by Michael Creel
Publisher: Universitat Autonoma de Barcelona 2014
Number of pages: 710
The central document is something between a set of lecture notes and a text book. It's not as terse as lecture notes, but not as complete or well-referenced as a text book. Of course, the document is constantly evolving, and you are welcome to modify it as you like.
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by Bruce E. Hansen - University of Wisconsin
Econometrics is the study of estimation and inference for economic models using economic data. Econometric theory concerns the study of tools and methods for applied econometric applications. This is a first-year Ph.D. econometrics textbook.
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This book covers the most basic concepts in econometrics. Subjects as basic probability and statistics, statistical inference with the simple and multiple regression model, dummy variables and auto correlation are explained.
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