(An earlier version of this post inadvertently included links to "pirated" material. This has now been rectified, and the post has been completely re-written.)
There are several Econometrics books, and comprehensive sets of lecture notes, that can be accessed for free. These include a number of excellent books by world-class econometricians.
Here a few that will get you started:
There are several Econometrics books, and comprehensive sets of lecture notes, that can be accessed for free. These include a number of excellent books by world-class econometricians.
Here a few that will get you started:
- Diebold, Francis X.: Econometrics; Time Series Econometrics; Forecating; Elements of Forecasting. (All are available at http://www.ssc.upenn.edu/~fdiebold/Textbooks.html)
- Hyndman, R. and G. Athanasopoulos: Forecasting: Principles and Practice
- Hansen, Bruce E.: Econometrics
- MIT Open Courseware: Time Series Analysis
- Sheppard, Kevin: Python for Econometrics
- Shi, Xiaoxia: Econometrics Methods (Lectures)
- Train, Kenneth: Discrete Choice Methods With Simulation
- Verbic, Miroslav: Advances in Econometrics: Theory and Applications
If you know of others I'd love to hear about them.
Hello Mr. Giles,
ReplyDeleteThank you for a good blog.
Francis Diebold has a couple of open (preliminary) textbooks on his website: http://www.ssc.upenn.edu/~fdiebold/Textbooks.html
Best,
Emil
Thanks, Emil.
DeleteWould "The Elements of Statiscal Learning" count as an econometrics textbook? Perhaps not, but there are very relevant topics, I believe. It is freely available at the authors' website, e.g. here: http://statweb.stanford.edu/~tibs/ElemStatLearn/. The sister book "An Introduction to Statistical Learning" which is a little more basic is also freely available: http://www-bcf.usc.edu/~gareth/ISL/.
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