Best econometrics books? « Economics Job Market Rumors

Best econometrics books?

Economist
2d07

Van der Vaart and Wainwright? OP is a man of good taste

1 year ago # QUOTE 1 Volod 0 Vlad !
Economist
e67f

Hayashi still the best for a first year text. The material is timeless. Cameron and Trivedi, Hamilton for second year courses, plus papers on more recent developments.

1 year ago # QUOTE 1 Volod 1 Vlad !
Economist
3909

Rossi's Bayesian Statistics and marketing book rocks. Yes it is focused on marketing problems, but these are just IO models recast for the specific subject. Code is provided and the focus is on the Bayesian tools necessary for your ascendency to the Mount Olympus of econometrics.

1 year ago # QUOTE 1 Volod 0 Vlad !
Economist
57c1

Rossi's Bayesian Statistics and marketing book rocks. Yes it is focused on marketing problems, but these are just IO models recast for the specific subject. Code is provided and the focus is on the Bayesian tools necessary for your ascendency to the Mount Olympus of econometrics.

^IO bro knows

1 year ago # QUOTE 0 Volod 0 Vlad !