Open Directory - Science: Social Sciences: Economics: Econometrics: Publications

See also:

Discussion Papers in Statistics and Econometrics - University of Cologne - Research by members of the Department of Economic and Social Statistics. Those available online are in PDF or PostScript format.
IDEAS: Econometrics, EconWPA - Working papers in Econometrics.

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Last update: Thursday, June 4, 2009 5:12:30 PM EDT - edit

Open Directory - Science: Social Sciences: Economics: Econometrics: Publications: Books

An Introduction to Econometric Theory - By A. Ronald Galant. Measure-theoretic probability and statistics with applications to economics. Includes a description, reviews, and a table of contents.
Bruce Hansen's Econometrics Text - A first-year Ph.D. econometrics textbook available free in PDF format for individual and instructional use.
Computational Econometrics - A book on Gauss programming for econometricians and financial analysts by Kuan-Pin Lin. Includes description, source code, data, and ordering information.
Discrete Choice Methods with Simulation - By Kenneth Train, published by the Cambridge University Press. Available free in PDF format for use by individuals for research and study.
Econometric Analysis - By William H. Greene. Author's page with a table of contents, errata, solutions, and example code.
Econometrics - By Fumio Hayashi. A textbook for first year Ph.D. students. Includes description, table of contents, preface, and a sample chapter.
Microeconometrics Using Stata - By A. Colin Cameron and Pravin K. Trivedi. Publisher's site includes description, table of contents, data, source code, preface, index, and errata.
Structural Analysis of Discrete Data and Econometric Applications - By Charles F. Manski and Daniel L. McFadden, freely available for instructional or research purposes in both PDF and PostScript format. Published by the MIT Press.

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Last update: Thursday, June 4, 2009 4:22:32 AM EDT - edit