Description: This webpage provides recommendations for econometrics books. Options for undergraduate econometrics, graduate econometrics, and other fields are provided. The other fields include panel data, count data, duration data, nonparametrics, bayesian econometrics, and the bootstrap.
econometrics books (1) undergraduate econometrics (1) graduate econometrics (1)
This website provides information on econometrics books and on-line resources.
Introductory Econometrics: A Modern Approach 7th edition by Jeffrey M. Wooldridge, South-Western College Publishers (2018, 816pp) --- This textbook contains a comprehensive treatment of undergraduate econometrics. The book is a bit more technical than some other undergraduate texts (like Stock and Watson's "Introduction to Econometrics"), but most of the advanced mathematics is left as optional material. Wooldridge explains concepts very clearly. The topic coverage goes well beyond the multiple regressio
Using R for Introductory Econometrics 2nd edition by Florian Heiss (2020, 378pp) --- This book provides an introduction to R by providing code and scripts that follow closely to the examples in Wooldridge's Introductory Econometrics textbook (6th Edition). This book provides a great way to give students a background in R, even if they do so on a self-study basis.