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[面试经验] Rice interview experience

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21#
发表于 2011-2-22 23:35:34 | 只看该作者
cochrance's book is good for empirical, expecially the part discussing GMM and the like. back's book offers a great guide for theroritical study.
22#
 楼主| 发表于 2011-2-23 00:17:51 | 只看该作者
Thanks both! How about Campbell, Lo, McKinley (The Econometrics of Financial Markets)? We also referenced that one in my class.
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