wilmott.com

Just looking for input on industry standard Econometrics textbooks. Looking for industry standard rather than "hey, my prof liked this text and we used it in this course...." Thanks!!

These are the ones that are in the bookshelf here: read any of them but I used this one in school and it was decent enough for me to get a good grade:

Much appreciated; I will look into these!!

I like Hamilton's book and use it regularly.

I am amazed that Andrew Lo's book is missing from Hansi's list. Not for beginners but a must for any serious financial econometritian.

I'd say: Maddala (introductory), Greene, Hayashi (advanced), Kennedy (what econometrics is about), Hamilton (time series).M.

intro:"Econometric Theory and Methods", Russell Davidson and James G. MacKinnonintermediate/adv.:"Econometrics", Fumio Hayashi"Estimation and Inference in Econometrics", Russell Davidson and James G. MacKinnonpanel data (intro):"Econometric Analysis of Cross Section and Panel Data", Jeffrey M. Wooldridgetime series:"Time Series: Theory and Methods", P.J. Brockwell and R.A. Davis,"Time Series Analysis", J.D. Hamilton// Hamilton is more comprehensive, but personally I like the treatment in Brockwell & Davis better (builds on basic real analysis bg. while Hamilton doesn't & end up sweeping a lot under the rug)

Das Kapital

QuoteOriginally posted by: Polterintro:"Econometric Theory and Methods", Russell Davidson and James G. MacKinnonintermediate/adv.:"Econometrics", Fumio Hayashi"Estimation and Inference in Econometrics", Russell Davidson and James G. MacKinnonpanel data (intro):"Econometric Analysis of Cross Section and Panel Data", Jeffrey M. Wooldridgetime series:"Time Series: Theory and Methods", P.J. Brockwell and R.A. Davis,"Time Series Analysis", J.D. Hamilton// Hamilton is more comprehensive, but personally I like the treatment in Brockwell & Davis better (builds on basic real analysis bg. while Hamilton doesn't & end up sweeping a lot under the rug)Wow I can't thank you enough for this. Greene was a huge pain for me to read but the Davidson book has much of the same material in a more elementary level. I think reading this first will make me much more confident in econometrics.

on time series i liked Shumway TSAit comes with R examples, it's always good to have data to play with when studying anything

2 bibles of econometrics:1) General: Green2) Time-Series: Hamilton

Economics 421 - Econometrics

Introductory Econometrics - Woolerdige is also a good starting point. Has the math, as well as the intuitive explanations.

Hello ,I need manual solution of Gujarati Basic Econometrics, if somebody send me the electronic version of that i will be very thankful.ardashir