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I highly recommend this econometrics text for getting started with statistics: https://www.amazon.com/Principles-Econometrics-5th-Carter-Hill-ebook/dp/B07BNZ6MW
by RA_Fisher 8y ago
I highly recommend this econometrics text for getting started with statistics: https://www.amazon.com/Principles-Econometrics-5th-Carter-Hill-ebook/dp/B07BNZ6MWM https://www.amazon.com/Principles-Econometrics-5th-Carter-Hi...
For modeling I found Wooldridge's panel and cross-section data book very useful: https://www.amazon.com/Econometric-Analysis-Cross-Section-Panel/dp/0262232588 https://www.amazon.com/Econometric-Analysis-Cross-Section-Pa...
Greene is a really useful reference text: https://www.amazon.com/Econometric-Analysis-8th-William-Greene/dp/0134461363 https://www.amazon.com/Econometric-Analysis-8th-William-Gree...
For advanced stats theory, I recommend Casella and Berger https://www.amazon.com/Statistical-Inference-George-Casella/dp/0534243126 https://www.amazon.com/Statistical-Inference-George-Casella/...
Hope that helps!
The more specific a model can be made to the problem at hand, the better it'll perform. Supervised ML models are great starting / baseline models.
- tomrod 8y agoI second Wooldridge. Greene I found to be much denser without providing much additional insight. It is a popular MS/PhD entry text though. I add any of Ken Train's work to this mix, especially on estimating discrete choice theory.