Is william greene the ultimate book for learning metrics? I am a graduate student attempting a serious "self-study"
in metrics. How about software? SAS, RATS or GAUSS? any other useful books..especially on coding time series data in sas/rats/gauss?
thanks..
William Green textbook is a good one. The same author had developed a software "LIMDEP". The name of software looks like "LIMited DEPendent" variable but it solves most of the econometric problems including discrete variable models.
However, I also suggest "GAUSS" for programming. It is more of a "programming language" than just a software as "LIMDEP". There are a number of textbooks in econometric modeling and most of them contain more or less the similar contents.
OK
PS: I am not an econometric expert.
for time series analysis go for
Elements of Forecasting by
Francis X. Diebold (Author)
For general econometrics go for:
Basic Econometrics by
Damodar Gujarati (Author)
Time series go for E-views as both of the above authors use the same. Gujrati used to use something else in older editions, but market is with E-views so he had to change as well.
Gauss is great for advanced research. We used it to construct Gini-coefficient. SAS is expensive if you want to buy baseSAS + SAS stat + Forcast studio. Forget it.
For starters Introductory Econometrics by Wooldridge is a good one. Also Gujarati's book. I use R to do my coding and also use STATA.
I am also a starter myself in this field.
For starters Introductory Econometrics by Wooldridge is a good one. Also Gujarati's book. I use R to do my coding and also use STATA.
I am also a starter myself in this field.
Please log in to reply to this post
You can also log in using your Facebook
What people are reading
You might like these other discussions...
· Posts 9
· Viewed 12677
· Likes 1
· Posts 7
· Viewed 4116
· Likes 1
· Posts 21
· Viewed 10287
· Likes 1
· Posts 5
· Viewed 7880
· Likes 1