取决于你想处理什么数据集。对于纯粹的线性回归，并且重度偏向适合微观计量经济学的观测数据，Jeff Wooldridge 写的《Introductory Econometrics: A Modern Approach》绝对是一本神作（旧版就挺好）。（这本通常是给高年级本科经济学专业或非进阶硕士生布置的教材；我不知道……
Depends on the data sets you want to work with. For straight-up linear regression, with a heavy emphasis on observational data appropriate for microeconometrics, "Introductory Econometrics: A Modern Approach" by Jeff Wooldridge is absolutely phenomenal (an old edition is fine). (This is usually assigned for advanced undergraduate econ majors or non-advanced masters students; I don't know…
Wooldridge's Introductory Econometrics. I don't do statistics in my day job, but having a solid foundation in the math and the theory and the proofs really had a profound impact on how I approach problem solving generally and root cause analysis…
……Walpole 写的《Probability and Statistics for Engineers and Scientists》。买第7版二手书只要10刀，不用花大概100刀去买第8版。http://www.amazon.com/Probability-Statistics-Engineers-Scien... Woolridge 写的《Introductory Econometrics》是一本很好读的计量经济学教材，你也应该看看，尤其是对社会科学非常适用：http://www.amazon.com/Introductory-Econometrics-Approach-App...
…Statistics for Engineers and Scientists" by walpole . If you get a used 7th edition instead of the 8th, it's $10 instead of like $100. http://www.amazon.com/Probability-Statistics-Engineers-Scien... Introductory Econometrics by Woolridge is a pretty readable econometrics text you should also check out, since it'll be especially applicable for social science: http://www.amazon.com/Introductory-Econometrics-Approach-App...
To add, here's a good standard text to help you learn to "diagnose your model" for bias & classical assumption violations. And how to fix it. https://www.amazon.com/Introductory-Econometrics-Modern-Appr...
…quantitative field I think it would be good to quickly get to the heart of what economists actually do. I would suggest Varian, 'Intermediate Microeconomics' Luenberger, 'Investment Science' Wooldridge, 'Introductory Econometrics' for the undergraduate background and then at the graduate level Jehle and Renyi for microeconomics, Duffie for asset pricing theory, Tirole for corporate finance and Campbell, Lo and Macinlay for econometrics.
…physics course doing that. I think of that more like high school level. Come to think of it, AP Economics probably would have let me skip that class. Looking over at my bookshelf, I see Wooldridge's "Introductory Econometrics". That's a pretty good one, with plenty of empirical work. I can't spot my macroeconomics textbook, but I remember it evaluating each model by how consistent its predictions were with observed behavior.…
取决于你想处理什么数据集。对于纯粹的线性回归，并且重度偏向适合微观计量经济学的观测数据，Jeff Wooldridge 写的《Introductory Econometrics: A Modern Approach》绝对是一本神作（旧版就挺好）。（这本通常是给高年级本科经济学专业或非进阶硕士生布置的教材；我不知道……
Depends on the data sets you want to work with. For straight-up linear regression, with a heavy emphasis on observational data appropriate for microeconometrics, "Introductory Econometrics: A Modern Approach" by Jeff Wooldridge is absolutely phenomenal (an old edition is fine). (This is usually assigned for advanced undergraduate econ majors or non-advanced masters students; I don't know…
Wooldridge 的《Introductory Econometrics》。我的日常工作虽然不做统计，但数学、理论和证明方面的扎实基础，确实对我平时思考解决问题和根因分析的方式产生了极其深远的影响……
Wooldridge's Introductory Econometrics. I don't do statistics in my day job, but having a solid foundation in the math and the theory and the proofs really had a profound impact on how I approach problem solving generally and root cause analysis…
……Walpole 写的《Probability and Statistics for Engineers and Scientists》。买第7版二手书只要10刀，不用花大概100刀去买第8版。http://www.amazon.com/Probability-Statistics-Engineers-Scien... Woolridge 写的《Introductory Econometrics》是一本很好读的计量经济学教材，你也应该看看，尤其是对社会科学非常适用：http://www.amazon.com/Introductory-Econometrics-Approach-App...
…Statistics for Engineers and Scientists" by walpole . If you get a used 7th edition instead of the 8th, it's $10 instead of like $100. http://www.amazon.com/Probability-Statistics-Engineers-Scien... Introductory Econometrics by Woolridge is a pretty readable econometrics text you should also check out, since it'll be especially applicable for social science: http://www.amazon.com/Introductory-Econometrics-Approach-App...
补充一下，这里有一本很好的标准教材，能帮你学会如何“诊断你的模型”是否存在偏差和违反经典假设的情况。以及该如何去修正它。https://www.amazon.com/Introductory-Econometrics-Modern-Appr...
To add, here's a good standard text to help you learn to "diagnose your model" for bias & classical assumption violations. And how to fix it. https://www.amazon.com/Introductory-Econometrics-Modern-Appr...
……量化领域，我认为迅速切入经济学家实际在做的事情核心会很有帮助。我会推荐本科背景读：Varian 的《Intermediate Microeconomics》、Luenberger 的《Investment Science》、Wooldridge 的《Introductory Econometrics》；然后研究生级别读：微观经济学看 Jehle 和 Renyi、资产定价理论看 Duffie、公司金融看 Tirole，计量经济学看 Campbell, Lo 和 Macinlay。
…quantitative field I think it would be good to quickly get to the heart of what economists actually do. I would suggest Varian, 'Intermediate Microeconomics' Luenberger, 'Investment Science' Wooldridge, 'Introductory Econometrics' for the undergraduate background and then at the graduate level Jehle and Renyi for microeconomics, Duffie for asset pricing theory, Tirole for corporate finance and Campbell, Lo and Macinlay for econometrics.
……物理课搞那一套。我觉得那更像是高中水平。仔细想想，AP Economics 估计本来能让我免修那门课的。扫了一眼书架，我看到了 Wooldridge 的《Introductory Econometrics》。那是一本相当不错的书，有大量的实证分析。我一眼没找着我的宏观经济学教材，但我记得它是根据模型预测与观测行为的吻合程度来评估各个模型的。……
…physics course doing that. I think of that more like high school level. Come to think of it, AP Economics probably would have let me skip that class. Looking over at my bookshelf, I see Wooldridge's "Introductory Econometrics". That's a pretty good one, with plenty of empirical work. I can't spot my macroeconomics textbook, but I remember it evaluating each model by how consistent its predictions were with observed behavior.…