Econometric analysis
by Greene, William H. · first published 1990
2mentions
2recommended by
2HN commenters
2008–2018first – last mentioned
100% recommend
"Currently the standard source in Economics, Sociology, Political Science, Medical Research, Transport Research, and Environmental Economics, to name just a few, the fourth edition of Econometric Analysis provides a comprehensive survey of econometrics, with significant pedagogical work that will continue to serve as a modern, up-to-date text and reference for future practitioners."--BOOK JACKET.
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…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/...…
on “Time Series Prediction Using LSTM Deep Neural Networks” ↗…involved in a lot of areas, from quality control in manufacturing to clinical trial design to economic forecasting to genetics, so there's a lot of overlap with other fields in the academic literature. Econometric Analysis by Greene is the economists' favorite stats book, and is very self-contained, covering everything from computational tricks for Monte Carlo simulations top some very modern multivariate methods. As a…
on “Ask YC: Best book to learns statistics?” ↗