Who was the first person to use the term econometrics? Probability and statistics textbooks written by econometricians include Ramanathan (1993), Amemiya (1994), Gallant (1997), and Linton (2017). Which is the best textbook for econometrics and statistics?įor more advanced statistical theory, I recommend Lehmann and Casella (1998), van der Vaart (1998), Shao (2003), and Lehmann and Romano (2005). ![]() ![]() Frequently Asked Questions Is the econometrics book available for commercial use?Įconometrics (this volume) This manuscript may be printed and reproduced for individual or instructional use, but may not be printed for commercial purposes.
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