《计量经济分析》封面

计量经济分析

Econometric analysis

Greene, William H. · 初版 1990 年

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“《Econometric Analysis》第四版是目前经济学、社会学、政治学、医学研究、交通研究及环境经济学等诸多领域的标准参考文献,它对计量经济学进行了全面的概述,并包含了大量重要的教学法成果,将继续作为未来从业者的现代化前沿教材和参考书。”——封套文案。

Hacker News 上怎么说

  • ……统计学入门:https://www.amazon.com/Principles-Econometrics-5th-Carter-Hi... 至于建模,我觉得 Wooldridge 那本讲面板和截面数据的书非常管用:https://www.amazon.com/Econometric-Analysis-Cross-Section-Pa... Greene 也是一本非常实用的参考书:https://www.amazon.com/Econometric-Analysis-8th-William-Gree... 进阶统计理论的话,我推荐 Casella 和 Berger:https://www.amazon.com/Statistical-Inference-George-Casella/...……

    …getting started with statistics: https://www.amazon.com/Principles-Econometrics-5th-Carter-Hi... For modeling I found Wooldridge's panel and cross-section data book very useful: https://www.amazon.com/Econometric-Analysis-Cross-Section-Pa... Greene is a really useful reference text: https://www.amazon.com/Econometric-Analysis-8th-William-Gree... For advanced stats theory, I recommend Casella and Berger https://www.amazon.com/Statistical-Inference-George-Casella/...…

  • ……涉及很多领域,从制造业的质量控制、临床试验设计,到经济预测再到遗传学,所以在学术文献里跟其他领域有很多重合。Greene 写的《Econometric Analysis》是经济学家最青睐的统计学书籍,内容非常自成体系,涵盖了从蒙特卡洛(Monte Carlo)模拟的计算技巧到一些非常前沿的多元统计方法。作为……

    …involved in a lot of areas, from quality control in manufacturing to clinical trial design to economic forecasting to genetics, so there's a lot of overlap with other fields in the academic literature. Econometric Analysis by Greene is the economists' favorite stats book, and is very self-contained, covering everything from computational tricks for Monte Carlo simulations top some very modern multivariate methods. As a…

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