Econometrics


Mostly Harmless Econometrics: An Empiricist's Companion
Introductory Econometrics: A Modern Approach
Econometric Analysis
Basic Econometrics
Econometrics
Econometric Analysis of Cross Section and Panel Data
Time Series Analysis
A Guide To Econometrics
The Econometrics of Financial Markets
Essentials of Econometrics
Mastering 'Metrics: The Path from Cause to Effect
Microeconometrics: Methods and Applications
Elements of Econometrics
A Guide to Modern Econometrics
Analysis of Panel Data
Bayes Theorem by Dan MorrisAn Introduction To Survival Analysis Using Stata by Mario ClevesSAS for Mixed Models by Ramon C. LittellEvent History Modeling by Janet M. Box-SteffensmeierLogistic Regression Using the SAS System by Paul David Allison
Learning and Using Stats
11 books — 4 voters

Charles P. Kindleberger
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, dealin ...more
Charles P. Kindleberger, 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.
Daniel McFadden

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