重磅! 汉森教授首次为学者强烈推荐的对应不同层级的世界级计量经济学教材！
凡是搞计量经济的，都关注这个号了
邮箱：econometrics666@126.com
Wooldridge, Jeffrey M. (2015): Introductory Econometrics: A Modern Approach, Sixth Edition,Southwestern.
Stock, James H. andMarkW.Watson (2014): Introduction to Econometrics, Third edition, Pearson.
Davidson, James (2020): Stochastic Limit Theory: An Introduction for Econometricians, Second Edition, Oxford University Press.
Hamilton, James D. (1994) Time Series Analysis, Princeton University Press.
Kilian, Lutz and Helmut Lütkepohl: (2017): Structural Vector Autoregressive Analysis, Cambridge University Press.
Cameron, A. Colin and Pravin K. Trivedi (2005): Microeconometrics: Methods and Applications, Cambridge University Press.
Wooldridge, Jeffrey M. (2010): Econometric Analysis of Cross Section and Panel Data, Second Edition, MIT Press.
Li, Qi and Jeffrey Racine (2007): Nonparametric Econometrics, Princeton University Press.
Theil, Henri. (1971): Principles of Econometrics,Wiley.
Amemiya, Takeshi (1985): Advanced Econometrics, Harvard University Press.
Judge, George G., W. E. Griffiths, R. Carter Hill, Helmut Lütkepohl, and Tsoung-Chao Lee (1985):The Theory and Practice of Econometrics, Second Edition,Wiley.
Goldberger, Arthur S. (1991): A Course in Econometrics, Harvard University Press.
Davidson, Russell and James G.MacKinnon (1993): Estimation and Inference in Econometrics, Oxford University Press.
Johnston, Jack and John DiNardo (1997): EconometricMethods, Fourth Edition,McGraw-Hill.
Davidson, James (2000): Econometric Theory, Blackwell Publishers.
Hayashi, Fumio (2000): Econometrics, Princeton University Press.
Ruud, Paul A. (2000): An Introduction to Classical Econometric Theory, Oxford University Press.
Davidson, Russell and James G.MacKinnon (2004): Econometric Theory and Methods, Oxford University Press.
Greene,William H. (2017): Econometric Analysis, Eighth Edition, Pearson.
Magnus, Jan R. (2017): Introduction to the Theory of Econometrics, VU University Press.
Angrist, Joshua D. and Jörn-Steffen Pischke (2009): Mostly Harmless Econometrics: An Empiricists Companion, Princeton University Press.
Cunningham, Scott (2021): Causal Inference: TheMixtape, Yale University Press.
下面这些短链接文章属于合集，可以收藏起来阅读，不然以后都找不到了。
2.5年，计量经济圈近1000篇不重类计量文章，
可直接在公众号菜单栏搜索任何计量相关问题,
Econometrics Circle
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