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 Econometrics  


  
Microeconometrics: Methods and Applications
A. Colin Cameron, Pravin K. Trivedi

Cambridge University Press, 2005

Amazing book for econometrics
This book is simply amazing. It describes tough problems in understandable words. It is definitely and advanced book and I recommend to read an introductory book such as Wooldridge or Gujarati first. Furthermore you will find not typically econometric yet very useful ...
  
  











  



  
Statistical Inference
George Casella, Roger L. Berger

Duxbury Press, 2001

good text for first graduate course in statistics
This is the second edition of an excellent book. Casella and Berger put together a text that many faculty began choosing for the first graduate course in mathematical statistics. This second edition is improved over the first and puts more emphasis on the algorithms ...
  
  











  



  
Freakonomics [Revised and Expanded]: A Rogue Economist Explores the Hidden Side of Everything
Stephen J. Dubner

William Morrow, 2006

Freakonomics
This is an entertaining look at economics and gave valid views on how our systems works.
  
  











  



  
Applied Spatial Data Analysis with R (Use R)
Roger S. Bivand, Edzer J. Pebesma, ...

Springer, 2008

Applied Spatial Data Analysis with R is divided into two basic parts, the first presenting R packages, functions, classes and methods for handling spatial data. This part is of interest to users who need to access and visualise spatial data. Data import and export for many file formats for spatial data are covered in detail, as is the interface ...
  
  











  



  
Introduction to Econometrics (2nd Edition) (Addison-Wesley Series in Economics)
James H. Stock, Mark W. Watson

Addison Wesley, 2006

Great econometrics textbook for beginners!
It is clearly written and has a good level of detail. The very experienced authors were able to get the level right for beginners, while keeping precision and adding examples and current topics of interest even to more experienced users. Definitely a great buy!
  
  











  



  
Econometric Analysis of Cross Section and Panel Data
Jeffrey M. Wooldridge

The MIT Press, 2001

The missing link for cross section, panel data and program evaluation
This book fills a real gap for those who are interested in things like ATE, ATET and topics related to impact evaluation that are only talked about now in research papers. The explanations are very very clear and they walk you through the thinking process by which the ...
  
  











  



  
Introductory Econometrics: A Modern Approach (with Economic Applications, Data Sets, Student Solutions Manual ...
Jeffrey Wooldridge

South-Western College Pub, 2008

Ontime and great
I got it on time and it was exactly in the condition explained before
  
  











  



  
Schaum's Outline of Statistics and Econometrics
Dominick Salvatore, Derrick Reagle

McGraw-Hill, 2001

It got me through Econometrics
This was an extremely useful book for the understanding of Statistics and Econometrics. Each topic had examples to show how the formulas work. The computer chapter went over the programming in SAS, Excel, and Eviews for the problems in the book. Best of all, the ...
  
  











  



  
Applied Regression Analysis: A Second Course in Business and Economic Statistics (with CD-ROM and InfoTrac®) ...
Terry E. Dielman

South-Western College Pub, 2004

A Cross-platform textbook
I have bought Dr. Dielman's Applied Regression 4e textbook in Taiwan) for preparing my MBA thesis regarding the interaction effects. Given the widespread use of commercially available packages, this book provided considerately coverage on ALL computer packages about ...
  
  











  



  
A Guide to Econometrics
Peter Kennedy

Wiley-Blackwell, 2008

best together with Greene's <>
This is a great book. But buy it for the right reason. All by itself, not as useful as a lot of the reviews suggests. This has to be used together with Greene's < >. It suppliment a lot of the formulae with ideas and reasons. But it is light on formula by itself, ...
  
  











  



  
Using Econometrics: A Practical Guide and EViews Software Package (5th Edition)
A.H. Studenmund

Addison Wesley, 2005

I love econ!
This is a great book and will greatly benefit any econ major. It has definitly helped me this year and will continue to in the future. It is very easy to read and understand - an excellent addition to any collection.
  
  











  



  
Introductory Econometrics: A Modern Approach (with Economic Applications Online, Econometrics Data Sets with ...
Jeffrey Wooldridge

South-Western College Pub, 2005

A very good book
Wooldridge's explanations are clear and useful. After a semester hacking my way through the dense brush of matrices in Greene's book, I realized I needed some help. Now I go to Wooldridge's treatment first, to make sure I understand the main concepts. Then I go to ...
  
  











  



  
One Thousand Exercises in Probability
Geoffrey R. Grimmett, David R. Stirzaker

Oxford University Press, USA, 2001

On balance, this is a great book
Grimmett & Stirzaker's book, *One Thousand Exercises in Probability, 2nd ed.,* contains exercises with answers/solutions to each and every exercise covering a wide range of topics from probability. Although this book is a companion to G & S's 3rd edition of ...
  
  











  



  
Econometrics
Fumio Hayashi

Princeton University Press, 2000

Solid basis for econometric analysis
I have a love/hate relationship with this book. Perhaps I should state as a precursor that I was never formally trained in economics before learning econometrics. And, that the last time I'd done matrix algebra or calculus was some 15 years prior. We used this book ...
  
  











  



  
The Analysis of Household Surveys: A Microeconomic Approach to Development Policy (World Bank)
Angus Deaton

The Johns Hopkins University Press, 1997

A masterpiece
This book is a masterpiece. In practice, it deserves to become the "Holy Bible" of Microeconometrics applied to (but not only to) Development Economics. It is beautifully written by an amazingly knowledgeble economist, who has actually worked for years (and still does) ...
  
  











  



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