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Econometrics Favs
By an Amazon.com customer
Econometric Analysis of Cross Section and Panel DataEconometric Analysis of Cross Section and Panel Data by Jeffrey M. Wooldridge
Buy new: $69.79 / Used from: $58.12
My favorite textbook on microeconometrics
Solutions Manual and Supplementary Materials for Econometric Analysis of Cross Section and Panel DataSolutions Manual and Supplementary Materials for Econometric Analysis of Cross Section and Panel Data by Jeffrey M. Wooldridge
Buy new: $20.31 / Used from: $19.45
Useful resource for students learning out of the original textbook
Microeconometrics: Methods and ApplicationsMicroeconometrics: Methods and Applications by A. Colin Cameron
Buy new: $72.00 / Used from: $70.00
Nice compendium of methods and results. Good overview of current micrometrics, although maybe not as deep as one would have liked
Microeconometrics Using StataMicroeconometrics Using Stata by A. Colin Cameron
Buy new: $50.58 / Used from: $72.36
Useful companion for Stata users wanting to do micrometrics. Of course for more sophisticated methods you'll need to create your own code either in Stata or another software
Mostly Harmless Econometrics: An Empiricist's CompanionMostly Harmless Econometrics: An Empiricist's Companion by Joshua D. Angrist
Buy new: $25.20 / Used from: $23.52
Very nice book with deep reflections about econometrics practice
A Guide to EconometricsA Guide to Econometrics by Peter Kennedy
Buy new: $37.24 / Used from: $27.00
A classic one with nice reflections on econometrics practice
Introductory Econometrics: A Modern Approach (with Economic Applications, Data Sets, Student Solutions Manual Printed Access Card)Introductory Econometrics: A Modern Approach (with Economic Applications, Data Sets, Student Solutions Manual Printed Access Card) by Jeffrey Wooldridge
Buy new: $131.39 / Used from: $100.00
A great book for teaching/learning intro metrics
Introduction to the Theory and Practice of Econometrics, 2nd EditionIntroduction to the Theory and Practice of Econometrics, 2nd Edition by George G. Judge
Buy used from: $39.00
A classic intermediate level textbook. A bit outdated but quite useful
The Theory and Practice of Econometrics (Wiley Series in Probability and Statistics)The Theory and Practice of Econometrics (Wiley Series in Probability and Statistics) by George G. Judge
Buy new: $145.99 / Used from: $30.00
A classic grad level textbook. A bit outdated but quite useful
Sampling: Design and AnalysisSampling: Design and Analysis by Sharon L. Lohr
Buy new: $143.71 / Used from: $52.10
Great book on sampling. A good place to start!
Maximum Likelihood Estimation with Stata, Third EditionMaximum Likelihood Estimation with Stata, Third Edition by William Gould
Buy new: $73.86 / Used from: $91.65
A must buy for Stata users wanting to maximize their own functions