Applied Econometrics - Readings

Nobel Prize in Econometrics & Finance

Ragnar Frisch

http://www.econlib.org/library/Enc/bios/Frisch.html

Jan Tinbergen

http://www.econlib.org/library/Enc/bios/Tinbergen.html

Trygve Haavelmo

http://www.econlib.org/library/Enc/bios/Haavelmo.html

Harry Markowitz

http://www.econlib.org/library/Enc/bios/Markowitz.html

William Sharpe

http://www.econlib.org/library/Enc/bios/Sharpe.html

Merton Miller

http://www.econlib.org/library/Enc/bios/Miller.html

James Heckman

http://www.econlib.org/library/Enc/bios/Heckman.html

Clive Granger

http://www.econlib.org/library/Enc/bios/Granger.html

Robert Engle

http://www.econlib.org/library/Enc/bios/Engle.html

Eugene Fama

http://www.econlib.org/library/Enc/bios/Fama.html

Robert Shiller

http://www.econlib.org/library/Enc/bios/Shiller.html

Lars Peter Hansen

Online Lectures in Statistics and Econometrics

Introduction to Probability and Statistics

https://stanford.edu/~shervine/teaching/cme-106/

Regression and Time Series Analysis

https://people.duke.edu/~rnau/411home.htm

Introduction to Probability [7 Videos]

www.youtube.com/playlist?list=PLA94274C337F094CD

Introduction to Statistics [11 Videos]

www.youtube.com/playlist?list=PL5FDF9394AF35A986

Review Probability and Statistics with Khan Academy (w)

Download the Khan Academy Mobile App
Select the Math -> Statistics and Probability
Select the section most relevant to review
Select High School Statistics for basics

Must-Read Articles in Statistics & Econometrics

1. Is R-squared useless?

http://data.library.virginia.edu/is-r-squared-useless/

2. Interpret regression R-squared

http://statisticsbyjim.com/regression/interpret-r-squared-regression/

3. Statistical hypothesis testing: An overview

http://statisticsbyjim.com/hypothesis-testing/statistical-hypothesis-testing-overview/

4. Model Specification: Choosing the correct regression model

http://statisticsbyjim.com/regression/model-specification-variable-selection/

Page updated

Google Sites

Report abuse