) 金融计量经济学
         The Econometrics of Financial Markets, Campbell, J. Y., A. W. Lo,
         and A. C. MacKinlay, 1997, Princeton University Press.
         Analysis of Financial Time Series, 2nd Edition, Tsay, R., 2005,
         Wiley-Interscience.
         (5) 微观计量经济学
         Microeconometrics: Methods and Applications, A. Colin Cameron and P.
         K. Trivedi, 2005, Cambridge University Press.

         横截面与面板数据的经济计量分析，伍德里奇【美】，2007，中国人民大学出版社.

         (6) 面板数据计量经济学
         Analysis of Panel Data, 2nd Edition，Hsiao，C., 2003， Cambridge
         University Press.
         Econometric Analysis of Panel Data, 3rd Edition, Baltagi, B. H.,
         2005, Wiley.
         (7) 非参数计量经济学
         Applied Nonparametric Regression, Härdle, W., 1990, Cambridge
         University Press.
         Nonparametric Econometrics, Pagan, A. and A.Ullah, 1999, Cambridge
         University Press.
         (8) 渐近理论
         Asymptotic Theory for Econometricians, 2nd Editon, White, H., 2001,
         Academic Press.
         (9) Stochastic Limit Theory, Davidson, J., 1994, Oxford University
         Press.