书单是
研究生课程的书单,但是内容都是由浅入深的,也是非常经典的书籍 配套的软件用的是stata,整个计量方法对分析金融数据shi
前4本是第一个学期的;后3本是第二个学期的 重要性按顺序从最重要到次要,重要性只是和课程内容设置挂钩,每一本书都是非常值得阅读的
1. Principles of Econometrics, 5th by R. Carter Hill
2. Using Stata for Principles of Econometrics, 4th Edition.
R. Carter Hill
3. Introductory Econometrics for Finance (2nd edition). Chris Brooks
4. Introductory Econometrics A Modern Approach 6th ed. Wooldridge
1. Introductory Econometrics for Finance (2nd edition). Chris Brooks (repeat)
2. Principles of Econometrics, 5th by R. Carter Hill (repeat)
3. Analysis of Financial Time Series, Third Edition. Tsay
4. Introductory Econometrics A Modern Approach 6th ed. Wooldridge (repeat)
如果大家对课程outline感兴趣,可以留言 如果需求大我在考虑提供课程outline
ps: 不知道为什么只能上传这三本 我改天再试试