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Science
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Social Sciences
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Economics
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Econometrics
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Publications
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Books
(8)
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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