Econometrics and economic statistics Books

Australia is in the midst of a major social and economic experiment that centres on financial risks being shifted onto ordinary people. We are being asked to manage ourselves as if we are businesses, and these businesses are being squeezed tighter and...

A concise and rigorous introduction to widely used approaches in structural econometric modeling Structural econometric modeling specifies the structure of an economic model and estimates the model's parameters from real-world data. Structural...

Although Capital in the Twenty-First Centurydefinitive antidote to lingering poison of Reagan Era "trickle down" theory

Don't let a fear of numbers hold you back.Today's business environment brings with it an onslaught of data, but leaving the analysis to others in your company just won't cut it. Now more than ever, managers must know how to tease insight from data - to...

Guesstimation 2.0 reveals the simple and effective techniques needed to estimate virtually anything--quickly--and illustrates them using an eclectic array of problems. A stimulating follow-up to Guesstimation, this is the must-have book for anyone...

Hayashi's Econometrics promises to be the next great synthesis of modern econometrics. It introduces first year Ph.D. students to standard graduate econometrics material from a modern perspective. It covers all the standard material necessary for...

In Think Twice, now in paperback, Michael Mauboussin argues that we often fall victim to simplified mental routines that prevent us from coping with the complex realities inherent in important judgment calls. Yet these cognitive errors are preventable...

What role, exactly, do skill and luck play in our successes and failures? Some games, like roulette and the lottery, are pure luck. Others, like chess, exist at the other end of the spectrum, relying almost wholly on the skill of the players. But in...