100 Best Econometrics Books of All Time
We've researched and ranked the best econometrics books in the world, based on recommendations from world experts, sales data, and millions of reader ratings. Learn more
Featuring recommendations from Walter Isaacson, Reid Hoffman, Malcolm Gladwell, and 54 other experts. 1
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 tools, and invaluable information which will get you on your way to riches. The book to read for all who want financial success. less
Daymond John[Daymond John said this is one of his most-recommended books.] (Source)
Grant CardoneThis book emphasized the need to get reliable income streams and to never ever confuse your necessary expenses with the things you want. It’s a timeless classic that every school in America should have in their curriculum. (Source)
David Heinemeier HanssonThis is a 1920s classic version of How To Get Rich. The ancestor of all the pale imitations, like Rich Dad/Poor Dad, that came since. And while I scoffed at plenty of the allegories from ancient Babylon that presents the lessons, it was still a neat package. And at least ancient Babylon is a more interesting backdrop for teaching lessons about money than some suburban house flipper. I ended up... (Source)
2
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 had amazing technology, entrepreneurial energy, and sky-high ambitions, but no real business plan. For Google to change the world (or even to survive), Page and Brin had to... more
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 had amazing technology, entrepreneurial energy, and sky-high ambitions, but no real business plan. For Google to change the world (or even to survive), Page and Brin had to... more
Reid HoffmanWhether you're a seasoned CEO or a first-time entrepreneur, you'll find valuable lessons, tools, and inspiration in the pages of Measure What Matters. I'm glad John invested the time to share these ideas with the world. (Source)
Walter IsaacsonIn this indispensable book, the most important venture capitalist of our era reveals a key to business innovation and success. This crisp and colorful book combines fascinating case studies with insightful personal stories to show how OKRs can add magic to organizations of any size. (Source)
Bill GatesJohn explains how OKRs [Objectives and Key Results] work and shows how you can apply them in all sorts of situations. I’d recommend John’s book for anyone interested in becoming a better manager (and I’d say that even if I hadn’t been interviewed for a super-nice chapter about the Gates Foundation). (Source)
3
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 arrested? How much does education raise wages? Mostly Harmless Econometrics shows how the basic tools of applied econometrics allow the data to speak.
In addition to econometric... more
In addition to econometric... more
4
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
Recommended by Nassim Nicholas Taleb, and 1 others. Nassim Nicholas TalebThe 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)
5
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. less
James AltucherAnd while you are at it, throw in “Bounce” by Mathew Syed, who was the UK Ping Pong champion when he was younger. I love any book where someone took their passion, documented it, and shared it with us. That’s when you can see the subtleties, the hard work, the luck, the talent, the skill, all come together to form a champion. Heck, throw in, “An Astronaut’s Guide to Earth” by Commander Chris... (Source)
Melody HossainiI came across this book by chance, read a few pages and was intrigued by the examples to prove how experts in their field (in this case, drawn mostly from the world of Sports) come to be experts. The book will leave you empowered that one can truly become anything, and that you can defy genetical and circumstantial hinderances through the input of time and practice in your chosen field. I found... (Source)
Max MosleyBounce is fascinating. Matthew Syed was Britain’s number one table-tennis player for about 10 years and he’s now a top sports journalist on The Times. He writes extremely well. His thesis is that talent isn’t what matters, it’s all about hours and hours of training. The conventional view, and certainly my view before reading this book, is that some people are supremely gifted and therefore rise... (Source)
6
"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 unlikely rival: Japan, a nation only recently scorned for the low quality of its goods. This chastening study, portrays the conflict between the culture of affluence & that of adversity. It's a... more
Recommended by David J Lynch, and 1 others. David J LynchThis one sort of speaks to something I’ve long been interested in. We get this general education in schools that follows the basic themes of presidents and wars and that kind of thing and then there’s this alternative history of finance and economics, and Lords of Finance impressed me because it gives you that alternative history, particularly through the inter-war years from the end of World War... (Source)
7
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 research and demonstrates why econometrics is exciting and useful.
The five most valuable econometric methods, or what the authors call the Furious Five--random... more
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 research and demonstrates why econometrics is exciting and useful.
The five most valuable econometric methods, or what the authors call the Furious Five--random... more
8
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, but rather touches everything we do—the whole world is shot through with it.
Math allows us to see the hidden structures underneath the messy and... more
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, but rather touches everything we do—the whole world is shot through with it.
Math allows us to see the hidden structures underneath the messy and... more
Bill GatesThe writing is funny, smooth, and accessible -- not what you might expect from a book about math. What Ellenberg has written is ultimately a love letter to math. If the stories he tells add up to a larger lesson, it’s that 'to do mathematics is to be, at once, touched by fire and bound by reason' -- and that there are ways in which we’re all doing math, all the time. (Source)
Auston BunsenI’ve got a few, one book that really impacted me early on as someone coming from a middle-class family was “Rich dad, Poor dad”. Since then I’ve read many books but one that really stands out is “How not to be wrong” by Jordan Ellenberg which really reignited my appetite & appreciation for math. (Source)
Nick GanjuWritten for an audience of people who have historically been intimidated by math [...] and introduces things in a very simple way, and then works up to more complex concepts. (Source)
9
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 consequences of unit roots, time-varying variances, and nonlinear time series models. In addition, he presents basic tools for analyzing dynamic systems (including linear representations,... more
10
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 fields ranging from agricultural economics to transnational terrorism illustrate various techniques. less
Don't have time to read the top Econometrics books of all time? Read Shortform summaries.
Shortform summaries help you learn 10x faster by:
- Being comprehensive: you learn the most important points in the book
- Cutting out the fluff: you focus your time on what's important to know
- Interactive exercises: apply the book's ideas to your own life with our educators' guidance.
11
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. INTRODUCTORY ECONOMETRICS is organized around the type of data being analyzed with a systematic approach that only introduces assumptions as they are needed. This makes the material easier to... more
Recommended by Eric Weinstein, and 1 others. Eric WeinsteinFolks frequently ask “What are the books that changed your life?” If I tell them, they are usually radically disappointed. I find that curious. I just cleared out of an office, and these are 4 shelves of spines of books that mattered enough to me to bring home. So here they are. (Source)
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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. less
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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 edition of this best-selling textbook provides support for the main industry-standard software packages, expands the coverage of introductory mathematical and statistical techniques into two chapters... more
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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 beings searching the internet will amass eight trillion gigabytes of data. This staggering amount of information—unprecedented in history—can tell us a great deal about who we... more
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 beings searching the internet will amass eight trillion gigabytes of data. This staggering amount of information—unprecedented in history—can tell us a great deal about who we... more
Jj. Omojuwa@SympLySimi Lol. Read this book. You’d love it. https://t.co/d2cLOyoiZ9 (Source)
Ron FournierJust finished, “Everybody Lies” by @SethS_D, which in addition to being a tremendous education on Big Data, includes the best conclusion to a non-fiction book I’ve ever read. Read it. -30- (Source)
18
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 time-series and cross-section analysis fully, giving the reader a unified framework for understanding and integrating results.
Econometrics has many useful... more
Econometrics has many useful... more
19
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 Supreme Economic Council. In these roles, he was able to perceive with great clarity the tenor and perspective that would come to shape Europe after the First World War.... more
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 Supreme Economic Council. In these roles, he was able to perceive with great clarity the tenor and perspective that would come to shape Europe after the First World War.... more
Recommended by Larry Summers, and 1 others. Larry SummersIt’s among the dozen—perhaps half-dozen—most influential economics books that have ever been written. (Source)
20
"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 programs, before moving on to more advanced topics, like producing statistical summaries of your data and performing statistical tests and modeling. You'll even learn how to create... more
You'll start with the basics, like how to handle data and write simple programs, before moving on to more advanced topics, like producing statistical summaries of your data and performing statistical tests and modeling. You'll even learn how to create... more
Recommended by Kirk Borne, and 1 others. Kirk BorneLove this!! —> "The Book of R: A First Course in Programming & #Statistics" https://t.co/aaJOBaBEFT 🌟830-page complete book of R #coding fundamentals🌟 —————— #Rstats #BigData #DataScience #AI #MachineLearning #DataViz #Algorithms #DataScientists #DataMining #AppliedMathematics https://t.co/lfc3LTQana (Source)
Don't have time to read the top Econometrics books of all time? Read Shortform summaries.
Shortform summaries help you learn 10x faster by:
- Being comprehensive: you learn the most important points in the book
- Cutting out the fluff: you focus your time on what's important to know
- Interactive exercises: apply the book's ideas to your own life with our educators' guidance.
21
横扫各类财经图书殊荣。《华尔街日报》年度十大好书/《金融时报》及麦肯锡年度商业类佳作/世界商业图书Axiom Business大奖/《Choice》年度商业杰作……
全球政商界精英连袖推荐。经济合合与发展组织秘书长安赫尔·古里亚，前英国央行行长默文·金，前美国白宫经济政策主任托德·布赫霍尔茨，美国经济学泰斗泰勒·柯文，高收益债券教头马丁·弗里德森，发展经济学先驱赛尔奎因，日本经济研究中心特别顾问、前任会长小岛明，《卧底经济学》作者蒂姆·哈福德，英国经济学家约翰·凯，投资分析专家约翰·莫尔丁等。强烈推荐
英国经济学巨擘、BBC副主席黛安娜·科伊尔力透纸背之作
一天读完300年发展史，让你透彻洞悉GDP如何深度影响每个人的生活
随着中国经济体积的日益庞大，GDP的增长速度日益进入“L”型轨道。历史上有哪些国家曾经历过这种类似的局面，其政府...
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全球政商界精英连袖推荐。经济合合与发展组织秘书长安赫尔·古里亚，前英国央行行长默文·金，前美国白宫经济政策主任托德·布赫霍尔茨，美国经济学泰斗泰勒·柯文，高收益债券教头马丁·弗里德森，发展经济学先驱赛尔奎因，日本经济研究中心特别顾问、前任会长小岛明，《卧底经济学》作者蒂姆·哈福德，英国经济学家约翰·凯，投资分析专家约翰·莫尔丁等。强烈推荐
英国经济学巨擘、BBC副主席黛安娜·科伊尔力透纸背之作
一天读完300年发展史，让你透彻洞悉GDP如何深度影响每个人的生活
随着中国经济体积的日益庞大，GDP的增长速度日益进入“L”型轨道。历史上有哪些国家曾经历过这种类似的局面，其政府...
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Recommended by David Pilling, and 1 others. David PillingHers is a very sober account and that’s what I like about it. It’s written by a proper economist and it’s very clear. In one hundred and fifty pages or so, you get a very good guide to this number that has come to dominate public discussion. GDP has become a kind of a proxy for things that we ought to care about. I’d argue that she takes a gentler line than I do – hence it’s an “affectionate... (Source)
22
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 study. Issues such as judging the credibility of data, analyzing the data, evaluating the reliability of the obtained results and finally drawing the correct and appropriate conclusions from the results... more
23
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 rigorous presentation of large sample theory, classical least-squares and generalized least-squares theory, and nonlinear simultaneous equation models.
Although the treatment is... more
Although the treatment is... more
24
How do you develop products that people will actually use and buy? This practical guide shows you how to validate product and company ideas through customer development research--before you waste months and millions on a product or service that no one needs or wants.
With a combination of open-ended interviewing and fast and flexible research techniques, you'll learn how your prospective customers behave, the problems they need to solve, and what frustrates and delights them. These insights may shake your assumptions, but they'll help you reach the "ah-ha!" moments that inspire... more
With a combination of open-ended interviewing and fast and flexible research techniques, you'll learn how your prospective customers behave, the problems they need to solve, and what frustrates and delights them. These insights may shake your assumptions, but they'll help you reach the "ah-ha!" moments that inspire... more
Recommended by Thomas Graziani, and 1 others. Thomas GrazianiI am currently reading two business books: Radical Candor by Kim Scott which I expect can help me build better relationships with my colleagues, and Lean Customer Development by Cindy Alvarez which helps me have more open conversations with clients and better define our product roadmap. (Source)
25
Introduces the popular, powerful and free programming language and software package
R
Focus implementation of standard tools and methods used in econometrics
Compatible with "Introductory Econometrics" by Jeffrey M. Wooldridge in terms of topics, organization, terminology and notation Companion website with full text, all code for download and other goodies Praise
"A very nice resource for those wanting to use R in their introductory econometrics courses." (Jeffrey M.... more
Focus implementation of standard tools and methods used in econometrics
Compatible with "Introductory Econometrics" by Jeffrey M. Wooldridge in terms of topics, organization, terminology and notation Companion website with full text, all code for download and other goodies Praise
"A very nice resource for those wanting to use R in their introductory econometrics courses." (Jeffrey M.... more
26
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 random coefficient models, pseudo-panels, duration and count data models, quantile analysis, and alternative approaches for controlling the impact of unobserved heterogeneity in nonlinear panel data... more
27
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, or how to outwit Starbucks. This book offers the hidden story behind these and other questions, as economist Tim Harford ranges from Africa, Asia, Europe, and of course the... more
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, or how to outwit Starbucks. This book offers the hidden story behind these and other questions, as economist Tim Harford ranges from Africa, Asia, Europe, and of course the... more
Ola OlusogaLike Charlie Munger once said: “I’ve long believed that a certain system - which almost any intelligent person can learn - works way better than the systems most people use [to understand the world]. What you need is a latticework of mental models in your head. And, with that system, things gradually fit together in a way that enhances cognition. Just as multiple factors shape every system,... (Source)
Fabrice GrindaI have lots of books to recommend, but they are not related to my career path. The only one that is remotely related is Peter Thiel’s Zero to One. That said here are books I would recommend. (Source)
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Time series econometrics is used for predicting future developments of variables of interest such as economic growth, stock market volatility or interest rates. A model has to be constructed, accordingly, to describe the data generation process and to estimate its parameters. Modern tools to accomplish these tasks are provided in this volume, which also demonstrates by example how the tools can be applied. less
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Here at last is the fourth edition of the textbook that is required reading for economics students as well as those practising applied economics. Not only does it teach some of the basic econometric methods and the underlying assumptions behind them, but it also includes a simple and concise treatment of more advanced topics from spatial correlation to time series analysis. This book 's strength lies in its ability to present complex material in a simple, yet rigorous manner. This superb fourth edition updates identification and estimation methods in the simultaneous equation model. It also... more
30
This book provides an overview of three generations of spatial econometric models: models based on cross-sectional data, static models based on spatial panels and dynamic spatial panel data models. The book not only presents different model specifications and their corresponding estimators, but also critically discusses the purposes for which these models can be used and how their results should be interpreted. less
Don't have time to read the top Econometrics books of all time? Read Shortform summaries.
Shortform summaries help you learn 10x faster by:
- Being comprehensive: you learn the most important points in the book
- Cutting out the fluff: you focus your time on what's important to know
- Interactive exercises: apply the book's ideas to your own life with our educators' guidance.
32
Real Stats offers an engaging and practical introduction to statistical analysis for upper-level undergraduates and first-year graduate students in political science, public policy, and law. Grounded in contemporary understandings of causal inferences, the text invites students to see how econometric tools can help answer important and interesting questions. This emphasis on practical applications, combined with a lively and conversational narrative, provides students with a solid foundation in the analytical tools they will use throughout their academic and professional careers. more
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Econometric Theory and Methods provides a unified treatment of modern econometric theory and practical econometric methods. The geometrical approach to least squares is emphasized, as is the method of moments, which is used to motivate a wide variety of estimators and tests. Simulation methods, including the bootstrap, are introduced early and used extensively.
The book deals with a large number of modern topics. In addition to bootstrap and Monte Carlo tests, these include sandwich covariance matrix estimators, artificial regressions, estimating functions and the generalized... more
The book deals with a large number of modern topics. In addition to bootstrap and Monte Carlo tests, these include sandwich covariance matrix estimators, artificial regressions, estimating functions and the generalized... more
34
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 mathematical, statistical, and computational models--from linear regression to random walks and far beyond--that can turn anyone into a genius. At the core of the book is Page's... more
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 mathematical, statistical, and computational models--from linear regression to random walks and far beyond--that can turn anyone into a genius. At the core of the book is Page's... more
35
Michael Mitchell's Interpreting and Visualizing Regression Models Using Stata is a clear treatment of how to carefully present results from model-fitting in a wide variety of settings. It is a boon to anyone who has to present the tangible meaning of a complex model in a clear fashion, regardless of the audience. As an example, many experienced researchers start to squirm when asked to give a simple explanation of the applied meaning of interactions in nonlinear models such as logistic regression. The tools in Mitchell's book make this task much more enjoyable and comprehensible. more
36
The Essential How-To Guide for Social Media Marketing by Leading Expert Shama Hyder, Named “Social media’s zen master of marketing” by Entrepreneur magazine and One of LinkedIn’s “Top Voices” in Marketing & Social in 2015
In 2001, at the dawn of the millennium—and the digital marketing age—the first edition of The Zen of Social Media Marketing became a global hit. In the ensuing years, updated editions helped even more marketers, entrepreneurs, students, and professionals of all types navigate the sometimes-stressful world of social media. Now, this new, fully... more
In 2001, at the dawn of the millennium—and the digital marketing age—the first edition of The Zen of Social Media Marketing became a global hit. In the ensuing years, updated editions helped even more marketers, entrepreneurs, students, and professionals of all types navigate the sometimes-stressful world of social media. Now, this new, fully... more
Recommended by Ionut Danifeld, and 1 others. Ionut DanifeldI remember that in my beginning of my career I was working mostly on offline marketing and this new era of digital marketing was emerging. I didn't have any course during my university regarding online marketing and I was clueless where to start. A book that helped me a lot was: The Zen of Social Media Marketing by Shama Hyder. Sometimes people ask me how to start and my answer is still: read... (Source)
37
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 main topics: Analysis and application of univariate financial time seriesThe return series of multiple assetsBayesian inference in finance methods
Key features of the new edition include... more
Key features of the new edition include... more
38
The past twenty years have seen an extraordinary growth in the use of quantitative methods in financial markets. Finance professionals now routinely use sophisticated statistical techniques in portfolio management, proprietary trading, risk management, financial consulting, and securities regulation. This graduate-level textbook is intended for PhD students, advanced MBA students, and industry professionals interested in the econometrics of financial modeling. The book covers the entire spectrum of empirical finance, including: the predictability of asset returns, tests of the Random Walk... more
39
An outstanding introduction to microeconometrics and how to do microeconometric research using Stata, this book covers topics often left out of microeconometrics textbooks and omitted from basic introductions to Stata. Cameron and Trivedi provide the most complete and up-to-date survey of microeconometric methods available in Stata. They begin by introducing simulation methods and then use them to illustrate features of the estimators and tests described in the rest of the book. They address each topic with an in-depth Stata example and demonstrate how to use Stata's programming features to... more
40
Mechanism design is an analytical framework for thinking clearly and carefully about what exactly a given institution can achieve when the information necessary to make decisions is dispersed and privately held. This analysis provides an account of the underlying mathematics of mechanism design based on linear programming. Three advantages characterize the approach. The first is simplicity: arguments based on linear programming are both elementary and transparent. The second is unity: the machinery of linear programming provides a way to unify results from disparate areas of mechanism design.... more
Don't have time to read the top Econometrics books of all time? Read Shortform summaries.
Shortform summaries help you learn 10x faster by:
- Being comprehensive: you learn the most important points in the book
- Cutting out the fluff: you focus your time on what's important to know
- Interactive exercises: apply the book's ideas to your own life with our educators' guidance.
41
A systematic comparison of the three major economic theories, showing how they differ and why these differences matter in shaping economic theory and practice.
Contending Economic Theories offers a unique comparative treatment of the three main theories in economics as it is taught today: neoclassical, Keynesian, and Marxian. Each is developed and discussed in its own chapter, yet also differentiated from and compared to the other two theories. The authors identify each theory's starting point, its goals and foci, and its internal logic. They connect their comparative... more
Contending Economic Theories offers a unique comparative treatment of the three main theories in economics as it is taught today: neoclassical, Keynesian, and Marxian. Each is developed and discussed in its own chapter, yet also differentiated from and compared to the other two theories. The authors identify each theory's starting point, its goals and foci, and its internal logic. They connect their comparative... more
42
An Introduction to Statistics and Data Analysis Using Stata(R) by Lisa Daniels and Nicholas Minot provides a step-by-step introduction for statistics, data analysis, or research methods classes with Stata. Concise descriptions emphasize the concepts behind statistics for students rather than the derivations of the formulas. With real-world examples from a variety of disciplines and extensive detail on the commands in Stata, this text provides an integrated approach to research design, statistical analysis, and report writing for social science students. less
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The Workflow of Data Analysis Using Stata, by J. Scott Long, is an essential productivity tool for data analysts. Long presents lessons gained from his experience and demonstrates how to design and implement efficient workflows for both one-person projects and team projects. After introducing workflows and explaining how a better workflow can make it easier to work with data, Long describes planning, organizing, and documenting your work. He then introduces how to write and debug Stata do-files and how to use local and global macros. After a discussion of conventions that... more
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Most questions in social and biomedical sciences are causal in nature: what would happen to individuals, or to groups, if part of their environment were changed? In this groundbreaking text, two world-renowned experts present statistical methods for studying such questions. This book starts with the notion of potential outcomes, each corresponding to the outcome that would be realized if a subject were exposed to a particular treatment or regime. In this approach, causal effects are comparisons of such potential outcomes. The fundamental problem of causal inference is that we can only observe... more
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Bayesian econometric methods have enjoyed an increase in popularity in recent years. Econometricians, empirical economists, and policymakers are increasingly making use of Bayesian methods. This handbook is a single source for researchers and policymakers wanting to learn about Bayesian methods in specialized fields, and for graduate students seeking to make the final step from textbook learning to the research frontier. It contains contributions by leading Bayesians on the latest developments in their specific fields of expertise. The volume provides broad coverage of the application of... more
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(This is the text alone. Refer to 0079132928, which is this main text plus the disk). First course in Econometrics in Economics Departments at better schools, also Economic/Business Forecasting. Statistics prerequisite but no calculus. Slightly higher level and more comprehensive than Gujarati Basic Econometrics (M-H, 1996) . P-R covers more time series and forecasting. P-R coverage is a notch below Johnston-DiNardo (M-H, 97) and requires no matrix algebra. less
48
Panel data econometrics has evolved rapidly over the last decade. Micro and Macro panels are increasing in numbers and availability and methods to deal with these data are in high demand from practitioners.
Written by one of the world's leading researchers and writers in the field, Econometric Analysis of Panel Data has become established as the leading textbook for postgraduate courses in panel data.
This new edition has been fully revised and updated and includes:
A new chapter entitled Spatial Panel Data
New empirical applications New... more
Written by one of the world's leading researchers and writers in the field, Econometric Analysis of Panel Data has become established as the leading textbook for postgraduate courses in panel data.
This new edition has been fully revised and updated and includes:
A new chapter entitled Spatial Panel Data
New empirical applications New... more
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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 series data - reflects the best of contemporary applied econometrics. less
Recommended by Eric Weinstein, and 1 others. Eric Weinstein[Eric Weinstein recommended this book on Twitter.] (Source)
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Publisher's Note: Products purchased from Third Party sellers are not guaranteed by the publisher for quality, authenticity, or access to any online entitlements included with the product.
Use machine learning to understand your customers, frame decisions, and drive value
The business analytics world has changed, and Data Scientists are taking over. Business Data Science takes you through the steps of using machine learning to implement best-in-class business data science. Whether you are a business leader with a desire to go deep... more
Use machine learning to understand your customers, frame decisions, and drive value
The business analytics world has changed, and Data Scientists are taking over. Business Data Science takes you through the steps of using machine learning to implement best-in-class business data science. Whether you are a business leader with a desire to go deep... more
Don't have time to read the top Econometrics books of all time? Read Shortform summaries.
Shortform summaries help you learn 10x faster by:
- Being comprehensive: you learn the most important points in the book
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- Interactive exercises: apply the book's ideas to your own life with our educators' guidance.
51
Know the Knowable Future Meta-Trends and the Next Economy utilizes demographics to forecast the health of every economy/industry in the world. Meta-Trends allows you to know the knowable future i.e. • Know which businesses should you start today • Know which industries will survive and thrive in the next 15 years • Know which areas of the economy are worth investing resources in • Know future government trends from a threat perspective • Know why past trends happened and were actually predictableThe future breaks down into threats and opportunities. Meta-Trends motivates you to plan better so... more
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A volume in the 'Economic Theory, Econometrics and Mathematical Economics Series' edited by Karl Shell. less
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This book presents the econometric analysis of single-equation and simultaneous-equation models in which the jointly dependent variables can be continuous, categorical, or truncated. Despite the traditional emphasis on continuous variables in econometrics, many of the economic variables encountered in practice are categorical (those for which a suitable category can be found but where no actual measurement exists) or truncated (those that can be observed only in certain ranges). Such variables are involved, for example, in models of occupational choice, choice of tenure in housing, and choice... more
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Researchers in many fields are increasingly finding the Bayesian approach to statistics to be an attractive one. This book introduces the reader to the use of Bayesian methods in the field of econometrics at the advanced undergraduate or graduate level. The book is self-contained and does not require that readers have previous training in econometrics. The focus is on models used by applied economists and the computational techniques necessary to implement Bayesian methods when doing empirical work. Topics covered in the book include the regression model (and variants applicable for use with... more
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Introduction to Time Series Using Stata, Revised Edition provides a step-by-step guide to essential time-series techniques-from the incredibly simple to the quite complex- and, at the same time, demonstrates how these techniques can be applied in the Stata statistical package. The emphasis is on an understanding of the intuition underlying theoretical innovations and an ability to apply them. Real-world examples illustrate the application of each concept as it is introduced, and care is taken to highlight the pitfalls, as well as the power, of each new tool. The Revised Edition has... more
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Integrating a contemporary approach to econometrics with the powerful computational tools offered by Stata, An Introduction to Modern Econometrics Using Stata focuses on the role of method-of-moments estimators, hypothesis testing, and specification analysis and provides practical examples that show how the theories are applied to real data sets using Stata.
As an expert in Stata, the author successfully guides readers from the basic elements of Stata to the core econometric topics. He first describes the fundamental components needed to effectively use Stata. The book then covers the... more
As an expert in Stata, the author successfully guides readers from the basic elements of Stata to the core econometric topics. He first describes the fundamental components needed to effectively use Stata. The book then covers the... more
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Time series analysis has undergone many changes during recent years with the advent of unit roots and cointegration. This textbook by G. S. Maddala and In-Moo Kim is based on a successful lecture programme and provides a comprehensive review of these topics as well as of structural change. G. S. Maddala is one of the most distinguished writers of graduate and undergraduate econometrics textbooks today and Unit Roots, Cointegration and Structural Change represents a major contribution to Themes in Modern Econometrics, of interest both to specialists and graduate and undergraduatestudents. less
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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 ranging from whether police reduce crime, to how drinking affects students' grades, and to whether or not tall people make higher wages. This emphasis on practical applications, combined... more
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This book introduces one of the most powerful tools of modern economics to a wide audience: those who will later construct or consume game-theoretic models. Robert Gibbons addresses scholars in applied fields within economics who want a serious and thorough discussion of game theory but who may have found other works overly abstract. Gibbons emphasizes the economic applications of the theory at least as much as the pure theory itself; formal arguments about abstract games play a minor role. The applications illustrate the process of model building--of translating an informal description of a... more
Don't have time to read the top Econometrics books of all time? Read Shortform summaries.
Shortform summaries help you learn 10x faster by:
- Being comprehensive: you learn the most important points in the book
- Cutting out the fluff: you focus your time on what's important to know
- Interactive exercises: apply the book's ideas to your own life with our educators' guidance.
61
Data Mining for Business Analytics: Concepts, Techniques, and Applications in R presents an applied approach to data mining concepts and methods, using R software for illustration
Readers will learn how to implement a variety of popular data mining algorithms in R (a free and open-source software) to tackle business problems and opportunities.
This is the fifth version of this successful text, and the first using R. It covers both statistical and machine learning algorithms for prediction, classification, visualization, dimension reduction, recommender... more
Readers will learn how to implement a variety of popular data mining algorithms in R (a free and open-source software) to tackle business problems and opportunities.
This is the fifth version of this successful text, and the first using R. It covers both statistical and machine learning algorithms for prediction, classification, visualization, dimension reduction, recommender... more
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"Mesmerizing & fascinating..." --
The Seattle Post-Intelligencer
"The Freakonomics of big data." --Stein Kretsinger, founding executive of Advertising.com
Award-winning - Used by over 30 universities - Translated into 9 languages
An introduction for everyone. In this rich, fascinating -- surprisingly accessible -- introduction, leading expert Eric Siegel reveals how predictive analytics (aka machine learning) works, and how it affects everyone every day. Rather than a "how to" for hands-on... more
"The Freakonomics of big data." --Stein Kretsinger, founding executive of Advertising.com
Award-winning - Used by over 30 universities - Translated into 9 languages
An introduction for everyone. In this rich, fascinating -- surprisingly accessible -- introduction, leading expert Eric Siegel reveals how predictive analytics (aka machine learning) works, and how it affects everyone every day. Rather than a "how to" for hands-on... more
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Written by one of the pre-eminent researchers in the field, this book provides a comprehensive exposition of modern analysis of causation. It shows how causality has grown from a nebulous concept into a mathematical theory with significant applications in the fields of statistics, artificial intelligence, philosophy, cognitive science, and the health and social sciences. Pearl presents a unified account of the probabilistic, manipulative, counterfactual and structural approaches to causation, and devises simple mathematical tools for analyzing the relationships between causal connections,... more
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This book introduces students to optimization theory and its use in economics and allied disciplines. The first of its three parts examines the existence of solutions to optimization problems in Rn, and how these solutions may be identified. The second part explores how solutions to optimization problems change with changes in the underlying parameters, and the last part provides an extensive description of the fundamental principles of finite- and infinite-horizon dynamic programming. A preliminary chapter and three appendices are designed to keep the book mathematically self-contained. less
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Introduction to Econometrics has been written as a core textbook for a first course in econometrics taken by undergraduate or graduate students. It is intended for students taking a single course in econometrics with a view towards doing practical data work. It will also be highly useful for students interested in understanding the basics of econometric theory with a view towards future study of advanced econometrics. To achieve this end, it has a practical emphasis, showing how a wide variety of models can be used with the types of data sets commonly used by economists. However, it also has... more
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This book is wide-ranging in its account of literature on cointegration and the modelling of integrated processes (those which accumulate the effects of past shocks). Data series which display integrated behavior are common in economics, although techniques appropriate to analyzing such data are relatively new, with few existing expositions of the literature. This book explores relationships among integrated data series and their use in dynamic econometric modelling. The concepts of cointegration and error-correction models are fundamental components of the modelling strategy. This area of... more
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Designed to promote students' understanding of econometrics and to build a more operational knowledge of economics through a meaningful combination of words, symbols and ideas. Each chapter commences in the way economists begin new empirical projects--with a question and an economic model--then proceeds to develop a statistical model, select an estimator and outline inference procedures. Contains a copious amount of problems, experimental exercises and case studies. less
69
This book describes the classical axiomatic theories of decision under uncertainty, as well as critiques thereof and alternative theories. It focuses on the meaning of probability, discussing some definitions and surveying their scope of applicability. The behavioral definition of subjective probability serves as a way to present the classical theories, culminating in Savage's theorem. The limitations of this result as a definition of probability lead to two directions - first, similar behavioral definitions of more general theories, such as non-additive probabilities and multiple priors, and... more
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Principles of Econometrics, Fifth Edition
, is an introductory book for undergraduate students in economics and finance, as well as first-year graduate students in a variety of fields that include economics, finance, accounting, marketing, public policy, sociology, law, and political science. Students will gain a working knowledge of basic econometrics so they can apply modeling, estimation, inference, and forecasting techniques when working with real-world economic problems. Readers will also gain an understanding of econometrics that allows them to critically evaluate the... more
Don't have time to read the top Econometrics books of all time? Read Shortform summaries.
Shortform summaries help you learn 10x faster by:
- Being comprehensive: you learn the most important points in the book
- Cutting out the fluff: you focus your time on what's important to know
- Interactive exercises: apply the book's ideas to your own life with our educators' guidance.
71
In An Introduction to Classical Econometric Theory Paul A. Ruud shows the practical value of an intuitive approach to econometrics. Students learn not only why but how things work. Through geometry, seemingly distinct ideas are presented as the result of one common principle, making econometrics more than mere recipes or special tricks. In doing this, the author relies on such concepts as the linear vector space, orthogonality, and distance. Parts I and II introduce the ordinary least squares fitting method and the classical linear regression model, separately rather than... more
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The first edition of 'A Guide to Modern Econometrics' has become established as a successful textbook in a crowded and competitive market. It's focus on exploring alternative techniques, combined with a practical emphasis has been appreciated by many readers. In this new edition, Marno Verbeek has built on the strengths of the first edition and brought the text completely up-to-date. Revisions to this new edition include: Additional full-length illustrations New section on count data models Additional tests including the Chow test for parameter stability More attention paid to robust... more
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While everyone is talking about “big data,” the truth is that understanding the “little data”—the stats that underlie newspaper headlines, stock reports, weather forecasts, and so on—is what helps you make smarter decisions at work, at home, and in every aspect of your life. The average person consumes approximately 30 gigabytes of data every single day, but has no idea how to interpret it correctly. EVERYDATA explains, through the eyes of an expert economist and statistician, how to decipher the small bytes of data we consume in a day.
EVERYDATA is filled with... more
EVERYDATA is filled with... more
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Although regression models for categorical dependent variables are common, few texts explain how to interpret such models. Regression Models for Categorical Dependent Variables Using Stata, Second Edition, fills this void, showing how to fit and interpret regression models for categorical data with Stata. The authors also provide a suite of commands for hypothesis testing and model diagnostics to accompany the book.
The book begins with an excellent introduction to Stata and then provides a general treatment of estimation, testing, fit, and interpretation in this class of models.... more
The book begins with an excellent introduction to Stata and then provides a general treatment of estimation, testing, fit, and interpretation in this class of models.... more
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Optimal Transport Methods in Economics is the first textbook on the subject written especially for students and researchers in economics. Optimal transport theory is used widely to solve problems in mathematics and some areas of the sciences, but it can also be used to understand a range of problems in applied economics, such as the matching between job seekers and jobs, the determinants of real estate prices, and the formation of matrimonial unions. This is the first text to develop clear applications of optimal transport to economic modeling, statistics, and econometrics. It covers... more
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Reflecting current technological capacities and analytical trends, Computational Methods in Statistics and Econometrics showcases Monte Carlo and nonparametric statistical methods for models, simulations, analyses, and interpretations of statistical and econometric data. The author explores applications of Monte Carlo methods in Bayesian estimation, state space modeling, and bias correction of ordinary least squares in autoregressive models. The book offers straightforward explanations of mathematical concepts, hundreds of figures and tables, and a range of empirical examples. A CD-ROM... more
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This book/disk package provides hands-on experience of econometrics with estimation and inference. Each chapter begins with a discussion of the economic theory underlying the application. less
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Damodar Gujarati is the author of bestselling econometrics textbooks used around the world. In his latest book, Econometrics by Example, Gujarati presents a unique learning-by-doing approach to the study of econometrics. Rather than relying on complex theoretical discussions and complicated mathematics, this book explains econometrics from a practical point of view, with each chapter anchored in one or two extended real-life examples. The basic theory underlying each topic is covered and an appendix is included on the basic statistical concepts that underlie the material, making... more
Don't have time to read the top Econometrics books of all time? Read Shortform summaries.
Shortform summaries help you learn 10x faster by:
- Being comprehensive: you learn the most important points in the book
- Cutting out the fluff: you focus your time on what's important to know
- Interactive exercises: apply the book's ideas to your own life with our educators' guidance.
81
This book provides a general framework for specifying, estimating, and testing time series econometric models. Special emphasis is given to estimation by maximum likelihood, but other methods are also discussed, including quasi-maximum likelihood estimation, generalized method of moments estimation, nonparametric estimation, and estimation by simulation. An important advantage of adopting the principle of maximum likelihood as the unifying framework for the book is that many of the estimators and test statistics proposed in econometrics can be derived within a likelihood framework, thereby... more
82
A self-contained introduction to probability, exchangeability and Bayes' rule provides a theoretical understanding of the applied material.
Numerous examples with R-code that can be run "as-is" allow the reader to perform the data analyses themselves.
The development of Monte Carlo and Markov chain Monte Carlo methods in the context of data analysis examples provides motivation for these computational methods. less
Numerous examples with R-code that can be run "as-is" allow the reader to perform the data analyses themselves.
The development of Monte Carlo and Markov chain Monte Carlo methods in the context of data analysis examples provides motivation for these computational methods. less
83
Rhasacommandlineinterfacethato?ersconsiderableadvantagesovermenu systemsintermsofe?ciencyandspeedoncethecommandsareknownandthe languageunderstood. However, thecommandlinesystemcanbedauntingfor the?rst-timeuser, sothereisaneedforconcisetextstoenablethestudentor analysttomakeprogresswithRintheirareaofstudy. Thisbookaimstoful?l thatneedintheareaoftimeseries toenablethenon-specialisttoprogress, atafairlyquickpace, toalevelwheretheycancon?dentlyapplyarangeof timeseriesmethodstoavarietyofdatasets. Thebookassumesthereader hasaknowledgetypicalofa?rst-yearuniversitystatisticscourseandisbased... more
84
This book is a review of the analytical methods required in most of the quantitative courses taught at MBA programs. Students with no technical background, or who have not studied mathematics since college or even earlier, may easily feel overwhelmed by the mathematical formalism that is typical of economics and finance courses. These students will benefit from a concise and focused review of the analytical tools that will become a necessary skill in their MBA classes. The objective of this book is to present the essential quantitative concepts and methods in a self-contained, non-technical,... more
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In this new and expanding area, Tony Lancaster's text is the first comprehensive introduction to the Bayesian way of doing applied economics.
Uses clear explanations and practical illustrations and problems to present innovative, computer-intensive ways for applied economists to use the Bayesian method;
Emphasizes computation and the study of probability distributions by computer sampling;
Covers all the standard econometric models, including linear and non-linear regression using cross-sectional, time series, and panel data;
Details causal inference... more
Uses clear explanations and practical illustrations and problems to present innovative, computer-intensive ways for applied economists to use the Bayesian method;
Emphasizes computation and the study of probability distributions by computer sampling;
Covers all the standard econometric models, including linear and non-linear regression using cross-sectional, time series, and panel data;
Details causal inference... more
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A Primer for Spatial Econometrics aims to meet a growing demand in the field by introducing basic spatial econometrics methodologies to a wide variety of researchers. Spatial econometrics is a relatively new topic that is becoming increasingly popular in many of the social sciences. Readers will find this text to be an approachable, informative springboard for their own research and an invaluable support for those that want to start working immediately with the methods. It moves beyond previous studies as it is aimed explicitly at bridging the gap between a basic econometric textbook... more
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Econometricians, while using mathematical theory such as probability and limit theory at a demanding level, often do not have the advantage of a strong mathematical training. Using maths texts requires econometricians to ignore much material, and decipher unfamiliar notation, before reaching results useful and comprehensible to them. James Davidson has succeeded in clearly and rigorously explaining this mathematics to the ecconometricians who are increasingly using it. This book will serve as a technically self-contained handbook for advanced graduate students of econometrics, doctoral... more
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Emanuel Derman was a quantitative analyst (Quant) at Goldman Sachs, one of the financial engineers whose mathematical models usurped traders' intuition on Wall Street. The reliance traders put on such quantitative analysis was catastrophic for the economy, setting off the series of financial crises that began to erupt in 2007 with the mortgage crisis and from which we're still recovering. Here Derman looks at why people--bankers in particular--still put so much faith in these models, and why it's a terrible mistake to do so.
Though financial models imitate the style of physics by using the...
moreRecommended by Nassim Nicholas Taleb, and 1 others. Nassim Nicholas TalebHere is what I wrote in my endorsement: Emanuel Derman has written my kind of a book, an elegant combination of memoir, confession, and essay on ethics, philosophy of science and professional practice. He convincingly establishes the difference between model and theory and shows why attempts to model financial markets can never be genuinely scientific. It vindicates those of us who hold that... (Source)
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Don't have time to read the top Econometrics books of all time? Read Shortform summaries.
Shortform summaries help you learn 10x faster by:
- Being comprehensive: you learn the most important points in the book
- Cutting out the fluff: you focus your time on what's important to know
- Interactive exercises: apply the book's ideas to your own life with our educators' guidance.
91
A leading economist contends that the recent financial crisis was caused not by the failure of mainstream economics but by corrupted monetary data constructed without reference to economics.
Blame for the recent financial crisis and subsequent recession has commonly been assigned to everyone from Wall Street firms to individual homeowners. It has been widely argued that the crisis and recession were caused by "greed" and the failure of mainstream economics. In Getting It Wrong, leading economist William Barnett argues instead that there was too little use of the... more
Blame for the recent financial crisis and subsequent recession has commonly been assigned to everyone from Wall Street firms to individual homeowners. It has been widely argued that the crisis and recession were caused by "greed" and the failure of mainstream economics. In Getting It Wrong, leading economist William Barnett argues instead that there was too little use of the... more
92
Liquid markets generate hundreds or thousands of ticks (the minimum change in price a security can have, either up or down) every business day. Data vendors such as Reuters transmit more than 275,000 prices per day for foreign exchange spot rates alone. Thus, high-frequency data can be a fundamental object of study, as traders make decisions by observing high-frequency or tick-by-tick data. Yet most studies published in financial literature deal with low frequency, regularly spaced data. For a variety of reasons, high-frequency data are becoming a way for understanding market microstructure.... more
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The primary objective of the fourth edition of Essentials of Econometrics is to provide a user-friendly introduction to econometric theory and techniques. This text provides a simple and straightforward introduction to econometrics for the beginner. The book is designed to help students understand econometric techniques through extensive examples, careful explanations, and a wide variety of problem material. In each of the editions, I have tried to incorporate major developments in the field in an intuitive and informative way without resort to matrix algebra, calculus, or statistics beyond... more
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Where else can you start a new business or hobby with $100.00 in your pocket and a full tank of gas in your car? For years garage sale trainer Dan Blakely has been helping people easily supplement their income by going to Garage sales! This is not a small book, it is complete and covers a very wide range of profit opportunities. With so much demand for his services he has finally agreed to write a book to expand his expertise to whomever wants to learn. If you have wondered how some people make a lot of money on eBay and Amazon then this is definitely the one you want, it is not a small quick... more
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This text prepares first-year graduate students and advanced undergraduates for empirical research in economics, and also equips them for specialization in econometric theory, business, and sociology.
A Course in Econometrics is likely to be the text most thoroughly attuned to the needs of your students. Derived from the course taught by Arthur S. Goldberger at the University of Wisconsin-Madison and at Stanford University, it is specifically designed for use over two semesters, offers students the most thorough grounding in introductory statistical inference, and offers a... more
A Course in Econometrics is likely to be the text most thoroughly attuned to the needs of your students. Derived from the course taught by Arthur S. Goldberger at the University of Wisconsin-Madison and at Stanford University, it is specifically designed for use over two semesters, offers students the most thorough grounding in introductory statistical inference, and offers a... more
96
This is the Using Stata text for Principles of Econometrics, 4th Edition.
Principles of Econometrics is an introductory book for undergraduate students in economics and finance, and can be used for MBA and first-year graduate students in many fields. The 4th Edition provides students with an understanding of why econometrics is necessary and a working knowledge of basic econometric tools. This text emphasizes motivation, understanding and implementation by introducing very simple economic models and asking economic questions that students can answer. less
Principles of Econometrics is an introductory book for undergraduate students in economics and finance, and can be used for MBA and first-year graduate students in many fields. The 4th Edition provides students with an understanding of why econometrics is necessary and a working knowledge of basic econometric tools. This text emphasizes motivation, understanding and implementation by introducing very simple economic models and asking economic questions that students can answer. less
97
The RATS Handbook for Econometric Time Series is a veryvaluable resource for beginning RATS users as well as experiencedusers looking to learn more about time series techniques. Supporting materials can be found at: http: //www.estima.com/enders/ less
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While the field of economics makes sharp distinctions and produces precise theory, the work of experimental economics sometimes appears blurred and may produce uncertain results. The contributors to this volume have provided brief notes describing specific experimental results. less
100
Quantile regression is gradually emerging as a unified statistical methodology for estimating models of conditional quantile functions. This monograph is the first comprehensive treatment of the subject, encompassing models that are linear and nonlinear, parametric and nonparametric. Roger Koenker has devoted more than 25 years of research to the topic. The methods in his analysis are illustrated with a variety of applications from economics, biology, ecology and finance and will target audiences in econometrics, statistics, and applied mathematics in addition to the disciplines cited above.... more
Don't have time to read the top Econometrics books of all time? Read Shortform summaries.
Shortform summaries help you learn 10x faster by:
- Being comprehensive: you learn the most important points in the book
- Cutting out the fluff: you focus your time on what's important to know
- Interactive exercises: apply the book's ideas to your own life with our educators' guidance.