Econometrics Books

Showing 1-50 of 375
Mostly Harmless Econometrics: An Empiricist's Companion Mostly Harmless Econometrics: An Empiricist's Companion (Paperback)
by (shelved 30 times as econometrics)
avg rating 4.16 — 1,016 ratings — published 2008
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Introductory Econometrics: A Modern Approach Introductory Econometrics: A Modern Approach (Hardcover)
by (shelved 30 times as econometrics)
avg rating 4.12 — 712 ratings — published 1999
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Mastering 'Metrics: The Path from Cause to Effect Mastering 'Metrics: The Path from Cause to Effect (Kindle Edition)
by (shelved 25 times as econometrics)
avg rating 4.28 — 830 ratings — published 2014
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Econometric Analysis Econometric Analysis (Hardcover)
by (shelved 19 times as econometrics)
avg rating 4.08 — 361 ratings — published 1990
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Causal Inference: The Mixtape Causal Inference: The Mixtape (ebook)
by (shelved 14 times as econometrics)
avg rating 4.39 — 228 ratings — published
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Basic Econometrics Basic Econometrics (Unknown Binding)
by (shelved 14 times as econometrics)
avg rating 3.80 — 464 ratings — published 1987
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Econometric Analysis of Cross Section and Panel Data Econometric Analysis of Cross Section and Panel Data (Hardcover)
by (shelved 13 times as econometrics)
avg rating 4.30 — 171 ratings — published
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Econometrics Econometrics (Hardcover)
by (shelved 12 times as econometrics)
avg rating 4.13 — 119 ratings — published 2000
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A Guide to Modern Econometrics A Guide to Modern Econometrics (Paperback)
by (shelved 11 times as econometrics)
avg rating 3.74 — 50 ratings — published
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Time Series Analysis Time Series Analysis (Hardcover)
by (shelved 11 times as econometrics)
avg rating 4.29 — 128 ratings — published 1994
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Guide to Econometrics Guide to Econometrics (Paperback)
by (shelved 10 times as econometrics)
avg rating 4.15 — 297 ratings — published 1979
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Microeconometrics: Methods and Applications Microeconometrics: Methods and Applications (Hardcover)
by (shelved 8 times as econometrics)
avg rating 4.17 — 48 ratings — published 2005
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The Effect The Effect (Paperback)
by (shelved 7 times as econometrics)
avg rating 4.42 — 69 ratings — published
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Introduction to Econometrics (Addison-Wesley Series in Economics) Introduction to Econometrics (Addison-Wesley Series in Economics)
by (shelved 7 times as econometrics)
avg rating 3.58 — 244 ratings — published 2002
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The Econometrics of Financial Markets The Econometrics of Financial Markets (Hardcover)
by (shelved 6 times as econometrics)
avg rating 4.02 — 60 ratings — published 1996
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Introductory Econometrics For Finance Introductory Econometrics For Finance (Paperback)
by (shelved 5 times as econometrics)
avg rating 3.95 — 84 ratings — published 2002
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The Book of Why: The New Science of Cause and Effect The Book of Why: The New Science of Cause and Effect (Hardcover)
by (shelved 5 times as econometrics)
avg rating 3.94 — 6,466 ratings — published 2018
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Essentials of Econometrics Essentials of Econometrics (Hardcover)
by (shelved 5 times as econometrics)
avg rating 3.85 — 122 ratings — published 1998
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An Introduction to Classical Econometric Theory An Introduction to Classical Econometric Theory (Hardcover)
by (shelved 5 times as econometrics)
avg rating 4.33 — 6 ratings — published 2000
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Advanced Econometrics Advanced Econometrics (Hardcover)
by (shelved 5 times as econometrics)
avg rating 4.36 — 11 ratings — published 1985
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Introduction to Econometrics Introduction to Econometrics (Paperback)
by (shelved 5 times as econometrics)
avg rating 3.79 — 61 ratings — published 1992
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Analysis of Financial Time Series (Wiley Series in Probability and Statistics) Analysis of Financial Time Series (Wiley Series in Probability and Statistics)
by (shelved 5 times as econometrics)
avg rating 4.23 — 108 ratings — published 2001
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Econometric Theory and Methods Econometric Theory and Methods (Hardcover)
by (shelved 4 times as econometrics)
avg rating 4.17 — 35 ratings — published 2003
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Causal Inference for Statistics, Social, and Biomedical Sciences: An Introduction Causal Inference for Statistics, Social, and Biomedical Sciences: An Introduction (Hardcover)
by (shelved 4 times as econometrics)
avg rating 4.49 — 70 ratings — published 2014
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Bayesian Econometrics Bayesian Econometrics (Paperback)
by (shelved 4 times as econometrics)
avg rating 4.39 — 18 ratings — published 2003
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Econometric Methods Econometric Methods (Hardcover)
by (shelved 4 times as econometrics)
avg rating 3.37 — 35 ratings — published 1990
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Introduction to Modern Bayesian Econometrics Introduction to Modern Bayesian Econometrics (Hardcover)
by (shelved 4 times as econometrics)
avg rating 3.54 — 13 ratings — published 2004
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Econometrics Econometrics (Paperback)
by (shelved 4 times as econometrics)
avg rating 4.16 — 25 ratings — published 1997
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Schaum's Outline of Statistics and Econometrics, Second Edition (Schaum's Outline Series) 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
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Applied Econometric Time Series, 2nd Edition Applied Econometric Time Series, 2nd Edition (Hardcover)
by (shelved 3 times as econometrics)
avg rating 3.85 — 98 ratings — published 1994
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Econometrics Econometrics (Kindle Edition)
by (shelved 3 times as econometrics)
avg rating 3.83 — 12 ratings — published
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Nonparametric Econometrics: Theory and Practice Nonparametric Econometrics: Theory and Practice (Hardcover)
by (shelved 3 times as econometrics)
avg rating 4.50 — 4 ratings — published 2006
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Asymptotic Theory for Econometricians (Economic Theory, Econometrics, and Mathematical Economics) Asymptotic Theory for Econometricians (Economic Theory, Econometrics, and Mathematical Economics)
by (shelved 3 times as econometrics)
avg rating 4.64 — 11 ratings — published 1984
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Theory of Econometrics Theory of Econometrics (Hardcover)
by (shelved 3 times as econometrics)
avg rating 4.08 — 161 ratings — published 1978
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An Introduction to Modern Econometrics Using Stata An Introduction to Modern Econometrics Using Stata (Paperback)
by (shelved 3 times as econometrics)
avg rating 4.15 — 27 ratings — published 2006
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Microeconometrics Using Stata Microeconometrics Using Stata (Paperback)
by (shelved 3 times as econometrics)
avg rating 4.41 — 91 ratings — published 2008
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Econometrics by Example Econometrics by Example (Paperback)
by (shelved 3 times as econometrics)
avg rating 4.47 — 59 ratings — published 2011
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Applied Time Series Econometrics (Themes in Modern Econometrics) Applied Time Series Econometrics (Themes in Modern Econometrics)
by (shelved 3 times as econometrics)
avg rating 4.33 — 18 ratings — published 2004
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Nonparametric Econometrics Nonparametric Econometrics (Paperback)
by (shelved 3 times as econometrics)
avg rating 4.20 — 5 ratings — published 1999
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Econometrics (Statistics, textbooks and monographs ; v. 18) Econometrics (Statistics, textbooks and monographs ; v. 18)
by (shelved 3 times as econometrics)
avg rating 3.00 — 1 rating — published 1976
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Elements of Econometrics Elements of Econometrics (Hardcover)
by (shelved 3 times as econometrics)
avg rating 3.65 — 23 ratings — published 1986
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Limited-Dependent and Qualitative Variables in Econometrics (Econometric Society Monographs, Series Number 3) 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
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Estimation and Inference in Econometrics Estimation and Inference in Econometrics (Hardcover)
by (shelved 3 times as econometrics)
avg rating 3.86 — 7 ratings — published 1992
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Analysis of Panel Data (Econometric Society Monographs, Series Number 34) Analysis of Panel Data (Econometric Society Monographs, Series Number 34)
by (shelved 3 times as econometrics)
avg rating 3.93 — 14 ratings — published 1986
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Field Experiments: Design, Analysis, and Interpretation Field Experiments: Design, Analysis, and Interpretation (Paperback)
by (shelved 2 times as econometrics)
avg rating 4.29 — 116 ratings — published 2012
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Basic Econometrics, 6th Edition Basic Econometrics, 6th Edition (Paperback)
by (shelved 2 times as econometrics)
avg rating 5.00 — 11 ratings — published
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Probability and Statistics for Economists Probability and Statistics for Economists (Hardcover)
by (shelved 2 times as econometrics)
avg rating 3.60 — 5 ratings — published
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Panel Data Econometrics (Advanced Texts in Econometrics) Panel Data Econometrics (Advanced Texts in Econometrics)
by (shelved 2 times as econometrics)
avg rating 4.33 — 6 ratings — published 2003
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Ernst F. Schumacher
“Economic development is something much wider and deeper than economics, let alone econometrics. Its roots lie outside the economic sphere, in education, organisation, discipline and, beyond that, in political independence and a national consciousness of self-reliance.”
E.F. Schumacher, Small Is Beautiful: Economics as if People Mattered

Steve Keen
“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.”
Steve Keen, Adbusters #84 Pop Nihilism

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