<p>Good graduate level econometrics books are:</p>
<p>Verbeek: A Guide to Modern Econometrics<br />
Pesaran: Time Series and Panel Data Econometrics<br />
Hamilton: Time Series Analysis (only covers time series)</p>
<p>If you are planning to do PhD in policy economics then this one is an important read:</p>
<p>Angrist and Pischke: Mostly Harmless Econometrics</p>

CC BY-SA 4.0
2023-06-14T09:12:03.427Z
How does Woolbridge and Hayashi compare to these? Can you please point out the difference between Woodbridge, Hayashi and Angrist? I do understand that Woodbridge is the most introductory among the three.
solow supremacy
CC BY-SA 4.0
2023-06-14T09:17:58.060Z
@solowsupremacy I don't know Hayashi. Wooldridge's book is good but its on undergraduate level OP requested graduate level books. Wooldridge is not focusing on policy analysis so there is little overlap with Angrist et al, Wooldridge covers most of what is in the other 3 books I mentioned but on undergraduate level
1muflon1
CC BY-SA 4.0
2023-06-18T10:57:05.037Z
Greene's Econometric Analysis is good. Also Bruce Hansen's notes are incredible.
Michael Gmeiner
CC BY-SA 4.0
2023-06-12T16:42:20.627Z
2023-06-13T06:24:19.933Z
2023-06-13T06:24:19.933Z
1muflon1
<p>I am currently applying for a post-graduate course in Economics, having completed my undergraduate degree in physics. The course contains an econometrics module, and I am looking for some recommendations for some appropriate textbooks. Given my undergraduate study, I think it can be assumed that I can at least handle the level of maths required.</p>

<textbooks>
Introductory text book for a post-graduate level econometrics course
probablysid
# Introductory text book for a post-graduate level econometrics course

(Asked by: username_0 on 2023-06-12)

I am currently applying for a post-graduate course in Economics, having completed my undergraduate degree in physics. The course contains an econometrics module, and I am looking for some recommendations for some appropriate textbooks. Given my undergraduate study, I think it can be assumed that I can at least handle the level of maths required.

**Tags:** textbooks


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## 1 answers

### Answer by username_1 on 2023-06-12. Score: 1 | Accepted answer

Good graduate level econometrics books are:

Verbeek: A Guide to Modern Econometrics  
Pesaran: Time Series and Panel Data Econometrics  
Hamilton: Time Series Analysis (only covers time series)

If you are planning to do PhD in policy economics then this one is an important read:

Angrist and Pischke: Mostly Harmless Econometrics

> **Comments:**
> **username_2**: How does Woolbridge and Hayashi compare to these? Can you please point out the difference between Woodbridge, Hayashi and Angrist? I do understand that Woodbridge is the most introductory among the three.  
> **username_1**: @username_2 I don't know Hayashi. Wooldridge's book is good but its on undergraduate level OP requested graduate level books. Wooldridge is not focusing on policy analysis so there is little overlap with Angrist et al, Wooldridge covers most of what is in the other 3 books I mentioned but on undergraduate level  
> **username_3**: Greene's Econometric Analysis is good. Also Bruce Hansen's notes are incredible.  

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