AllMusicSearch Music Directory : Science : Social_Sciences : Economics : Econometrics : Publications : Books

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Books (12)

Sites:

http://www.hup.harvard.edu/catalog/AMEADV.html

» Advanced Econometrics
By Takeshi Amemiya. A graduate level textbook on theoretical econometrics and a reference book for econometricians. Description and table of contents.
http://www.hup.harvard.edu/catalog/AMEADV.html

http://press.princeton.edu/titles/6216.html

» An Introduction to Econometric Theory
By A. Ronald Galant. Measure-theoretic probability and statistics with applications to economics. Includes a description, reviews, and a table of contents.
http://press.princeton.edu/titles/6216.html

http://www.ssc.wisc.edu/~bhansen/econometrics/

» Bruce Hansen's Econometrics Text
A first-year Ph.D. econometrics textbook available free in PDF format for individual and instructional use.
http://www.ssc.wisc.edu/~bhansen/econometrics/

» Computational Econometrics
A book on Gauss programming for econometricians and financial analysts by Kuan-Pin Lin. Includes description, source code, data, and ordering information.
http://eclab.econ.pdx.edu/gpe2/

http://elsa.berkeley.edu/books/choice2.html

» Discrete Choice Methods with Simulation
By Kenneth Train, published by the Cambridge University Press. Available free in PDF format for use by individuals for research and study.
http://elsa.berkeley.edu/books/choice2.html

http://pages.stern.nyu.edu/~wgreene/Text/econometricanalysis.htm

» Econometric Analysis
By William H. Greene. Author's page with a table of contents, errata, solutions, and example code.
http://pages.stern.nyu.edu/~wgreene/Text/econometricanalysis.htm

» Econometric Theory and Methods
By Russell Davidson and James G. MacKinnon. Includes data, solutions to exercises, errata, and ordering information.
http://www.econ.queensu.ca/ETM/

http://press.princeton.edu/titles/6946.html

» Econometrics
By Fumio Hayashi. A textbook for first year Ph.D. students. Includes description, table of contents, preface, and a sample chapter.
http://press.princeton.edu/titles/6946.html

» Estimation and Inference in Econometrics
By Russell Davidson and James G. MacKinnon. Includes ordering information, supplementary material, and corrections.
http://www.econ.queensu.ca/pub/dm-book/

http://www.hup.harvard.edu/catalog/AMEINT.html

» Introduction to Statistics and Econometrics
By Takeshi Amemiya. Includes a description, reviews, and table of contents.
http://www.hup.harvard.edu/catalog/AMEINT.html

http://www.stata-press.com/books/mus.html

» Microeconometrics Using Stata
By A. Colin Cameron and Pravin K. Trivedi. Publisher's site includes description, table of contents, data, source code, preface, index, and errata.
http://www.stata-press.com/books/mus.html

http://elsa.berkeley.edu/~mcfadden/discrete.html

» Structural Analysis of Discrete Data and Econometric Applications
By Charles F. Manski and Daniel L. McFadden, freely available for instructional or research purposes in both PDF and PostScript format. Published by the MIT Press.
http://elsa.berkeley.edu/~mcfadden/discrete.html

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Last Updated: 2009-06-12 19:25:43

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