Awesome books:

Econometric Analysis by William Greene  and his website at NYU where you can find resources and links to special courses, talks on various subjects include the Econometrics of Panel Data.

Time Series Analysis by James Douglas Hamilton and his website at UCSD.

The Econometrics of Financial Markets by John Campbell, Andrew Lo and Craig MacKinlay.


Econometric Society Meetings; Awesome conferences:

NBER Summer Institute Econometric Lectures:



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