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Thread: Good Econometrics Book for Self Study?

  1. #1
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    May 2014
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    Good Econometrics Book for Self Study?

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    I'm looking for something just as mathematical as Davidson's Econometric Theory and Methods but possibly better at explaining things.


  2. #2
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    Jul 2010
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    Perhaps not as mathematical as you'd like, but I've found Angrist & Pischke's Mostly Harmless Econometric and Kennedy's A Guide to Econometrics quite useful for intuition and explanations.

  3. #3
    Don't overthink it moneyandcredit's Avatar
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    May 2008
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    I concur. It's pretty rare to find mathematical material that's also exceptionally well written. The trick is to find an explanatory text that complements your mathematically rigorous text. A&P and Kennedy are good books to start with if you don't already have them.
    Final Profile. Goal: Econ PhD; Fall 2014 Completed: Unranked State BA Econ + Other Unranked State MA Econ
    GRE 790Q/720V/5.0 Grad GPA 3.62 Econ / 3.23 Overall Undergrad GPA 4.00 Econ / 3.75 Last 60 / 3.27 Total
    Attending: KSU ($16k TA + $5k FS) Declined: NCSU ($0) Rejected: CLEM IND KU MIZZ PURD TAMU UGA UNC

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