先上课，然后看看人家写的论文。好像也没有什么捷径。

手头要有一本较好的工具书，比如格林的那本。

还有别的方法吗？我也很想学好呢．．

统计学是基础，可以先学学。然后是找一本较简单的教材先过一遍，掌握大体内容，从总体上先把握一下该门课程。

Such topics are always popular in China. I surfed some university's BBS, websites and found that many univeristy's "....Forum"s at PhD level or even higher have too many topics such as "how to learn ... very well", "The new development in ...". They love methodological issues more than the contents, probably looking for some shortcut to beat the market.

For econometrics, one needs to have a solid background in Statistics, need to have a good teacher(s), have good textbooks, needs to be able to program,have access to high quality database.Of course work hard.

[此贴子已经被作者于2006-3-19 0:12:07编辑过]