(This article was originally published at Econometrics Beat: Dave Giles' Blog, and syndicated at StatsBlogs.)
(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.
Please comment on the article here: Econometrics Beat: Dave Giles' Blog
