On the Internet, I found a list of literature that will help you come to Econometrics with 0.

1) “Theory of statistics”, Gromyko G.-statistical base;

2) “Probability theory and mathematical statistics” (block mathematical statistics), L. N. Fadeeva, A.V. Lebedev-statistical base;

3) “Introduction to Econometrics”, K. Dougherty;

4) “Econometrica”, J. R. Magnus, P. K. Katyshev, A. A. Peresetsky;

5) Research articles are usually in English.

If someone has studied this topic thoroughly, suggest what you can correct or your list of references. I think to master this topic in a year of study.

## fresto

I’m just starting to read these books. On smartlab, a person who gives lectures on econometrics in trading advised this list of references in the discussion. Here I decided to find out, maybe someone read something and can advise

## mvs

Have you read these seven authors yet? Did it help? If so, please share the information you received.

## igoreremenko

the way to arbitrage is through finding divergences/forks, not a list of books