厦门大学计量经济学推荐书单

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.