Econometric Analysis (8th Edition)

Category: Economics
Author: William H. Greene
3.9
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Comments

by RA_Fisher   2018-09-05
I highly recommend this econometrics text for getting started with statistics: https://www.amazon.com/Principles-Econometrics-5th-Carter-Hi...

For modeling I found Wooldridge's panel and cross-section data book very useful: https://www.amazon.com/Econometric-Analysis-Cross-Section-Pa...

Greene is a really useful reference text: https://www.amazon.com/Econometric-Analysis-8th-William-Gree...

For advanced stats theory, I recommend Casella and Berger https://www.amazon.com/Statistical-Inference-George-Casella/...

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.