Books by Robert E Lucas Jr and Thomas J Sargent (editors)
Rational Expectations and Econometric Practice (Volume 2)
by Robert E Lucas Jr and Thomas J Sargent (editors)
The second volume, especially, taught me how to use econometrics to test a brand new class of models
Interviews where books by Robert E Lucas Jr and Thomas J Sargent (editors) were recommended
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1
Recursive Macroeconomic Theory
by Lars Ljungqvist & Thomas J. Sargent -
2
Rational Expectations and Econometric Practice (Volume 1)
Robert E Lucas Jr and Thomas J Sargent (editors) -
3
Rational Expectations and Econometric Practice (Volume 2)
by Robert E Lucas Jr and Thomas J Sargent (editors) -
4
Long-Run Economic Relationships
by RF Engle and CWJ Granger -
5
Macroeconomic Theory
by Thomas J. Sargent
The best books on Econometrics, recommended by Mark Thoma
The best books on Econometrics, recommended by Mark Thoma
It’s a discipline in vogue with the Nobel prize committee and mysterious to most of the rest of us. So we asked econometrician Mark Thoma to explain what he does, and why there’s such a battle of ideas (and models) in economics. He recommends his favourite econometrics books.
