Terernce Tao’s Home Page: http://www.math.ucla.edu/~tao/
陈传璋，金福临，朱学炎，欧阳光中，数学分析，高等教育出版社，1983.
Walter Rudin, Principles of mathematical analysis, 3rd Edition,McGraw-Hill,
J.B. Conway, A Course in Functional Analysis, GTM96 [ M ]. Berlin:Spring - Verlag, 1985.
W RUDIN. Functional Analysis[M]. New york: McGraw-Hill, Inc, 1991.
2.计量经济学课程教科书、参考书（洪永淼、汪寿阳的推荐）
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.
（1）概率论与数理统计
Hogg, R. V. and A. T. Craig, Introduction to Mathematical Statistics, 5th Edition, Prentice-Hall, 1995
（2）计量经济学
Econometric Analysis, 5th Edition, Green, W., 2003, Prentice Hall.
很经典的教科书，非常全面，很多学校用作研究生教材。
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
Casella, G. and R. Berger, Statistical Inference, 2nd Edition, Duxbury Press, 2001
An Introduction to Econometric Theory, Gallant, A.R., 1997, Princeton University Press.
Hogg, R. V. and A. T. Craig, Introduction to Mathematical Statistics, 5th Edition, Prentice-Hall, 1995
(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.
比较早的时间序列教材。
Brockwell, P. J. and R. A. Davis, Time Series: Theory and Methods, 2nd Edition, Springer-Verlag, 1991
这本书很不错。中科大就是用这本做本科教材。作者是Colorado统计系的教授。书比较偏理论。两位作者还编过一本比较偏应用的书：Introduction to Time Series and Forecasting, 2nd Edition, Springer, 2002.(网上可以下得到)
(4)金融计量经济学
Campbell, J. Y., A. W. Lo, and A. C. MacKinlay, The Econometrics of Financial Markets, Princeton University Press, 1997
Tsay, R. S. , Analysis of Financial Time Series, 2nd Edition, John-Wiley & Sons, Inc., 2002
（5）微观计量经济学
Microeconometrics: Methods and Applications, A. Colin Cameron and P.K. Trivedi, 2005, Cambridge University Press.
中科院夏季学期的高级课程，我们就是用的这本书。一个荷兰人说这个很好。当时时间太短，没有领会到其中的滋味，只记得貌似很厚很厚一本。。。
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.
(7)非参数计量经济学
Hardle, W. , Applied Nonparametric Regression, Cambridge University Press, 1990.
这本书很不错，最好的是Google一下，就可以下得到。这也是我们夏季学期学非参数模型时的参考书目之一。据说搞经济的学好这个就可以了，虽然我不是很同意，呵呵。
Nonparametric Econometrics, Pagan, A. and A. Ullah, 1999, Cambridge University Press.
(8)渐进理论
White, H. , Asymptotic Theory for Econometricians, 2nd Edition, Academic Press, 2001
Stochastic Limit Theory, Davison, J., 1994, Oxford University Press.
3.我的推荐
（1）概率论与数理统计
Chow and Teicher, Probability Theory: Independence, Interchangeability, Martingales, 3rd Edition, 1997, Springer.
该书在中科院应用数学研究所人手一本，应用所的张汉勤说“A popular book in prob is <Probability Theory> by Yuan Shih Chow
and Henry Teicher, Springer, 1997, 3rd edition”。Amazone的书评上也有人说，这是一本很受搞经济的人欢迎的书。该书的作者是Doob的学生。
Robert Ash, Real Analysis and Probability, 1972, Academic Press.
这本书是中科院的高等概率论的教材，现在该书已经有了第二版，并且已经更名为：Probability & Measure Theory，据说在华科数学系可以买得到。
Fan, J., Gijbels, I.: Local polynomial modelling and its applications. Chapman and Hall, London, 1996
Local Polynomial是Fan的主要贡献之一。这本书实际上是用局部多项式做非参数回归。
Fan, J., Yao, Q.: Nonlinear time series: nonparametric and parametric methods. Springer-Verlag, New York, 2002。
这本书有中译本。中科院数学与系统科学研究院的副院长陈敏翻译的，质量应该不错。
这两本书都不是很好读，但是读过肯定会很有收获。
handbook of statistical analysis tools.zip
Statistics for business and Economics (Six Edition).rar
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