•        R. Davidson & J.G. MacKinnon (D&M) Econometric Theory and Methods, Oxford University Press, 2004
•        W. Greene (WG) Econometric Analysis, Prentice Hall, 2007, Sixth edition,
•        J. H. Stock and M.W. Watson (S&W) Introduction to Econometrics, 2nd edition, 2007, Pearson Education, Inc.
•        J. M. Wooldridge (JW) Introductory Econometrics, A Modern Approach, 2nd Edition, 2003,

这是我们用的计量经济学教材，个人认为第一本比较不错，主要是用矩阵结果计量问题的。

非常感谢，回头看一下