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Home/ Questions/Q 5593
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fresto
fresto

fresto

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fresto
Asked: December 29, 20202020-12-29T09:55:38+00:00 2020-12-29T09:55:38+00:00In: Forex Expert Advisors

The path to Arbitration. List of books for studying Econometrics in order

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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.

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    1. fresto

      fresto

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      fresto
      2020-12-29T09:55:53+00:00Added an answer on December 29, 2020 at 9:55 am

      Vitaly Muzichenko:

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

      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

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    2. mvs

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      mvs
      2020-12-29T09:55:47+00:00Added an answer on December 29, 2020 at 9:55 am

      Fresto:
      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.

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

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    3. igoreremenko

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      igoreremenko
      2020-12-29T09:55:42+00:00Added an answer on December 29, 2020 at 9:55 am

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

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

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