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Probability, statistics and econometrics references
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An Intermediate Course in ProbabilityAn Intermediate Course in Probability by Allan Gut
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Probability and Random ProcessesProbability and Random Processes by Geoffrey R. Grimmett
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One Thousand Exercises in ProbabilityOne Thousand Exercises in Probability by Geoffrey R. Grimmett
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Statistical InferenceStatistical Inference by George Casella
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Theoretical StatisticsTheoretical Statistics by D.R. Cox
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Statistics and Econometric Models: Volume 1, General Concepts, Estimation, Prediction and Algorithms (Themes in Modern Econometrics)Statistics and Econometric Models: Volume 1, General Concepts, Estimation, Prediction and Algorithms (Themes in Modern Econometrics) by Christian Gourieroux
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Statistics and Econometric Models, Volume 2 (Themes in Modern Econometrics)Statistics and Econometric Models, Volume 2 (Themes in Modern Econometrics) by Christian Gourieroux
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A Course in EconometricsA Course in Econometrics by Arthur S. Goldberger
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Econometric Analysis of Cross Section and Panel DataEconometric Analysis of Cross Section and Panel Data by Jeffrey M. Wooldridge
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Econometric Analysis (5th Edition)Econometric Analysis (5th Edition) by William H. Greene
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