Reddit reviews A Primer in Econometric Theory (The MIT Press)
We found 2 Reddit comments about A Primer in Econometric Theory (The MIT Press). Here are the top ones, ranked by their Reddit score.
We found 2 Reddit comments about A Primer in Econometric Theory (The MIT Press). Here are the top ones, ranked by their Reddit score.
https://www.amazon.com/Primer-Econometric-Theory-MIT-Press/dp/0262034905
Don't be put off by the title. I really think it's the best way to bridge the gap between the standard college math curriculum and being able to read graduate texts in ML and statistics.
http://johnstachurski.net/emet.html
Especially take a look at chapter 8 on estimators. The exposition is really fucking neat.
What's your field of interest anyways? Economics?
Edit: The one other book I will throw out there if you are serious is Stachurski's A Primer on Econometric Theory. It's one of those books I wish I had earlier. It fills in all the background that many books or courses expect you to have.