On econometrics…

Olivier Charbonneau 2013-08-07

I’ve always wanted to learn a few more languages, and I am going to add a new one to my “must earn before I die” list: econometrics. I sense that this is the analytical tool that I will eventually have to use to really dig deep into the problems I want to research. The problem is that I’ve already done the math when I was younger, but I couldn’t remember it to same my life.

In any case, here are some sources to read… in my free time…

Mostly Harmess Econometrics (2008) from Princeton University Press (this book was cited on an interesting report on copyright from the National Academies Press)

ECONOMETRICS. Bruce E. Hansen c 2000, 20131. University of Wisconsin (free ebook!)

And this video series from Ben Lambert on YouTube :
[youtube=http://www.youtube.com/watch?v=M_5SLG7sUa0&w=560&h=315]

Of course, the two introductory textbooks that are often recommended are:
– Introductory Econometrics: A Modern Approach by Jeffrey Wooldridge
– Introduction to Econometrics by Stock & Watson

Ce contenu a été mis à jour le 2013-08-07 à 5:33 pm.