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Thread: Good Econometrics Book for Self Study?

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    Eager!
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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.

    Thoughts?

  2. #2
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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.

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    Don't overthink it moneyandcredit's Avatar
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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
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