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usablues
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Posted on 04-15-08 5:26
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Is william greene the ultimate book for learning metrics? I am a graduate student attempting a serious "self-study" in metrics. How about software? SAS, RATS or GAUSS? any other useful books..especially on coding time series data in sas/rats/gauss? thanks..
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Ok
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Posted on 04-15-08 6:07
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William Green textbook is a good one. The same author had developed a software "LIMDEP". The name of software looks like "LIMited DEPendent" variable but it solves most of the econometric problems including discrete variable models.
However, I also suggest "GAUSS" for programming. It is more of a "programming language" than just a software as "LIMDEP". There are a number of textbooks in econometric modeling and most of them contain more or less the similar contents.
OK
PS: I am not an econometric expert.
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MN_Nepali
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Posted on 04-15-08 6:19
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for time series analysis go for Elements of Forecasting by Francis X. Diebold (Author) For general econometrics go for: Basic Econometrics by Damodar Gujarati (Author)
Time series go for E-views as both of the above authors use the same. Gujrati used to use something else in older editions, but market is with E-views so he had to change as well.
Gauss is great for advanced research. We used it to construct Gini-coefficient. SAS is expensive if you want to buy baseSAS + SAS stat + Forcast studio. Forget it.
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GundrukTama
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Posted on 04-15-08 6:20
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For starters Introductory Econometrics by Wooldridge is a good one. Also Gujarati's book. I use R to do my coding and also use STATA.
I am also a starter myself in this field.
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GundrukTama
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Posted on 04-15-08 6:20
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For starters Introductory Econometrics by Wooldridge is a good one. Also Gujarati's book. I use R to do my coding and also use STATA.
I am also a starter myself in this field.
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