计量经济学(Econometrics)

书籍

#经典教材
Introduction to Econometrics, Updated 3rd Edition (2014)
James H. Stock, Mark W. Watson

经典计量经济学入门级教材。

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下载: PDF (6.9 MB)


Introductory Econometrics: A Modern Approach, 6th Edition (2015)
Jeffrey M. Wooldridge

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下载: PDF (7.4 MB)


#经典教材
Econometric Analysis, 7th Edition (2004)
William H. Greene

经典计量经济学研究生级别教材。

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下载: PDF (6.9 MB)


#经典教材
Econometrics (2000)
Fumio Hayashi

经典计量经济学研究生级别教材。

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下载: PDF (50.6 MB)


#Time Series
Time Series Analysis, 1st Edition (1994)
James Douglas Hamilton

时间序列的圣经级教科书。

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下载: PDF (29.5 MB) {扫描版}


#Time Series
Applied Econometric Time Series, 4th Edition (2014)
Walter Enders

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下载:PDF


Methods for Applied Macroeconomic Research, 1st Edition (2007) / Fabio Canova / /

Mathematics for Econometrics, 4th Edition (2013) / Phoebus J. Dhrymes / /

Econometric Analysis of Cross Section and Panel Data, 2nd Edition (2010) / Jeffrey M. Wooldridge / /

Structural Macroeconometrics, 2nd Edition (2011) / David N. DeJong; Chetan Dave / /

Using R for Introductory Econometrics, 1st Edition (2016) / Florian Heiss / /

New Introduction to Multiple Time Series Analysis, 1st Edition (2005) / Helmut Lütkepohl / /

Mastering ‘Metrics: The Path from Cause to Effect, 1st Edition (2014) / Joshua D. Angrist, Jörn-Steffen Pischke / /

Essentials of Econometrics, 4th Edition (2009) / Damodar Gujarati, Dawn Porter / /

Introduction to Econometrics, 5th Edition (2016) / Christopher Dougherty / /

Using Econometrics: A Practical Guide, 7th Edition (2016) / A. H. Studenmund / /

Econometric Models and Economic Forecasts, 4th Edition (1997) / Robert Pindyck, Daniel Rubinfeld, Robert S. Pindyck, Daniel L. Rubinfeld / /

Statistics and Econometrics, Value Edition: Methods and Applications, 1st Edition (2006) / Orley Ashenfelter, Phillip B. Levine, David J. Zimmerman / /

Econometrics by Example, 2nd Edition (2014) / Damodar Gujarati / /

An Introduction to Classical Econometric Theory, 1st Edition (2000) / Paul A. Ruud / /

Principles of Econometrics, 5th Edition (2016) / R. Carter Hill, William E. Griffiths, Guay C. Lim / /

Mostly Harmless Econometrics: An Empiricist’s Companion, 1st Edition (2009) / Joshua D. Angrist, Jörn-Steffen Pischke / /

Matching, Regression Discontinuity, Difference in Differences, and Beyond, 1st Edition (2016) / Myoung-jae Lee / /

A Guide to Econometrics, 6th Edition (2008) / Peter Kennedy / /

A Course in Econometrics, 1st Edition (1991) / Arthur S. Goldberger / /

参考书

Handbook of Econometrics
Publisher: North Holland

Volume 1 / Volume 2 / Volume 3 / Volume 4 / Volume 5 / Volume 6


课程

A Full Course in Econometrics (Undergraduate Level)
Ben Lambert

Part 1 () / Part 2 ()


A Graduate Course in Econometrics
Ben Lambert

Playlist ()

网站

Cross Validate


Econometrics on Quora.com

Link

学术期刊

Econometrica

Journal of Econometrics

The Econometrics Journal

Money Never Sleeps