gemini69 发表于 2010-4-24 16:04
1# 一眼瞬间

Time Series: Theory and Methods, P.J. Brockwell & R.A. Davis, 2E 1996, Springer

Time Series Analysis, J.D. Hamilton, 1994, Princeton

New Introduction to Multiple Time Series Analysis, H. Lutkepohl, 2005, Springer

Econometrics, F. Hayashi, 2000, Princeton

辅助教材：
Stochastic Limit Theory, J. Davidson, 1994, Oxford

Asymptotic Theory for Econometricians, H. White, Revised E 2000, Academic Press