Econometrics
by Fumio Hayashi · first published 2000
2mentions
2recommended by
2HN commenters
2009–2021first – last mentioned
100% recommend
"Hayashi's Econometrics introduces first-year Ph.D. students to standard graduate econometrics material from a modern perspective. It covers all the standard material necessary for understanding the principal techniques of econometrics from ordinary least squares through cointegration. The book is also distinctive in developing both time-series and cross-section analysis fully, giving the reader a unified framework for understanding and integrating results."--BOOK JACKET.
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Attempting to self study statistics and econometrics in a serious way. I just finished Casella and Berger's "Statistical Inference". I'm about halfway through Shumway and Stoffer's "Time Series Analysis", but then next on the list, in the order I tend to…
on “Ask HN: Technical Summer Reading List” ↗I highly recommend Hayashi's book on Econometrics. It's what we used in the first year of my PhD program in Economics. But it's probably worth starting with a basic probability and statistics book, preferably one that's pretty mathematical. I've used…
on “For Today’s Graduate, Just One Word: Statistics” ↗