威廉·H.格林（William H.Greene），1976年毕业于美国威斯康星大学麦迪逊分校，获经济学博士学位。现任美国纽约大学斯特恩商学院经济学教授、丰田汽车讲席教授。曾任教于康奈尔大学，并担任宾夕法尼亚州立大学、悉尼大学、牛津大学等学术机构的访问教授。格林教授在理论计量方法研究方面有突出的贡献，特别是在面板数据方面。此外，他在应用计量经济学方面也有出色的成果。他在国际一流学术期刊上发表论文一百多篇，其中有不少发表在国际顶级期刊上，如《美国经济评论》（American Economic Review）、《计量经济学》（Econometrica)、《经济学展望》（Journal of Economic Perspective）、《计量经济学杂志》（Journal of Econometrics）等。

Preface
Part Ⅰ The Linear Regression Model
CHAPTER 1 Econometrics
1.1 Introduction
1.2 The Paradigm of Econometrics
1.3 The Practice of Econometrics
1.4 Microeconometrics and Macroeconometrics
1.5 Econometric Modeling
1.6 Plan of the Book
1.7 Preliminaries
CHAPTER 2 The Linear Regression Model
2.1 Introduction
2.2 The Linear Regression Model
2.3 Assumptions of the Linear Regression Model
2.4 Summary and Conclusions
CHAPTER 3 Least Squares Regression
3.1 Introduction
3.2 Least Squares Regression
3.3 Partitioned Regression and Partial Regression
3.4 Partial Regression and Partial Correlation Coefficients
3.5 Goodness of Fit and the Analysis of Variance
3.6 Linearly Transformed Regression
3.7 Summary and Conclusions
CHAPTER 4 Estimating the Regression Model by Least Squares
4.1 Introduction
4.2 Motivating Least Squares
4.3 Statistical Properties of the Least Squares Estimator
4.4 Asymptotic Properties of the Least Squares Estimator
4.5 Robust Estimation and Inference
4.6 Asymptotic Distribution of a Function of b: The Delta Method
4.7 Interval Estimation
4.8 Prediction and Forecasting
4.9 Data Problems
4.10 Summary and Conclusions
CHAPTER 5 Hypothesis Tests and Model Selection
5.1 Introduction
5.2 Hypothesis Testing Methodology
5.3 Three Approaches to Testing Hypotheses
5.4 Large-Sample Tests and Robust Inference
5.5 Testing Nonlinear Restrictions
5.6 Choosing between Nonnested Models
5.7 A Specification Test
5.8 Model Building-A General to Simple Strategy
5.9 Summary and Conclusions
CHAPTER 6 Functional Form, Difference in Diferences, and Structural Change
6.1 Introduction
6.2 Using Binary Variables
6.3 Difference in Differences Regression
6.4 Using Regression Kinks and Discontinuities to Analyze Social Policy
6.5 Nonlinearity in the Variables
6.6 Structural Break and Parameter Variation
6.7 Summary and Conclusions
CHAPTER 7 Nonlinear, Semiparametric, and Nonparametric Regression Models
7.1 Introduction
7.2 Nonlinear Regression Models
7.3 Median and Quantile Regression
7.4 Partially Linear Regression
……
Part Ⅱ Generalized Regression Model and Equation Systems
Part Ⅲ Estimation Methodology
Part Ⅳ Cross Sections, Panel Data, and Microeconometrics
Part Ⅴ Time Series and Macroeconometrics
References
Part Ⅵ Online Appendices*

本书是英文原文影印版本，分上、下两册，是计量经济学领域“圣经”般的教材。它对计量经济学领域的知识做了全面概述及整合，并且能保持及时更新，因而无论对社会学、医学、环境经济学还是政治学、经济学等领域，都能提供独特的研究视角和方法。本书可作为社会科学领域本科高年级或研究生学习计量经济学的教材。它有两个目标：一是将学生引入应用计量经济学的殿堂，涵盖回归分析的基本方法以及在发现线性模型不充分或不适当时所使用的各种模型；二是向读者充分介绍理论背景，并让读者认识到，这里所学习的一些新模型就是我们所熟悉的某些模型在同一原理下的自然引申。