Best Econometrics Books of 2025

The Art of War (Deluxe Hardbound Edition) is a collectible hardbound deluxe edition of the ancient Chinese text on the philosophy and politics of warfare and military strategy. Written in the 6th century B.C. by Sun Tzu, a warrior-philosopher, it remains relevant today for leaders and strategists in competitive environments. Divided into thirteen chapters and written succinctly, it is a must-read for anyone interested in warfare, strategy, and Chinese history. The beautifully crafted and designed hardbound edition makes it a prized possession for any library and a perfect gift for those interested in the subject.

Measure What Matters: OKRs: The Simple Idea that Drives 10x Growth is a book that focuses on the concept of Objectives and Key Results (OKRs) and how it can help companies achieve exponential growth. The book is a softcover international edition that provides the same content as the hardcover edition. It may have minor wear and sale restrictions, but the author, book name, and contents remain the same.

Causal Inference: The Mixtape is an accessible guide for social scientists to determine what causes what. Scott Cunningham introduces a range of modeling techniques and coding instructions for both R and Stata programming languages. The book uses real-world examples to help readers expand their outlook on causation versus correlation. The author's approach is thought-provoking and helps establish the causes and effects of the actions being studied. Overall, Causal Inference: The Mixtape is a valuable resource for anyone interested in econometrics and an excellent addition to Yale University Press's collection.

Mostly Harmless Econometrics: An Empiricist's Companion is a comprehensive guide to the core methods in econometrics that are essential for applied researchers. The book covers linear regression, instrumental variables methods, and differences-in-differences methods, which are the basic tools of applied econometrics. The authors explain how to use these techniques to answer clear causal questions and provide examples of empirical applications. The book also covers important new extensions, such as regression-discontinuity designs and quantile regression, and emphasizes the importance of getting standard errors right. Overall, this is an excellent resource for anyone interested in econometrics, from students to experienced researchers.

Mastering 'Metrics: The Path from Cause to Effect by Joshua Angrist and Jörn-Steffen Pischke is an engaging and humorous guide to the essential tools of econometric research. The book illustrates the five most valuable econometric methods through well-crafted real-world examples, including randomized experiments, regression analysis, and instrumental variables. The authors use data and statistics to illuminate the path from cause to effect. This book is an excellent resource for anyone interested in econometrics and data science. It is a must-read for students and professionals alike.

The textbook "Data Analysis for Business, Economics, and Policy" by the Gabors is a comprehensive yet accessible guide for aspiring data analysts. It covers data wrangling, regression analysis, machine learning, and causal analysis, and relates them to real-life questions in business, economics, and public policy. The use of running case studies and extensive online resources, including raw and cleaned data and codes for all analysis in Stata, R, and Python, makes learning an engaging experience. This book is an excellent choice for students who want to learn data analysis from one textbook while gaining practical experience with real-world data.

Introductory Econometrics: A Modern Approach is a practical and professional book that shows how econometrics has moved beyond abstract tools to become genuinely useful for answering questions across a variety of disciplines. The author organizes the book's presentation around the type of data being analyzed with a systematic approach that introduces assumptions as they are needed. This makes the material easier to understand and leads to better econometric practices. With over 100 data sets in different formats and recent updates on the latest developments in the field, this book is a valuable resource for anyone seeking an understanding of how econometrics can answer today's questions in business, policy evaluation, and forecasting.

The Econometrics textbook is a comprehensive and authoritative guide to the quantitative language of economic theory, analysis, and empirical work. It is a foundational subject in economics and an essential introduction for graduate and PhD students. The book covers a broad range of econometric theory and methods, including modern machine learning, nonparametric methods, and nonlinear econometric models. The author, Bruce E. Hansen, is a highly cited econometrician and provides intuitive explanations that are accessible to students of all backgrounds. With hundreds of exercises, real-world examples, and integrated datasets on the accompanying website, this textbook is an invaluable reference for researchers and practitioners.

Freakonomics [Revised and Expanded]: A Rogue Economist Explores the Hidden Side of Everything is a thought-provoking book that challenges readers to look at the world from a different perspective. In this revised and expanded edition, Steven Levitt, a leading economist, and Stephen J. Dubner, an acclaimed author and podcast host, explore how incentives drive behavior in ways that defy conventional wisdom. The book covers a wide range of topics, from gun control to baby-naming patterns, and offers a fresh take on each one. Overall, Freakonomics is an entertaining and enlightening read that will leave readers questioning their assumptions about the world around them.

This Test Coordinator Notebook is a beautifully designed and minimalistic journal that is perfect for taking notes and jotting down thoughts. It features a working cover with a lined journal and over 100 pages of space for daily appointments, home budget, planning, and more. This notebook makes a great gift idea for students, teachers, librarians, and literature enthusiasts. It's a perfect book-related present for birthdays, thanksgiving, graduation, christmas, and anniversaries. Overall, this is a great addition to anyone's collection of Econometrics Books.