Econometrics

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1. darawkJun 2021
   Attempting to self study statistics and econometrics in a serious way. I just finished Casella and Berger's "Statistical Inference". I'm about halfway through Shumway and Stoffer's "Time Series Analysis", but then next on the list, in the order I tend to read them:

     - Theory of Point Estimation Casella/Lehmann
   
     - Bayesian Data Analysis 3rd ed.
   
     - Convex Optimization - Boyd
   
     - Econometrics - Hayashi
   
     - New Introduction to Multiple Time Series Analysis
   
     - Elements of Statistical Learning
   
     - Machine Learning: A probabilistic perspective
   

   There's a fair amount of overlap between these books, so it's not quite as much as it seems. But i'm hoping to make it through at least a chapter a week this year, which should get me most of the way through them. We'll see how it goes.
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2. stanleydrewAug 2009
   I highly recommend Hayashi's book on Econometrics. It's what we used in the first year of my PhD program in Economics. But it's probably worth starting with a basic probability and statistics book, preferably one that's pretty mathematical. I've used Hogg McKean and Craig's Introduction to Mathematical Statistics and it's really good.
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