A Guide to Econometrics,
Recommended by Nassim Nicholas Taleb, and 1 others. See all reviewsRanked #4 in Econometrics
A Guide to Econometrics has established itself as the first-choice text for teachers and students throughout the world. It provides an overview of the subject and an intuitive feel for its concepts and techniques without the notation and technical detail that necessarily characterize an econometrics textbook. The fourth edition updates the contents and references thoughout, while retaining the basic structure and flavor of earlier editions. New material has been added on several topics, such as bootstrapping, count data, duration models, generalized method of moments, instrumental variable... more
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Nassim Nicholas Taleb AuthorThe best intuition builder in both statitics and econometrics. I have been reading the various editions throught my career. Please, keep updating it, Peter Kennedy! (Source)
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