100 Best Econometrics Books of All Time

We've ranked the best econometrics books using expert recommendations, sales data, and millions of reader ratings. At Shortform, we know books. Our book guides are the best in the world. Learn why.

The Richest Man in Babylon book cover1

The Richest Man in Babylon

George S Clason

5.0
This hardcover edition is cleanly formatted for easy reading. 12 point Garamond, 1.25 spacing. The Richest Man in Babylon is a timeless classic, revealing the secrets to making money and keeping it. This inspirational book is hailed as the greatest of books on finances. It unveils the secrets to wealth, providing priceless suggestions, advice, unforgettable parables, financial problem-solving tool
Measure What Matters: How Google, Bono, and the Gates Foundation Rock the World with OKRs book cover2

Measure What Matters: How Google, Bono, and the Gates Foundation Rock the World with OKRs

John Doerr

4.8
Legendary venture capitalist John Doerr reveals how the goal-setting system of Objectives and Key Results (OKRs) has helped tech giants from Intel to Google achieve explosive growth--and how it can help any organization thrive.

In the fall of 1999, John Doerr met with the founders of a start-up whom he'd just given $12.5 million, the biggest investment of his career. Larry Page and Sergey Brin h
Mostly Harmless Econometrics: An Empiricist's Companion book cover3

Mostly Harmless Econometrics: An Empiricist's Companion

Joshua D. Angrist

4.7
The core methods in today's econometric toolkit are linear regression for statistical control, instrumental variables methods for the analysis of natural experiments, and differences-in-differences methods that exploit policy changes. In the modern experimentalist paradigm, these techniques address clear causal questions such as: Do smaller classes increase learning? Should wife batterers be arres
Everybody Lies: Big Data, New Data, and What the Internet Can Tell Us About Who We Really Are book cover4

Everybody Lies: Big Data, New Data, and What the Internet Can Tell Us About Who We Really Are

Seth Stephens-Davidowitz

4.5
Foreword by Steven Pinker

Blending the informed analysis of The Signal and the Noise with the instructive iconoclasm of Think Like a Freak, a fascinating, illuminating, and witty look at what the vast amounts of information now instantly available to us reveals about ourselves and our world—provided we ask the right questions.

By the end of an average day in the early twenty-first century, human bei
The Undercover Economist book cover5

The Undercover Economist

Tim Harford

4.4
An economist's version of The Way Things Work, this engaging volume is part field guide to economics and part expose of the economic principles lurking behind daily events, explaining everything from traffic jams to high coffee prices.
The Undercover Economist is for anyone who's wondered why the gap between rich and poor nations is so great, or why they can't seem to find a decent second-hand car
6

A Guide to Econometrics,

Peter Kennedy

4.3
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 bas
Mastering 'Metrics: The Path from Cause to Effect book cover7

Mastering 'Metrics: The Path from Cause to Effect

Joshua D. Angrist

4.3
An accessible and fun guide to the essential tools of econometric research

Applied econometrics, known to aficionados as 'metrics, is the original data science. 'Metrics encompasses the statistical methods economists use to untangle cause and effect in human affairs. Through accessible discussion and with a dose of kung fu-themed humor, Mastering 'Metrics presents the essential tools of econometric
The Art of War (Deluxe Hardbound Edition) (Fingerprint! Classics) book cover8

The Art of War (Deluxe Hardbound Edition) (Fingerprint! Classics)

Sun Tzu

4.3
Time Series Analysis book cover9

Time Series Analysis

James Douglas Hamilton

4.3
The last decade has brought dramatic changes in the way that researchers analyze economic and financial time series. This book synthesizes these recent advances and makes them accessible to first-year graduate students. James Hamilton provides the first adequate text-book treatments of important innovations such as vector autoregressions, generalized method of moments, the economic and statistical
The Reckoning book cover10

The Reckoning

David Halberstam

4.3
"In just 25 years we have gone from the American century to the American crisis," Felix Rohatyn, financier & social critic, sets the theme: the fateful challenge to American industrial supremacy. Five years in the making, THE RECKONING reveals a society that got too rich for its own good, racing thru its postwar prosperity, developing wasteful habits. Finally in the mid-70s it fell prey to an unli
Bounce: Mozart, Federer, Picasso, Beckham, and the Science of Success book cover11

Bounce: Mozart, Federer, Picasso, Beckham, and the Science of Success

Matthew Syed

4.2
In the vein of the international bestselling Freakonomics, award-winning journalist Matthew Syed reveals the hidden clues to success—in sports, business, school, and just about anything else that you’d want to be great at. Fans of Predictably Irrational and Malcolm Gladwell’s The Tipping Point will find many interesting and helpful insights in Bounce.
Introductory Econometrics: A Modern Approach book cover12

Introductory Econometrics: A Modern Approach

Jeffrey M. Wooldridge

4.2
Discover how empirical researchers today actually consider and apply econometric methods with the practical approach in Wooldridge's INTRODUCTORY ECONOMETRICS: A MODERN APPROACH, 6E. Unlike traditional texts, this book uniquely demonstrates how econometrics has moved beyond a set of abstract tools to become genuinely useful for answering questions in business, policy evaluation, and forecasting. I
13

Applied Econometric Time Series

Walter Enders

4.2
Amstat News asked three review editors to rate their top five favorite books in the September 2003 issue. The first edition of Applied Econometric Time Series was among those chosen. This new edition reflects recent advances in time-series econometrics, such as out-of-sample forecasting techniques, non-linear time-series models, Monte Carlo analysis, and bootstrapping. Numerous examples from field
14

Econometric Analysis

William H. Greene

4.2
Econometrics book cover15

Econometrics

Fumio Hayashi

4.2
Hayashi's Econometrics promises to be the next great synthesis of modern econometrics. It introduces first year Ph.D. students to standard graduate econometrics material from a modern perspective. It covers all the standard material necessary for understanding the principal techniques of econometrics from ordinary least squares through cointegration. The book is also distinctive in developing both
The Economic Consequences of the Peace book cover16

The Economic Consequences of the Peace

John Maynard Keynes

4.2
A new edition of the seminal text by the father of modern economics.

First published in 1919, John Maynard Keynes’s The Economic Consequences of the Peace created immediate controversy. Keynes was a firsthand witness to the negotiations of the Paris Peace Conference, as an official representative of the British Treasury, and he simultaneously sat as deputy for the chancellor of the Exchequer on the
17

The Art of War (Deluxe Hardbound Edition)

Sun Tzu

4.2
Econometric Analysis of Cross Section and Panel Data book cover18

Econometric Analysis of Cross Section and Panel Data

Jeffrey M. Wooldridge

4.2
This text provides a rigorous treatment of contemporary methods used in microeconometric research. The book makes clear that applied microeconometrics is about the estimation of marginal and treatment effects, and that parametric estimation is simply a means to this end. It also clarifies the distinction between causality and statistical association.
19

Schaum's Outline of Statistics and Econometrics (Schaum's Outline Series)

Dominick Salvatore

4.2
How Not to Be Wrong: The Power of Mathematical Thinking book cover20

How Not to Be Wrong: The Power of Mathematical Thinking

Jordan Ellenberg

4.2
The Freakonomics of math—a math-world superstar unveils the hidden beauty and logic of the world and puts its power in our hands

The math we learn in school can seem like a dull set of rules, laid down by the ancients and not to be questioned. In How Not to Be Wrong, Jordan Ellenberg shows us how terribly limiting this view is: Math isn’t confined to abstract incidents that never occur in real life
21

Real Econometrics: The Right Tools to Answer Important Questions

Michael Bailey

4.2
An engaging and practical introduction to econometrics, Real Econometrics: The Right Tools to Answer Important Questions provides thorough coverage of the most frequently used methods of analysis and a diverse array of examples and case studies. Grounded in contemporary understandings of causal inference, the text invites students to see how econometric tools can help answer interesting questions
Experimental Economics: Theory and Practice book cover22

Experimental Economics: Theory and Practice

John A. List

4.2
Econometrics book cover23

Econometrics

Bruce Hansen

4.1
El arte de gastar dinero: Pequeñas decisiones para una vida más rica book cover24

El arte de gastar dinero: Pequeñas decisiones para una vida más rica

Morgan Housel, Arnau Figueras Deulofeu - translator

4.1
25

The Richest Man in Babylon (DF Self-Help Treasure Book 3)

George S. Clason

4.1
Theory of Games and Economic Behavior book cover26

Theory of Games and Economic Behavior

John von Neumann, Oskar Morgenstern, et al.

4.1
This is the classic work upon which modern-day game theory is based. What began more than sixty years ago as a modest proposal that a mathematician and an economist write a short paper together blossomed, in 1944, when Princeton University Press published Theory of Games and Economic Behavior. In it, John von Neumann and Oskar Morgenstern conceived a groundbreaking mathematical theory of economic
27

Introductory Econometrics for Finance

Chris Brooks

4.1
A complete resource for finance students, this textbook presents the most common empirical approaches in finance in a comprehensive and well-illustrated manner that shows how econometrics is used in practice, and includes detailed case studies to explain how the techniques are used in relevant financial contexts. Maintaining the accessible prose and clear examples of previous editions, the new edi
The 21 KEYS Of Success: Ridin’ With Rick book cover28

The 21 KEYS Of Success: Ridin’ With Rick

Kolie Crutcher and Rick Ross

4.1
29

Basic Econometrics

Damodar N. Gujarati

4.1
Capitalism, Alone: The Future of the System That Rules the World book cover30

Capitalism, Alone: The Future of the System That Rules the World

Branko Milanovic

4.1
31

The Handbook of Historical Economics

Alberto Bisin

4.1
32

Mathematical Formulas for Economists

Bernd Luderer, Volker Nollau, and Klaus Vetters

4.1
The Model Thinker: What You Need to Know to Make Data Work for You book cover33

The Model Thinker: What You Need to Know to Make Data Work for You

Scott E. Page

4.1
How anyone can become a data ninja

From the stock market to genomics laboratories, census figures to marketing email blasts, we are awash with data. But as anyone who has ever opened up a spreadsheet packed with seemingly infinite lines of data knows, numbers aren't enough: we need to know how to make those numbers talk. In The Model Thinker, social scientist Scott E. Page shows us the mathematica
34

Predicting Presidential Elections and Other Things, Second Edition

Ray Fair

4.1
35

Palgrave Handbook of Econometrics: Volume 2: Applied Econometrics (Palgrave Handbook of Econometrics (Paperback))

Terence C. Mills and Kerry Patterson

4.1
36

The Vampire State: And Other Myths and Fallacies About the U.S. Economy

Fred L. Block

4.1
37

The Book of R: A First Course in Programming and Statistics

Tilman M. Davies

4.1
"The Book of R" is a comprehensive, beginner-friendly guide to R, the world's most popular programming language for statistical analysis. Even if you have no programming experience and little more than a grounding in the basics of mathematics, you'll find everything you need to begin using R effectively for statistical analysis.

You'll start with the basics, like how to handle data and write simple
38

Macroeconomic Policy: Demystifying Monetary and Fiscal Policy (Springer Texts in Business and Economics)

Farrokh K. Langdana

4.1
39

Dynamic General Equilibrium Modeling: Computational Methods and Applications (Springer Texts in Business and Economics)

Burkhard Heer and Alfred Maußner

4.1
Statistics for Business & Economics book cover40

Statistics for Business & Economics

James McClave, P. Benson, and Terry Sincich

4.0
41

Collectivist economic planning;: Critical studies on the possibilities of socialism, (Reprints of economic classics)

N. G.; Ludwig von Mises; Friedrich A. von Hayek; George Halm; Enrico Ba Pierson

4.0
42

DSGE Models for Real Business Cycle and New Keynesian Macroeconomics: Theoretical Methods and Numerical Solutions with DYNARE

Giuseppe Chirichiello

4.0
43

Modern Money Theory: A Primer on Macroeconomics for Sovereign Monetary Systems

L. Randall Wray

4.0
44

Innovation by Design: Innovation Management Systems for Global Impact (The Complete Guide to Business Innovation Book 3)

Magnus Penker, Gerry Purcell, Christer Fuglesang, and Jack Roberts

4.0
45

Order Book: Sales Order Log Book/ Customer Order Forms / Order Book Small Business / Keep Track of Your Customer Orders / 108

o merwas

4.0
46

Hot Money and the Politics of Debt, Third edition

R.T. Naylor

4.0
47

Analyzing Dependent Data with Vine Copulas: A Practical Guide With R (Lecture Notes in Statistics, 222)

Claudia Czado

4.0
48

Introduction to Statistics and Data Analysis: With Exercises, Solutions and Applications in R

Christian Heumann

4.0
This introductory statistics textbook conveys the essential concepts and tools needed to develop and nurture statistical thinking. It presents descriptive, inductive and explorative statistical methods and guides the reader through the process of quantitative data analysis. In the experimental sciences and interdisciplinary research, data analysis has become an integral part of any scientific stud
49

Using Julia for Introductory Econometrics

Florian Heiss and Daniel Brunner

4.0
50

Risk and Portfolio Analysis: Principles and Methods (Springer Series in Operations Research and Financial Engineering)

Henrik Hult, Filip Lindskog, Ola Hammarlid, and Carl Johan Rehn

4.0
51

The Methodology of Economic Model Building (Routledge Revivals): Methodology after Samuelson

Lawrence A. Boland

4.0
52

Deconstructing Credit Cycles

Steven Ricchiuto

4.0
53

Solutions Manual to Elements of Econometrics

Jan Kmenta

4.0
54

Bayesian Estimation of DSGE Models (The Econometric and Tinbergen Institutes Lectures)

Edward P. Herbst and Frank Schorfheide

4.0
55

Computational Solution of Large-Scale Macroeconometric Models (Advances in Computational Economics, 7)

Giorgio Pauletto

4.0
56

The World in the Model

Mary S. Morgan

4.0
57

Laws of Chaos: A Probabilistic Approach to Political Economy

Emmanuel Farjoun and Moshe Machover

4.0
58

Computational Economics: Heterogeneous Agent Modeling (ISSN)

Cars Hommes and Blake LeBaron

4.0
59

From Shortest Paths to Reinforcement Learning: A MATLAB-Based Tutorial on Dynamic Programming (EURO Advanced Tutorials on Ope

Paolo Brandimarte

4.0
60

Applied Econometrics

Dimitrios Asteriou

4.0
61

Spatial Microeconometrics (Routledge Advanced Texts in Economics and Finance)

Giuseppe Arbia

4.0
62

Hypernomics: Using Hidden Dimensions to Solve Unseen Problems

Doug Howarth

4.0
Stochastic Choice Theory (Econometric Society Monographs) book cover63

Stochastic Choice Theory (Econometric Society Monographs)

Tomasz Strzalecki

4.0
64

Revealed Preference Theory (Econometric Society Monographs Book 56)

Christopher P. Chambers and Federico Echenique

4.0
65

PRINCIPLES OF MONEY.: (Rules of Money)

MATHEW MULWA

4.0
66

Introductory Business Statistics by OpenStax

OpenStax

4.0
Analysis of Financial Time Series book cover67

Analysis of Financial Time Series

Ruey S Tsay

4.0
This book provides a broad, mature, and systematic introduction to current financial econometric models and their applications to modeling and prediction of financial time series data. It utilizes real-world examples and real financial data throughout the book to apply the models and methods described.The author begins with basic characteristics of financial time series data before covering three
Introduction to Econometrics book cover68

Introduction to Econometrics

James Stock

4.0
In this new textbook by distinguished econometricians James H. Stock and Mark W. Watson, real-world questions and data from actual empirical studies open a window through which the vitality and relevance of econometrics come into clear focus. The breadth of topics - including an introduction to program evaluation, panel data methods, instrumental variables regression, and regression with time seri
69

Efficiency Wage Models of the Labor Market

George A. Akerlof and Janet L. Yellen

4.0
70

Advanced Econometrics

Takeshi Amemiya

4.0
Advanced Econometrics is both a comprehensive text for graduate students and a reference work for econometricians. It will also be valuable to those doing statistical analysis in the other social sciences. Its main features are a thorough treatment of cross-section models, including qualitative response models, censored and truncated regression models, and Markov and duration models, as well as a
71

Continuous-Time Models in Corporate Finance, Banking, and Insurance: A User's Guide

Santiago Moreno-Bromberg and Jean-Charles Rochet

4.0
72

Economic Forecasting

Graham Elliott and Allan Timmermann

4.0
Probability and Statistics for Economists book cover73

Probability and Statistics for Economists

Bruce Hansen

4.0
74

Rugbynomics: Using Data to Tackle Rugby’s Biggest Myths and Misconceptions

Chris Carter

4.0
75

The Oxford Handbook of Banking: Third Edition (Oxford Handbooks)

Allen N. Berger, Philip Molyneux, and John O.S. Wilson

4.0
76

Quantum Methods In Social Science: A First Course

Emmanuel Haven

4.0
77

Generalized Vectorization, Cross-Products, and Matrix Calculus

Darrell A. Turkington

4.0
78

The Karmic Cycle: Achieving A Job And Life Balance: Self-Help Book

Argentina Binstock

4.0
79

Analysis of Panel Data

Cheng Hsiao

4.0
This book provides a comprehensive, coherent, and intuitive review of panel data methodologies that are useful for empirical analysis. Substantially revised from the second edition, it includes two new chapters on modeling cross-sectionally dependent data and dynamic systems of equations. Some of the more complicated concepts have been further streamlined. Other new material includes correlated ra
80

Python in Excel Advanced: Mastering Data Analysis and Financial Modeling with Python Automation in Excel

Hayden Van Der Post and Alice Schwartz

4.0
81

Theory of Rank Tests (Probability and Mathematical Statistics)

Zbynek Sidak, Pranab K. Sen, and Jaroslav Hajek

4.0
82

The GVAR Handbook: Structure and Applications of a Macro Model of the Global Economy for Policy Analysis

Filippo di Mauro and M. Hashem Pesaran

4.0
83

Invertir en Bolsa partiendo de cero y aprendiendo de los mejores: una guía para principiantes para aprender los secretos: trading online, pattern, inversiones y análisis fundamental (Spanish Edition)

Gianmarco Venturisi

4.0
The Shapley Value: Essays in Honor of Lloyd S. Shapley book cover84

The Shapley Value: Essays in Honor of Lloyd S. Shapley

Alvin E. Roth

4.0
85

Economics: Principles and Practices

Gary E. Clayton

4.0
86

Disorganized Crimes: Why Corporate Governance and Government Intervention Failed, and What We Can Do About It

Bernard E. Munk

4.0
87

Handbook of Econometrics (Volume 6B) (Handbooks in Economics, Volume 6B)

James J. Heckman and Edward Leamer

4.0
88

The Spectral Analysis of Time Series (Probability and Mathematical Statistics)

Lambert H. Koopmans

4.0
89

R for Economic Research: Essential tools for modern economic analysis

J. Leripio

4.0
Introductory Econometrics: A Modern Approach book cover90

Introductory Econometrics: A Modern Approach

Jeffrey Wooldridge

4.0
91

The Linear Complementarity Problem (Computer Science and Scientific Computing)

Richard W. Cottle, Jong-Shi Pang, and Richard E. Stone

4.0
92

Handbook of Computational Economics: Agent-Based Computational Economics (Volume 2) (Handbooks in Economics, Volume 2)

Leigh Tesfatsion and Kenneth L. Judd

4.0
93

STAGFLATION AND THE GLOBAL ECONOMY: ALL YOU NEED TO KNOW ABOUT STAGFLATION AND HOW TO BEAT IT

CHRISTOPHER HOLMES

4.0
94

Official Statistics 4.0: Verified Facts for People in the 21st Century

Walter J. Radermacher

4.0
95

Problems Book to accompany Mathematics for Economists

Tamara Todorova

4.0
96

US Error Coin Guidebook: The Collector's Handbook for Navigating the World of Error Coins with Expert Insights and Clear Visu

Thaddeus Fennel

4.0
97

The Oxford Handbook of Credit Derivatives (Oxford Handbooks in Finance)

Alexander Lipton and Andrew Rennie

4.0
98

Financial Economics and Econometrics (Routledge Advanced Texts in Economics and Finance)

Nikiforos T. Laopodis

4.0
99

Foundations of Mathematical Economics (Mit Press)

Michael Carter

4.0
100

In All Likelihood: Statistical Modelling and Inference Using Likelihood

Yudi Pawitan

4.0