Monday, September 17, 2007

Free First-year Ph.D. Econometrics Textbook

A draft of a first-year Ph.D. econometrics textbook prepared by Bruce E. Hansen, University of Wisconsin


Rana Rizwan Javed said...

The book doesn't have any formal econometrics, just graphs. It is about correlations and stuff, but the relations are very visible and highly suggested. Of course a more thorough econometric investigation would be interesting, but I don't think the lack therof invalidates the results.

Joseph said...

The website Econometrics Books has an extensive listing of graduate econometrics textbooks, both general ones and more specific topics. There seem to be some reviews also.