Share:

9 Best Econometrics Books

Goal: Find the best Econometrics books according to the internet (not just one person's opinion).

Method:

  1. Search for "best econometrics books" and study the top 4+ pages.
  2. Add only the books mentioned 2+ times.
  3. Rank the results neatly here.

9 Best Econometrics Books

As an Amazon Associate, we earn from qualifying purchases (at no extra cost to you).

1

Introductory Econometrics

A Modern Approach

by Jeffrey M. Wooldridge

Also recommended by:

Eric Weinstein

2

Introduction to Econometrics

by James H Stock

Also recommended by:

Eric Weinstein

3

Econometrics For Dummies

by Roberto Pedace

4

Mostly Harmless Econometrics

An Empiricist's Companion

by Joshua D. Angrist

5

Basic Econometrics

by Damodar N Gujarati

6

Econometric Analysis of Cross Section and Panel Data

by Jeffrey M. Wooldridge

7

Introduction to Econometrics

by Christopher Dougherty

8

Mastering 'Metrics

The Path from Cause to Effect

by Joshua D. Angrist

9

Using Econometrics

A Practical Guide

by A. H. Studenmund

Sources

Edited by

Richard Reis

Software engineer whose passion for tracking book recommendations from podcasts inspired the creation of MRB.

Anurag Ramdasan

Lead investor at 3one4 Capital whose startup expertise and love for books helped shaped MRB and its growth.

Did we miss a book?

Spot a missing title or bad link on this list?

Comments

All comments are moderated.

9 Best Econometrics Books (2025)