Blog

Arthur: Gabriel Rossman

Books

Title: Mostly Harmless Econometrics

  • Authors: Angrist and Pischke
  • Remark: It is a very user-friendly introductory applied econometrics book (not so a textbook). The discussion of identification is very helpful and touches many details not mentioned in ususal textbooks.

Title: Introductory Econometrics: A Modern Approach

  • Author: Wooldridge
  • Remark: It is a very balanced entry-level textbook for econometrics. It is easy to understand and discusses basically all common types of data and methods.

Title: An Introduction to Modern Econometrics Using Stata

  • Author: Baum
  • Remark: The major advantage of this book is that it teaches econometric methods along with Stata codes.

Title: Econometric Analysis of Cross Section and Panel Data

  • Author: Wooldridge
  • Remark: This book is more advanced than his "Introductory Econometrics", but has a brilliant presentation of panel dat analysis.

Title: Survival Analysis: A Self-Learning Text

  • Author: Kleinbaum and Klein
  • Remark: It is an introduction to survival (duration, time-to-event) analysis.

Title: Survival Analysis Using SAS: A Practical Guide

  • Author: Allison
  • Remark: It is a practical handbook for doing survival analysis using SAS.

Forum

Organization: Statalist

  • Link: http://www.statalist.org/forums/
  • Remark: The forum is a virtual place for researchers to communicate, ask and answer questions, and sharing new codes and commands.

Online Courses

Instructor: Irizarry and Love

Instructor: Alan Yang

Websites

Organization: UCLA

Organization: The Economics Network

Organization: Statistics Worldwide

Author: Diebold

  • Link: http://www.ssc.upenn.edu/~fdiebold/Textbooks.html
  • Remark: Professor Diebold of University of Pennsylvania shares his materials of three econometric courses (Econometrics, Forecasting, and Time Series Econometrics) in this website. Each contains his book, slides and data used during the course. His materials are always easy to understand.