New editions and new books (Gray Calhoun, 02 Mar 2015)
Hi everyone, there have been some updates to the textbooks. (These are a bit out of date.)
Bruce Hansen released a new version of his graduate econometrics textbook on January 16th, 2015, available here.
Frank Diebold released a new version of his undergraduate econometrics textbook on February 17th, 2015, available here.
Frank Diebold released a new version of his undergraduate forecasting textbook on December 21st, 2014, available here.
There is now a Julia version of Sargent and Stachurski’s Quantitative Economics, available here.
Sorry for the delay!
Permalink to email announcement: http://permalink.gmane.org/gmane.science.economics.econometricslibrary/8
New computing links (Gray Calhoun, 29 Aug 2014)
Hi everyone, I've just added a new section to the project homepage for links to computing resources. Right now it has links to a few R projects, to SciPy and some Python overviews, to Julia, to Dynare, and to some general resources. Please let us know about other links we should add.
Permalink to this message on the mailing list: http://permalink.gmane.org/gmane.science.economics.econometricslibrary/7
Added a link to Cochrane’s time-series book (Gray Calhoun, 22 Aug 2014)
Another quick announcement. I’ve added a link to John Cochrane’s time-series book, Time Series for Macroeconomics and Finance, to the main project page. It was last updated in 2005, so I don’t expect new versions to be released. But if they are, I’ll try to announce it here as well.
List of resources (Gray Calhoun, 21 Aug 2014)
Quickly, a list of the resources we’ve consolidated on the homepage (for links, go to the project homepage)
For the PhD core: Dan McFadden’s Statistical Tools for Economists and Bruce Hansen’s Econometrics, both of which seem reasonably polished; my own Core Econometrics, which is still very rough and incomplete; and Anna Mikusheva’s and Victor Chernozhukov’s course material from MIT’s OpenCourseWare (which should have assignments, exams, etc.)
For “microeconometrics” (a broad category that should probably be differentiated): Kenneth Train’s Discrete Choice Models with Simulation; Imbens and Wooldridge’s What’s new in Econometrics lecture notes; and four different NBER summer institute methods lectures.
For “macroeconometrics and financial econometrics” (another too-broad category): Anna Mikusheva’s course material for Time Series Econometrics at MIT; and three different NBER summer institute methods lectures.
The next topic’s not great, but I’m calling it “Machine Learning” for now: Hastie, Tibshirani, and Friedman’s Elements of statistical learning; and James, Witten, Hastie, and Tibshirani’s Introduction to Statistical Learning; as well as videos for the NBER summer institute methods lectures, Econometrics methods for high dimensional data
And I’ve added Frank Diebold’s open undergraduate text, Econometrics, as well.
Massive website and project reorganization (Gray Calhoun, 19 Aug 2014)
We’ve reorganized the project homepage to reflect a change in direction. We’re going to emphasize existing free econometrics resources and deëmphasize our own text, mostly because we haven’t been able to spend as much time developing it as we’d like.
The resources are listed on the homepage and include textbooks, lecture videos from the NBER Summer Institute, and self-contained course lecture notes.
The mailinglist is now available through Gmane.org (Gray Calhoun, 24 Feb 2014)
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Site update (Gray Calhoun, 12 Dec 2013)
First post and status update (Gray Calhoun, 16 Nov 2013)
We've restyled the project's homepage and added a newsfeed. So I should probably post some news.
The Core Econometrics notes have been progressing pretty well. I've been using them as lecture notes as I teach graduate econometrics this Fall and have been updating them before and after lecture. About 2/3 of it have been converted from a loose and inaccurate outline into a slightly less loose and slightly less inaccurate collection of ordered paragraphs.
We're currently at version 0.5.0 and you can download pdfs here.
Next on the horizon:
I'm teaching linear regression next, so that material (part 4 of the text) will be updated. There's a lot to do with that material, though, so there will still be a lot left to do at the end of the semester.
I'd like to write detailed directions on "how to contribute" on the off chance that there's someone out there who wants to contribute but doesn't know how.
Also: you might have noticed that I've taken down the Macroeconometrics text. It's still on my personal github page, but I wasn't updating it at all and it was in a pretty crappy state to begin with. I'll put it back when I get a chance to work on it some more, and if anyone would like to use it as a starting point for his or her own work, feel free.
Stay tuned. I'll try to post updates here as we go.