Monday, August 11, 2014

A Trio of Texts

A Trio of Texts refers to three, free, econometrics e-texts made available by Francis Diebold, at U. Penn. Francis blogs at No Hesitations.

The three books on question are 
  • Econometrics (undergraduate level)
  • Forecasting (upper-level undergraduate/graduate level)
  • Time Series Econometrics (graduate level)
Accompanying slides, data, and code are also available, and the material is updated regularly.

The material is of an extremely high quality, and I strongly recommend all three books.

© 2014, David E. Giles