Econometrics textbook reddit. Gujarati’s Basic Econometrics textbook is ok.

Econometrics textbook reddit And Introductory Econometrics: A Modern Approach. Are their any books that any would would suggest for a beginner? Also looking for books or videos that are good to start off on for an The textbook for my class is Basic Econometrics by Gujarati and Porter, and I really can't understand it. this paper was a godsend Hey guys, I'm looking for a textbook that focuses a lot on modeling, estimation and forecasting with regards to volatility. e. But I think the books that are closest to what you are looking for (i. so, often we're better off with simple OLS There is principles of econometrics and applied econometrics available, and even though it scares me, I think it would be beneficial to take it. Pls share the PROS and CONS of these books. I have yet to find a good graduate econometrics textbook with examples in Python. Time series decomposition OLS models for Time Series. I think Gruber's Health Care Reform is definitely basically propaganda for the ACA, but it also does a pretty good job in summarizing exactly what the problem was in insurance markets pre-Obama, and the general challenges in On the grad level, the standard ones are the texts by (1) Jordi Gali, (2) Carl Walsh, and (3) Michael Woodford. N. It is a much more clear text than popular texts like Classical Econometric Theory. Provided there are the review of statistical and mathematical concepts one should have learned before delving into the chapters/meat of econometrics. The distinction between undergraduate and master's level textbooks is somewhat arbitrary, but I'd say Wooldridge is too simple for a 'proper' master's level econometrics course. After that, it was still mostly "just math"; I could answer exam questions and do proofs, but it didn't seem clearly linked to the real world. comments sorted by Best Top New Controversial Q&A Add a Comment [deleted] • Additional comment actions Econometrics is also widely used in political science, so you don't have to limit yourself to markets! Here is a good textbook on the subject in which the author gives very concrete examples (the link is the full pdf of Basic Econometrics by Damodar Gujarati). g. Why Choose This Top Econometrics Textbook: Introduction to Econometrics makes learning understandable. Then the rest is for general students studying economics for which brushing econometrics is a course requirement and there’s no use learning all the crap. Any recommendations on textbooks? My key points of consideration are below, Students have already taken an introductory econometrics course, so this will not be a course in OLS basics. I mean 3 full-term undergrad courses in stats/econometrics, then about 3 more grad courses. The first deals with a lot of probability and stats, and the second is focused on econometrics. Very old school. I have read basics from Woolridge's Introductory Econometrics and would like to go deeper into the subject. It's increasingly something that econometrics people need to know. This subreddit collects resources and links to pirated textbooks that are made available free of charge. Wooldridge's Introductory Econometrics can be covered just with the mathematical appendix at the back, with far less knowledge of mathematics than analysis will teach you. Best textbook for introductory econometrics, go! tittle speaks for itself! i'm doing my first econometrics course next semester and i want to kill it! recommend a textbook i should check out before i take my class! <3 MHE is a practitioners' guide to treatment-effect stuff, not an introductory textbook on the basic techniques in econometrics. . It discuses the substantive issues, people, and schools of thought at a high level. For books, I think Stock & Watson Introduction to econometrics has many nice examples, as does I'm not sure how lightweight you're looking for, but I recommend Mostly Harmless Econometrics by Angrist & Pischke. Griffiths, R. Focus on getting the concept right at first, code can always be learnt later. I’m looking for a textbook or online lecture notes on some pretty hardcore theoretical stats/econometrics regarding Panel Data Analysis (a level similar to what you would find in a graduate level Mathematical Stats course). Peter Kennedy has a pretty good text for advanced undergrads or first year grad students called "A Guide to Econometrics" which is written more on the intuitive side of the house, but a great The Econometrics text I most enjoyed is Basic Econometrics by Damodar Gujarati. With commentary by Arrow. Hey guys I've been wondering about something recently. claudostringo. Open comment sort options /r/Statistics is going dark from June 12-14th as an act of protest against Reddit's treatment of 3rd party app developers. The semester 1 module includes an introduction to econometrics, regression analysis (simple OLS regression), statistical inference Applied econometrics involves OLS estimation, TSLS and OGS mostly harmless econometrics is a good supplementary, if you know the fundamentals already, but its not really a textbook. If that isn’t one of the math classes you’ve taken, I’d start by taking one or two courses on it, or pick up a book and self study. Some knowledge about linear algebra, probability theory and calculus comes in handy. the two books I'm looking at are: Mostly Harmless Econometrics. Since, I can't learn without doing questions, afterward checking them against solutions, this peculiar problem of mine is holding me back. /r/Statistics is going dark from June 12-14th as an act of protest against Reddit's treatment of 3rd party app developers. For more recommendations on economics / econometric-style causal inference, also check out r For the roadmap, i suggest taking a look into the Appendix portion of Wooldridge's econometrics textbook. Fairly easy to read and a great mix of both theory behind the mathematics and also contemporary research topics. _This community will not grant access requests during View community ranking In the Top 5% of largest communities on Reddit. For the applied economist the hardest part is often thinking up meaningful questions you want to have answered, and thinking deeply about what actually makes Guys I have familiarized myself with Introductory Econometrics by Wooldridge and would now like to move on to another book for more exposure on the subject. If anyone can confirm that these would be good companion texts to the one I'm using now, or could confirm a decent amount of examples would be contained within I would be greatful. What I mean by this is that in order to use the book to its full extent, you'll need to have a solid understanding of econometrics to start with. _This community will not grant access But I had to read Greene's Econometrics during my study and I didn't think it was bad at all, it showed some proofs and seemed very meticulous in explaining the concepts than other textbooks regardless of the Amazon reviews. Best books for complete regression analysis with R that have every step for publication quality regression analysis (regression, assumption checking, effect size estimation, interpretation of results and everything else that is needed to write high quality article) /r/Statistics is going dark from June 12-14th as an act of protest against I am econ undergrad and looking for books to self study time series analysis. I have several with examples in R. Or check it out in the app stores &nbsp; I’m currently planning to study my bachelors of Econometrics and Data Science in the NL. Anyone have the PDF of the book "Introduction to Econometrics, Global Edition, 4 th Edition, by James H. Note: Econometrics usually will take you a better part of 6-8 months to get comfortable. _This community will not grant access requests during the protest. The lecture and commentaries are meant to bring things up to date as of 2012, which brings us into the Obamacare era. This can be paired with Using R for Introductory Econometrics . Can you recommend any good and user friendly books on econometrics? Especially areas concerning time series analysis. Are there any good papers/books/websites out there that I Get the Reddit app Scan this QR code to download the app now. To give you some ideas think about topics like. if you're relying on layer upon layer of modeling assumptions as well as observational data you're fighting a losing battle. Ideally one simpler, for the everyday person, to get an idea of whats going on and some kind of introductory text book to work through over more of a long term study. These books are pretty theoretical and assume you've already gone through the prep material in books like David Romer's Advanced Macro and the usual macro modeling background from Stokey, Lucas, Sargent, Ljungqvist. /r/Statistics is going dark from June 12-14th as an act of protest against Reddit's TITLE: Introduction to Econometrics AUTHOR: Christopher Dougherty EDITION: 5TH ISBN-13: 978–0–19–967682–8 FORMAT: PDF (Original) [TEXTBOOK ] AVAILABLE Please feel free to Discord/ DM for a sample or more details :) Econometrics at a theoretical level will involve a lot of linear algebra. I'm not sure about the famous Pischke and Angrist book Harmless Econometrics but that sounds like a good supplement. Most reading lists, for example the r/economics one here suggest starting with introductory textbooks, and then list a lot of books covering individual topics, e. My second best choice and more formal text is For linear algebra, you should be familiar with basic matrix operations (multiplication, inverses, determinants, etc) and factorizations (SVD, Eigen, Cholesky, QR, LU) . I have found econometrics quite hard to understand and I'm quite slow to pick up the maths. Carter Hill, George G. Hey guys a Econ undergrad here looking to get more into the statistics needed for econometrics. Please do not message asking to be added to the subreddit. Thanks for the help in advance! This used to be in textbooks*, but that sub (along with textbookrequest, which shadowbans/censors free links etc, has been taken over by a greedy bookseller who has removed this message, and only wants to make money. * Add all the list of places where you can get Get the Reddit app Scan this QR code to download the app now. It is old school. I found out that they are rather quite hard to understand even with the textbook, mainly because the proofs tend to skip things, and vague processes of proofs aren't really elaborated on in the text. View community ranking In the Top 5% of largest communities on Reddit. Since you are a CS / statistics student I think you should have sufficient knowledge to dig into the basics of econometrics. Either of David Cutler's two books (Your Money or Your Life and The Quality Cure) are probably as good as it gets--he's a key figure in health economics. Hello all! I'm currently working on my dissertation related to a time series analysis. However, first year is just Math courses (Calculus, Probability, Statistics) and Programming. Does anyone have a pdf version of this the Stock and Watson intro to econometrics textbook? Stock, James H. Does anyone know the textbook that is used for Econometrics? If so, what chapters did it go over? Explore the most popular books in different subreddits. principles of econometrics. I have ordered I've been looking through some econometrics textbooks and the content seems pretty much similar, if not nearly identical, to textbooks I've used in my statistics classes. Judge just so you know to find a book you can usually try search a sentence with google's book search since it parses every page I would like some advice on books that dont have so much of this ideological bias that comes from the more political discussion of economics. This is the perfect Maddala vs Hayashi: which is the better econometrics textbook to work from? Approved Answers Introduction to Econometrics by G. If you want a short guide to key principles rather than an encyclopedia, try Magnus' little paperback and work through his equations. Throughout my career I used three books to study. S. This is a proper textbook while Mostly Harmless is more focused on hypothesis testing and causality. I think there is multiple audiences these books are written for. It introduces matrix notation but also presents the topics without using it. I think “introduction to modern economic growth” is a really good macro textbook. ADMIN MOD [Request] Applied Econometrics PDF Applied Econometrics PDF by Dimitrios Asteriou (Author), S. Econometrics is usually taught in STATA but i'd like to stick with the R ecosystem. If you don't know how to code, look up any econometrics textbook that uses R. And the Hansen econometrics textbook is invaluable and a really good reference for the theory behind a lot of applied work First year MSc Economics student here. i think in applied econometrics, at least in my field of the social sciences, this leads to relatively simple econometric techniques with creative identification strategies that are built through theory. Gaming. Or check it out in the app stores &nbsp; &nbsp; TEXTBOOK FOR ECONOMETRICS 1 . Best Econometrics book I've ever used, hands down, is Kennedy's 'A Guide to Econometrics'. What are I mostly teach graduate econometrics, but for the basics I'm a big fan of Stock and Watson's Introductory textbook. As the title says, I wonder if anyone has experience with good matrix algebra books with an emphasis on applications in statistics for self-study? I have looked over linear algebra books for a broader science audience (e. Or check it out in the app stores &nbsp; Textbook recommendations . You should have a Econometrics books recommended by reddit. Sort by: Best. Gujarati’s Basic Econometrics textbook is ok. I was wondering if any of you could recommend me some books that use likelihood approach, have detailed explanations, and are easy to follow. I think practice questions and papers might help me highlight areas that I'm doing better and worse in but I don't know For statistics stuff, Hansen has a new textbook on this (Hansen has 2: One on econometrics itself, and one offering a grounding in statistics & probability for econometrics). One is the small group who are there for econometrics, for which all the detail matters and is the point. /r/Statistics is going dark from June 12-14th as an act of protest against Reddit's treatment of 3rd party app developers But I know very well the world of econometrics is moving forward (our teacher got his PhD in the 90's and I am well sure that he hasn't studied that much ever since), so here's the thing. Wooldridge is good for pure theory, not sure what overlap there will be with stock/watson. One of the persons I spoke to said econometrics is really big and probably the most important skill of an economist, while there is no econometrics degree in my country (only economics, applied economics, maths, statistics, etc. , very straightforward explanation of regression with matrix notation) is Davidson's (James, not Russell) two books (get one or the other depending on your level): Introduction to Econometric Theory 14th as an act of protest against Reddit's treatment of 3rd party app Keep in mind though, that if you are looking for books which provide direct insights into the economic matters one reads about in the news, you might be disappointed by the books on microeconomics. Exponential Smoothing I would recommend the time series chapters in Stock and Watson's and Wooldridge's econometrics books. Econometrics Books / Resources Recommendations . Or check it out in the app stores &nbsp; &nbsp; TOPICS. But I’d like to add Introduction to Econometrics with R. Casella & Berger also have a very good statistics textbook that goes into deeper detail for some of these methods. Serving as a central forum for users to read, discuss, and learn more about topics related to the economic discipline. Not a visitor or relocation info sub, but you can search old topics. While there is no harm in buying cheap textbooks, all options should be given, esp free ones. I really enjoyed Finkelstein's Moral Hazard in Health Insurance, partially because it includes full text of Arrow's seminal article "Uncertainty and the Welfare Economics of Medical Care," which kicked off the whole ballgame. Support Hi guys. Hayashi's PhD-level book is beautifully written, but may be too advanced. Gujarati, Essentials of Economics, 4th edition to teach introductory econometrics but the problem is I can't find any solutions for end of the chapter questions. If you want the mathematical intuition, there are vids that visualize the geometric interpretation of OLS. This subreddit has gone dark as part of a mass protest against Reddit's recent API changes Get the Reddit app Scan this QR code to download the app now. However, all of those books probably get far too into the weeds for what you want. To give you some specific examples of typical econometrics time series applications: /r/Statistics is going dark from June 12-14th as an act of protest against Reddit's treatment of 3rd party app I am looking for a good econometric textbook that has focus on logit models. Econometric textbook for LCL upvote /r/Statistics is going dark from June 12-14th as an act of protest against Reddit's treatment of 3rd party app developers. Thanks. Intactivism is a movement for bringing about sociopolitical change to ensure people have the right to bodily integrity. Kennedy's A Guide to Econometrics focuses on Hi, I’m Vetted AI Bot! I researched the Princeton University Press Time Series Analysis and I thought you might find the following analysis helpful. For anything more specific, you will have to go through papers, which isn’t all that bad if you follow the citation trail(e. Granted, the examples and the problems in the books are of economic nature in econometrics textbooks, but that seems to be pretty much it. For time series check out Financial Econometric Modelling by Hurn, Martin, Philips, Yu Reply reply I’m currently in the first year of Econometrics and Operations Research Bachelor’s. Are there any textbooks you guys recommend which starts from the basics? Hey! I don't know if this is the right place to ask this but I'm an undergrad student, and I have to study Econometrics for two semesters. I don't think the econometrics for you would be that different so any good standard textbook should be fine. Try 'Introductory Econometrics: A Modern Approach' by Jeffrey Wooldridge for starters. For books at this level I would recommend Introductory Econometrics: A Modern Approach by Wooldridge, Introduction to Econometrics by Stock and Watson and Introduction In terms of "strong math background," I did my undergrad in Statistics, consisting of two semesters each of linear algebra, real analysis, and abstract algebra, along with a measure-theoretic probability course. and Introductory Econometrics: A Modern Approach. I like Hansen's style a lot. G. Not really much discussion on contemporary causal inference (RCTs and quasi experiments) but it is a good introduction to the math behind the basic models. Introductory Econometrics: A Modern Approach by Wooldridge (very friendly and easy to understand. Books to get started with econometrics . Users liked: Book provides rigorous mathematical proofs (backed by 2 comments) Book covers broad range of time series topics (backed by 2 comments) It was written as a supplement to books like Wooldridge's and Stock and Watson's intro undergrad texts. Should I go with : Introduction to Econometrics by Stock & Watson. Pls drop your suggestions keeping in mind that I am a beginner. You would probably want to focus more on methods for micro and causality than say time series macro methods (unless you are planning to do behavioral macro). It took me a long time. _ The other textbooks/papers are excellent. Thinking Fast and Slow - Causal Inference for the brave and true by Matheus Alves: Free online textbook with great memes. I would like to hear you out. Slightly more focused towards teaching econometric-style causal inference to computer science / statistics / data science audience. In econ a lot of the main methods people use these days can be pulled off the shelf from books like Mostly Harmless Econometrics and executed with existing commands in Stata, R, or Python. Hall [Academic] UX Design - Reddit - Research Survey (All welcome) upvote For applications, I would read “Matrix Algebra (Econometric Exercises Book 1)”, and for more theory “Matrix Differential Calculus with Applications in Statistics and Econometrics”. I should note, that I am currently watching videos on MIT opencourse, and although these videoes are somewhat good, they are really hard to learn anything specific and get a good grasp on the curriculum, since they are quite fast. Planning ahead what are some potential masters that would be best for me to pursue after I graduate? I’m looking to relearn stats from the Or are most mathematical appendices in econometrics textbooks sufficient? Thank you so much in advance! Share Add a Comment. Does anyone have some good resources to learn about econometrics at a PhD level? I've taken intro courses in undergrad, as well as linear and analysis, but I'd like to read more into the subject on my own. OR Econometric Analysis by Greene. Get the Reddit app Scan this QR code to download the app now. These are the only resources I know of that cover economic time series at an introductory level (in contrast to a statistics approach or a forecasting approach). Anyone have the PDF of the book Then you could get introductory books like Johnston and Dinardo or Wooldridge and start working your way through them. I think it is fair to say that you'll be able to master all of the econometrics in those books without too much trouble. I haven't taken linear algebra, which may be part of the problem (it's not a prerequisite for the course at my college). Or check it out in the app stores &nbsp; Apologies if this question is too vague but I am studying for a degree in Economics and as expected I’m finding the econometrics module rather difficult. I know this subreddit normally seems to engage with questions in econometrics or even textbook recommendations (on that note, Woolridge's Modern Approach is literally like three metres from where I am sitting right now) but I thought asking was still worth a crack. I used it for my first econometrics course as a 2nd year undergraduate, the following year we used Verbeek. Using C&B to supplement more advanced treatments of econometrics such as Hayashi's Econometrics or Green's Econometric Analysis might be If you're more interested in financial Econometrics, the new book by Hurn, Martin, Phillips and Yu is pretty good. Skip to main content. /r/Statistics is going dark from June 12-14th as an act of protest against Bruce Hansen's textbooks are free on his website. There are also very few assumptions for OLS to work, and they pretty much can all be drawn in 3D, like the orthogonal assumptions. ;) The other material that I did not list is some good introduction books/courses on machine learning, which as I mentioned has a very different viewpoint than econometrics (more prediction rather than hypothesis testing). For macro, I suggest Snowdon and Vane's Modern Macroeconomics: Its Origin, Development, and Current State for a history of macroeconomics that incorporates some mathematics along the way. I've recommended it to a lots of students looking to review the basics Here are a couple of grad-level books that cover probability and stats at a high level of rigor as a foundation for econometrics: The first is Bierens, Herman J. People are suggesting reading Wooldridge, but getting through a textbook can easily take a month of dedicated reading and so I'm not sure this is the Ben Lambert & Nick Huntington-Klein are youtube channels that focus on smaller topics and cover pretty much the entire econometrics sequence. Woolridge Introductory Econometrics: A modern approach is a good textbook if you’ve completed A level mathematics (Further Statistics 1 in Further Maths might be helpful too). I like the author’s informal style and choice of material. Also check our Reddit AZ Discord at: https This is, of course, an ex-post assessment. Python appears to be the dominant choice for AI and Machine learning while R is preferred for advanced statistics and Econometrics. The most-mentioned books on r/econometrics. Tsay also has several books on financial time series, including a good intro book. Casella and Berger would be overkill for that text. , Lay and Strang), but believe a more specialized book would be beneficial as I aim to improve my statistics training. I'm in my master's year (EU) and we recently had a job fair. _This community will not grant access requests during Since this is an econometrics subreddit, we'll assume you mean the difficulty level of the econometrics inside those books. Introduction to the Theory and Practice of Econometrics by Judge (it requires good understanding of statistics and linear algebra; it uses matrices (a very common notation in econometrics)). It's easy to read and gives some really good intuition for topics that go beyond what would be covered even in an introductory econometrics textbook (like Abadie's weighting scheme and so on). I would recommend you to also check out some other less specialized books written by prestigious economists on the issues that most interest you View community ranking In the Top 5% of largest communities on Reddit. Each chapter has 3 parts. It's a very interesting field with wide use across social science disciplines, so it definitely. There are a lot of great books out there. Valheim; Genshin Impact; (to prepare for the master's as a whole) but also for other books covering (2) econometrics (to specifically prepare for econometrics, microeconometrics etc) Reply reply My university uses D. 25K subscribers in the econometrics community. and Watson, Mark W. Part 1 explains the intuition behind why you are discussing the topic at hand (what is serial correlation, why does it matter, what happens if you don't control for it, etc). Very fun read. Or check it out in the app stores &nbsp; What are the best econometric textbooks/learning materials for time series econometrics? Please and thanks Share and I'd recommend Tsay's books for financial time series and Koopman and Commandeur for an introduction to state-space I'm studying econ in my free time, and am looking for where to go next after finishing introductory micro (Perloff) and macro economic (Jones) textbooks. Introduction to Econometrics, Addison Wesley Publishing, (3rd, edition) 2011 If so, please send a PM, and I'll give you my email so you can send it I really would like Econ books that teach me the concepts and then give me practice problems(No Freakonomics) I have an interest in Political Economics and IPE but I feel there are a lot of gaps in my understanding of Economics. Maddala vs Econometrics by Fumio Hayashi Reddit's largest economics community. Specifically, a formal analysis of latent class logit (LCL). I'm not a fan of most of the undergrad-level econometrics texts; for example, Studenmund's text is frequently wrong, often in the service of trying to simplify things for beginners, which is a common issue with many lower-level texts. Stock and Mark W. Watson 2020". ). Wooldridge is a very good resource in particular. The Wooldridge undergrad text is fine too. If you are beyond the intro level, then a good I’m teaching a graduate-level econometrics course in the Fall semester that will be more practitioner focused. And I love it! The difference between econometrics and stats time series books is that econometrics books (at least the applied ones) deal with certain domains. Context Learning and Practicing Econometrics by William E. [Q] What are the best resources to study Econometrics other than a textbook Hi, I'm a student trying to pursue independent studies on Econometrics. /r/Statistics is going dark from June 12-14th as an act of protest against Reddit's treatment of 3rd party app Spatial Econometrics - Having difficulties understanding textbook Hi all, I have started to read "Spatial Econometrics" by Harry Helejian and Gianfranco Piras though I think that my understanding of matrices needs a bit of work. REQUEST: PDF ver of Introduction to Econometrics, 5e, Christopher Dougherty Do you still have the pdf version of Introduction to Econometrics, 5e, Christopher Dougherty? r/econometrics • Textbook advice for self-studying econometrics. This book walks you through all the examples from Introductory Econometrics with R. I also have a channel where I put a lot of emphasis on examples, but I don't have that many videos yet. 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