Let s talk about how hard econometrics is

I've been studying econometrics for half a year, and my starting point was zero, and now it's a little bit better. I think if you want to learn econometrics well, I think I should do the following:

1. I think you should take a good look at the probability theory and mathematical statistics part, because a lot of knowledge about measurement is related to this part, if you have that part and are not familiar with it, you should try to make up for it. The second is to choose a textbook, the more mainstream ones are Guzarati's and Woodridge's books. I'm looking at the former.

I feel that the writing of the former is quite easy to understand, and some examples are quite typical. It is very suitable for beginners to learn on their own or with a teacher.

Third, measurement and practice are closely separated, so it is best to do the questions in the learning process, especially the after-class questions. Clause.

Fourth, it is to learn one or two statistical software, such as SPSS, etc., if you lay a good foundation, you can learn the knowledge of time series in the advanced direction. In conclusion, econometrics is a practical subject, and sometimes it is not necessary to delve into why this is the case. Just like you just need to know 1+1=2, you don't have to ask why 1+1 equals 2

Econometrics is an economic discipline that quantitatively analyzes and studies the relationship of economic variables with random characteristics on the basis of certain economic theories and statistical data, using mathematics, statistical methods and computer technology, and taking the establishment of econometric models as the main means. The main topics include theoretical econometrics and applied econometrics. Theoretical econometrics mainly studies how to apply, transform and develop the method of mathematical statistics to make it a special method for the determination of stochastic economic relations.

Applied econometrics is to use econometric methods to study the practical application of economic mathematical models or explore empirical economic laws based on statistical data that reflect facts under the guidance of certain economic theories.

Econometrics.

Here's how to learn:

Self-taught econometrics should first start with matrix operation, master the most basic matrix transformation rules, continue to accumulate and practice, and then gradually follow the slow order.

1. The homepage of Lianxianghui has systematic econometric learning methods and stata operation materials, and has also accumulated hundreds of answers to frequently asked questions.

2. Zhihu. 3. You can find trivial measurement methods in the management house.

4. You can consult the journals of China's industrial economics and AER, which will publish ** and some research data, and restore them according to the article.

6. If you study on your own, don't read other people's courseware and lecture notes, reading textbooks is the right way.

7. Don't read more than two textbooks at the same time, it is recommended to read one book and compare the other, it is more useful to read one book thoroughly than to read many books.

8. Choose textbooks with after-class exercises and attached applications, **, and data. Metrology is a practical course, and you have to do it by hand.

9. It is recommended to start with matrix operations, that is, linear algebra.

Master the most basic matrix transformation rules, and then start with matrices, learn OLS, MLE step by step, and then gradually progress. In fact, various estimations need to be continuously derived, and the assumptions and conditions for achieving optimization should be systematically summarized, so that the model disturbance rules can be understood and then the model can be used.

10. At the same time, in order to avoid the occurrence of spurious model, it is recommended not to relax the study of theories and understand the interrelationship between variables.

11. From the perspective of software, China usually starts with eviews, North America is minitab, and the former and the latter are not much different for beginners. After that, for non-econometrics majors, it is recommended to use stata, SAS, R, etc., and use one well, and some others. For students majoring in metrology, it is recommended to learn MATLAB, which is the foundation of life.