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11 books
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4 voters
Econometrics Books
Showing 1-50 of 411
Mostly Harmless Econometrics: An Empiricist's Companion (Paperback)
by (shelved 34 times as econometrics)
avg rating 4.16 — 1,043 ratings — published 2008
Introductory Econometrics: A Modern Approach (Hardcover)
by (shelved 32 times as econometrics)
avg rating 4.11 — 726 ratings — published 1999
Mastering 'Metrics: The Path from Cause to Effect (Kindle Edition)
by (shelved 30 times as econometrics)
avg rating 4.27 — 880 ratings — published 2014
Econometric Analysis (Hardcover)
by (shelved 19 times as econometrics)
avg rating 4.08 — 364 ratings — published 1990
Causal Inference: The Mixtape (ebook)
by (shelved 17 times as econometrics)
avg rating 4.39 — 253 ratings — published
Basic Econometrics (Unknown Binding)
by (shelved 14 times as econometrics)
avg rating 3.80 — 467 ratings — published 1987
Econometric Analysis of Cross Section and Panel Data (Hardcover)
by (shelved 14 times as econometrics)
avg rating 4.30 — 174 ratings — published
Econometrics (Hardcover)
by (shelved 12 times as econometrics)
avg rating 4.12 — 121 ratings — published 2000
A Guide to Modern Econometrics (Paperback)
by (shelved 11 times as econometrics)
avg rating 3.74 — 50 ratings — published
Guide to Econometrics (Paperback)
by (shelved 11 times as econometrics)
avg rating 4.16 — 298 ratings — published 1979
Time Series Analysis (Hardcover)
by (shelved 11 times as econometrics)
avg rating 4.29 — 135 ratings — published 1994
Introduction to Econometrics (Addison-Wesley Series in Economics)
by (shelved 9 times as econometrics)
avg rating 3.57 — 251 ratings — published 2002
The Effect (Paperback)
by (shelved 8 times as econometrics)
avg rating 4.42 — 77 ratings — published
Microeconometrics: Methods and Applications (Hardcover)
by (shelved 8 times as econometrics)
avg rating 4.17 — 48 ratings — published 2005
Introductory Econometrics For Finance (Paperback)
by (shelved 6 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 6 times as econometrics)
avg rating 3.93 — 6,746 ratings — published 2018
An Introduction to Classical Econometric Theory (Hardcover)
by (shelved 6 times as econometrics)
avg rating 4.33 — 6 ratings — published 2000
The Econometrics of Financial Markets (Hardcover)
by (shelved 6 times as econometrics)
avg rating 3.98 — 63 ratings — published 1996
Essentials of Econometrics (Hardcover)
by (shelved 5 times as econometrics)
avg rating 3.88 — 125 ratings — published 1998
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 4.22 — 113 ratings — published 2001
Econometrics (Kindle Edition)
by (shelved 4 times as econometrics)
avg rating 3.93 — 14 ratings — published
Econometric Theory and Methods (Hardcover)
by (shelved 4 times as econometrics)
avg rating 4.19 — 36 ratings — published 2003
Bayesian Econometrics (Paperback)
by (shelved 4 times as econometrics)
avg rating 4.37 — 19 ratings — published 2003
Econometric Methods (Hardcover)
by (shelved 4 times as econometrics)
avg rating 3.39 — 36 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 (Paperback)
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 3.86 — 99 ratings — published 1994
By Jeffrey M. Wooldridge: Econometric Analysis of Cross Section and Panel Data, 2nd Edition Second (2nd) Edition
by (shelved 3 times as econometrics)
avg rating 4.67 — 3 ratings — published
Mathematics for Economists (Hardcover)
by (shelved 3 times as econometrics)
avg rating 4.00 — 230 ratings — published 1994
Nonparametric Econometrics: Theory and Practice (Hardcover)
by (shelved 3 times as econometrics)
avg rating 4.50 — 4 ratings — published 2006
New Introduction to Multiple Time Series Analysis (Hardcover)
by (shelved 3 times as econometrics)
avg rating 4.15 — 20 ratings — published 2005
Asymptotic Theory for Econometricians (Economic Theory, Econometrics, and Mathematical Economics)
by (shelved 3 times as econometrics)
avg rating 4.64 — 11 ratings — published 1984
Causal Inference for Statistics, Social, and Biomedical Sciences: An Introduction (Hardcover)
by (shelved 3 times as econometrics)
avg rating 4.49 — 75 ratings — published 2014
How Not to Be Wrong: The Power of Mathematical Thinking (Hardcover)
by (shelved 3 times as econometrics)
avg rating 3.95 — 21,759 ratings — published 2014
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
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 4.42 — 130 ratings — published 2016
Field Experiments: Design, Analysis, and Interpretation (Paperback)
by (shelved 2 times as econometrics)
avg rating 4.29 — 118 ratings — published 2012
“Economics also has to become a fundamentally monetary discipline—from the consideration of how individuals make market decisions through to our understanding of macroeconomics. The myth of "the money illusion" (which can only be true in a world without debt) has to be immediately dispelled, while our macroeconomics have to reflect a monetary economy in which nominal magnitudes matter, precisely because they are the link between the value of current output and the financing of accumulated debt. The dangers of excessive debt and deflation simply cannot be comprehended from a neoclassical perspective.
The discipline must also become fundamentally empirical, in contrast to the faux empiricism of econometrics. By this I mean basing itself on the economic and financial data first and foremost—the collection and interpretation of which has been the hallmark of contributions by econophysicists—and by respecting economic history, a topic which has been systematically expunged from economics departments around the world.”
― Adbusters #84 Pop Nihilism
The discipline must also become fundamentally empirical, in contrast to the faux empiricism of econometrics. By this I mean basing itself on the economic and financial data first and foremost—the collection and interpretation of which has been the hallmark of contributions by econophysicists—and by respecting economic history, a topic which has been systematically expunged from economics departments around the world.”
― Adbusters #84 Pop Nihilism
“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
