2019
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Hayashi, F. (2000). Econometrics. Princeton University Press.
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Wooldridge, J. M. (2010). Econometric Analysis of Cross Section
and Panel Data, 2nd ed. (for cross-section and panel models)
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Hamilton, J. D. (1994). Time Series Analysis, 1st ed. (for serious
treatment of time series models)
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Cameron, C., & Trivedi, P. (2005). Microeconometrics: Methods
and Applications (encyclopaedia of microeconometrics)
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Kennedy, P. (2008). A Guide to Econometrics. 6th edition
(intuitions for understanding econometrics)
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AppliedTheoretical
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Stata: regressions
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R: statistics (regressions, Bayesian, Network analysis, Machine learning, …)
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SAS: financial data (large in memory)
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Matlab: computational mathematics (matrix computations, algorithms)
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Python
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