Econometric Analysis of Cross Section and Panel Data (The MIT Press)

Category: Economics
Author: Jeffrey M. Wooldridge
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by RA_Fisher   2018-09-05
I highly recommend this econometrics text for getting started with statistics:

For modeling I found Wooldridge's panel and cross-section data book very useful:

Greene is a really useful reference text:

For advanced stats theory, I recommend Casella and Berger

Hope that helps!

The more specific a model can be made to the problem at hand, the better it'll perform. Supervised ML models are great starting / baseline models.