计量经济学参考书目.docVIP

计量经济学参考书目 计量经济学入门： Griffiths, W. E., R. C. Hill, and G. G. Judge, 1993, Learning and Practicing Econometrics, John Wiley Sons. Johnston, J. and J. DiNardo, 1997, Econometric Methods, 4th ed., McGraw-Hill. Maddala, G. S., 1992, Introduction to Econometrics, 2nd ed., Prentice-Hall. Ramanathan, R., 1998, Introductory Econometrics with Applications, 4th ed., The Dryden Press.（前四本似乎是大学程度计量经济学教科书中最为流行者） 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 Sons. 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） 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） Gujarati, D. N., 1995, Basic Econometrics, 3nd. ed., McGraw-Hill. Thomas, R. L., 1996, Modern Econometrics, An Introduction, Addison-Wesley. Lardaro, L., 1993, Applied Econometrics, Harper Collins.（书中包含了一些实例应用） Ghosh, S. K., 1991, Econometrics: Theory and Applications, Prentice-Hall.（书中包含了一些实例应用） Hill, R. C., W. E. Griffiths, and G. G. Judge, 1997, Undergraduate Econometrics, Jogn Wiley Sons. （本书较薄较浅，适合统计学基础较弱的读者） Draper, N. R. and H. Smith, 1998, Applied Regression Analysis, John Wiley 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） Neter, J. and W. Wasserman, 1996, Applied Linear Statistical Models, 4th ed., Irwin. 中级计量经济学： 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） Judge, G. G., W. E. Griffiths, R. C. Hill, and T.-C. Lee, 1985, The Theory and Practice of Econometrics, 2nd ed., John Wiley 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） Fomby, T., C. Hill, and S. Johnson, 1984, Advanced Econometric Methods, Springer-Verlag. Amemiya, T., 1985, Advanced Econometrics, Harvard University Press.（内容较前几本书深） 进阶计量经济学： Maddala, G. S., 1983, Limited-Dependent and Qualitative Variables in Econometrics, Cambridge University Press