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11 books
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4 voters
Econometrics Books
Showing 1-50 of 403
Mostly Harmless Econometrics: An Empiricist's Companion (Paperback)
by (shelved 31 times as econometrics)
avg rating 4.16 — 1,028 ratings — published 2008
Introductory Econometrics: A Modern Approach (Hardcover)
by (shelved 30 times as econometrics)
avg rating 4.11 — 720 ratings — published 1999
Mastering 'Metrics: The Path from Cause to Effect (Kindle Edition)
by (shelved 25 times as econometrics)
avg rating 4.27 — 856 ratings — published 2014
Econometric Analysis (Hardcover)
by (shelved 19 times as econometrics)
avg rating 4.08 — 363 ratings — published 1990
Causal Inference: The Mixtape (ebook)
by (shelved 14 times as econometrics)
avg rating 4.40 — 242 ratings — published
Basic Econometrics (Unknown Binding)
by (shelved 14 times as econometrics)
avg rating 3.80 — 466 ratings — published 1987
Econometric Analysis of Cross Section and Panel Data (Hardcover)
by (shelved 13 times as econometrics)
avg rating 4.30 — 172 ratings — published
Econometrics (Hardcover)
by (shelved 12 times as econometrics)
avg rating 4.12 — 120 ratings — published 2000
A Guide to Modern Econometrics (Paperback)
by (shelved 11 times as econometrics)
avg rating 3.74 — 50 ratings — published
Time Series Analysis (Hardcover)
by (shelved 11 times as econometrics)
avg rating 4.30 — 132 ratings — published 1994
Guide to Econometrics (Paperback)
by (shelved 10 times as econometrics)
avg rating 4.15 — 299 ratings — published 1979
Microeconometrics: Methods and Applications (Hardcover)
by (shelved 8 times as econometrics)
avg rating 4.17 — 48 ratings — published 2005
The Effect (Paperback)
by (shelved 7 times as econometrics)
avg rating 4.40 — 75 ratings — published
Introduction to Econometrics (Addison-Wesley Series in Economics)
by (shelved 7 times as econometrics)
avg rating 3.58 — 249 ratings — published 2002
The Econometrics of Financial Markets (Hardcover)
by (shelved 6 times as econometrics)
avg rating 4.02 — 61 ratings — published 1996
Introductory Econometrics For Finance (Paperback)
by (shelved 5 times as econometrics)
avg rating 3.95 — 85 ratings — published 2002
The Book of Why: The New Science of Cause and Effect (Hardcover)
by (shelved 5 times as econometrics)
avg rating 3.94 — 6,595 ratings — published 2018
Essentials of Econometrics (Hardcover)
by (shelved 5 times as econometrics)
avg rating 3.88 — 125 ratings — published 1998
An Introduction to Classical Econometric Theory (Hardcover)
by (shelved 5 times as econometrics)
avg rating 4.33 — 6 ratings — published 2000
Advanced Econometrics (Hardcover)
by (shelved 5 times as econometrics)
avg rating 4.36 — 11 ratings — published 1985
Introduction to Econometrics (Paperback)
by (shelved 5 times as econometrics)
avg rating 3.77 — 62 ratings — published 1992
Analysis of Financial Time Series (Wiley Series in Probability and Statistics)
by (shelved 5 times as econometrics)
avg rating 4.24 — 110 ratings — published 2001
Econometric Theory and Methods (Hardcover)
by (shelved 4 times as econometrics)
avg rating 4.17 — 35 ratings — published 2003
Causal Inference for Statistics, Social, and Biomedical Sciences: An Introduction (Hardcover)
by (shelved 4 times as econometrics)
avg rating 4.49 — 74 ratings — published 2014
Bayesian Econometrics (Paperback)
by (shelved 4 times as econometrics)
avg rating 4.39 — 18 ratings — published 2003
Econometric Methods (Hardcover)
by (shelved 4 times as econometrics)
avg rating 3.37 — 35 ratings — published 1990
Introduction to Modern Bayesian Econometrics (Hardcover)
by (shelved 4 times as econometrics)
avg rating 3.54 — 13 ratings — published 2004
Econometrics (Paperback)
by (shelved 4 times as econometrics)
avg rating 4.16 — 25 ratings — published 1997
Schaum's Outline of Statistics and Econometrics, Second Edition (Schaum's Outline Series)
by (shelved 4 times as econometrics)
avg rating 4.21 — 70 ratings — published 1982
Applied Econometric Time Series, 2nd Edition (Hardcover)
by (shelved 3 times as econometrics)
avg rating 3.85 — 98 ratings — published 1994
Econometrics (Kindle Edition)
by (shelved 3 times as econometrics)
avg rating 3.83 — 12 ratings — published
Nonparametric Econometrics: Theory and Practice (Hardcover)
by (shelved 3 times as econometrics)
avg rating 4.50 — 4 ratings — published 2006
Asymptotic Theory for Econometricians (Economic Theory, Econometrics, and Mathematical Economics)
by (shelved 3 times as econometrics)
avg rating 4.64 — 11 ratings — published 1984
Theory of Econometrics (Hardcover)
by (shelved 3 times as econometrics)
avg rating 4.08 — 162 ratings — published 1978
An Introduction to Modern Econometrics Using Stata (Paperback)
by (shelved 3 times as econometrics)
avg rating 4.15 — 27 ratings — published 2006
Microeconometrics Using Stata (Paperback)
by (shelved 3 times as econometrics)
avg rating 4.41 — 91 ratings — published 2008
Econometrics by Example (Paperback)
by (shelved 3 times as econometrics)
avg rating 4.48 — 60 ratings — published 2011
Applied Time Series Econometrics (Themes in Modern Econometrics)
by (shelved 3 times as econometrics)
avg rating 4.33 — 18 ratings — published 2004
Nonparametric Econometrics (Paperback)
by (shelved 3 times as econometrics)
avg rating 4.20 — 5 ratings — published 1999
Econometrics (Statistics, textbooks and monographs ; v. 18)
by (shelved 3 times as econometrics)
avg rating 3.00 — 1 rating — published 1976
Elements of Econometrics (Hardcover)
by (shelved 3 times as econometrics)
avg rating 3.65 — 23 ratings — published 1986
Limited-Dependent and Qualitative Variables in Econometrics (Econometric Society Monographs, Series Number 3)
by (shelved 3 times as econometrics)
avg rating 4.20 — 10 ratings — published 1983
Estimation and Inference in Econometrics (Hardcover)
by (shelved 3 times as econometrics)
avg rating 3.86 — 7 ratings — published 1992
Analysis of Panel Data (Econometric Society Monographs, Series Number 34)
by (shelved 3 times as econometrics)
avg rating 3.93 — 14 ratings — published 1986
By Jeffrey M. Wooldridge: Econometric Analysis of Cross Section and Panel Data, 2nd Edition Second (2nd) Edition
by (shelved 2 times as econometrics)
avg rating 5.00 — 2 ratings — published
Computer Age Statistical Inference: Algorithms, Evidence, and Data Science (Institute of Mathematical Statistics Monographs, Series Number 5)
by (shelved 2 times as econometrics)
avg rating 4.43 — 129 ratings — published 2016
Field Experiments: Design, Analysis, and Interpretation (Paperback)
by (shelved 2 times as econometrics)
avg rating 4.29 — 116 ratings — published 2012
Basic Econometrics, 6th Edition (Paperback)
by (shelved 2 times as econometrics)
avg rating 5.00 — 11 ratings — published
Probability and Statistics for Economists (Hardcover)
by (shelved 2 times as econometrics)
avg rating 3.83 — 6 ratings — published
Panel Data Econometrics (Advanced Texts in Econometrics)
by (shelved 2 times as econometrics)
avg rating 4.33 — 6 ratings — published 2003
“This book is an essay in what is derogatorily called "literary economics," as opposed to mathematical economics, econometrics, or (embracing them both) the "new economic history." A man does what he can, and in the more elegant - one is tempted to say "fancier" - techniques I am, as one who received his formation in the 1930s, untutored. A colleague has offered to provide a mathematical model to decorate the work. It might be useful to some readers, but not to me. Catastrophe mathematics, dealing with such events as falling off a height, is a new branch of the discipline, I am told, which has yet to demonstrate its rigor or usefulness. I had better wait. Econometricians among my friends tell me that rare events such as panics cannot be dealt with by the normal techniques of regression, but have to be introduced exogenously as "dummy variables." The real choice open to me was whether to follow relatively simple statistical procedures, with an abundance of charts and tables, or not. In the event, I decided against it. For those who yearn for numbers, standard series on bank reserves, foreign trade, commodity prices, money supply, security prices, rate of interest, and the like are fairly readily available in the historical statistics.”
― Manias, Panics, and Crashes: A History of Financial Crises
― Manias, Panics, and Crashes: A History of Financial Crises
“A good way to do econometrics is to look for good natural experiments and use statistical methods that can tidy up the confounding factors that Nature has not controlled for us.”
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