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9 Best Econometrics Books

We analyzed 4+ expert sources, curated book lists, and recommendations from successful people to find the 9 best econometrics books according to the internet — not just one person's opinion. Each book on this list was mentioned by at least two independent sources, and the ranking is based on how frequently each title appears across all sources studied. This consensus-based approach ensures you get recommendations backed by multiple experts, not a single reviewer's bias.

Goal: Find the best Econometrics books according to the internet (not just one person's opinion).

Method:

  1. Search for "best econometrics books" and study the top 4+ pages.
  2. Add only the books mentioned 2+ times.
  3. Rank the results neatly here.

9 Best Econometrics Books

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1

Introductory Econometrics

A Modern Approach

by Jeffrey M. Wooldridge

Also recommended by:

Eric Weinstein

2

Introduction to Econometrics

by James H Stock

Also recommended by:

Eric Weinstein

3

Econometrics For Dummies

by Roberto Pedace
4

Mostly Harmless Econometrics

An Empiricist's Companion

by Joshua D. Angrist
5

Basic Econometrics

by Damodar N Gujarati
6

Econometric Analysis of Cross Section and Panel Data

by Jeffrey M. Wooldridge
7

Introduction to Econometrics

by Christopher Dougherty
8

Mastering 'Metrics

The Path from Cause to Effect

by Joshua D. Angrist
9

Using Econometrics

A Practical Guide

by A. H. Studenmund

Sources

Edited by

Richard Reis

Software engineer whose passion for tracking book recommendations from podcasts inspired the creation of MRB.

Anurag Ramdasan

Lead investor at 3one4 Capital whose startup expertise and love for books helped shaped MRB and its growth.

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9 Best Econometrics Books (2026)