Here's a list of most of the books I own, sorted first by topic and then chronologically.
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Econometrics
editSelected authors
edit- Goldberger
- Goldberger, Arthur S. (1964). Econometric Theory. John Wiley & Sons, Inc. LCCN 64-10370.
- Goldberger, Arthur S. (1968). Topics in Regression Analysis. New York: The MacMillan Company. LCCN 68-15265.
- Goldberger, Arthur S. (1991). A Course in Econometrics. Cambridge (Mass.) London: Harvard University Press. ISBN 978-0-674-17544-0.
- Wold
- Wold, Herman (1953). Demand Analysis: A Study in Econometrics. John Wiley & Sons, Inc.
- Wold, Herman (1953). A Study in the Analysis of Stationary Time Series (2nd ed.). Sweden: Almqvist & Wiksell.
- Wold, Herman O.A. (1964). Econometric Model Building: Essays on the Causal Chain Approach. Amsterdam: North-Holland Publishing Company.
- Mosbaek, Ernest J.; Wold, Herman O. A. (1969). Interdependent Systems: Structure and Estimation. Amsterdam: North-Holland Publishing Company. ISBN 978-0-444-10051-1.
- Wold, Herman O. A., ed. (1989). Theoretical Empiricism: A General Rationale for Scientific Model-Building. New York: Paragon House. ISBN 978-0-89226-055-3.
History of econometrics
edit- Krüger, Lorenz; Gigerenzer, Gerd; Morgan, Mary S., eds. (1987). The Probabilistic Revolution Volume 2: Ideas in the Sciences. Cambridge, MA: MIT Press. ISBN 978-0-262-61063-6.
- Morgan, Mary S. (1992). The History of Econometric Ideas. Historical Perspectives on Modern Economics. Cambridge New York: Cambridge University Press. ISBN 978-0-521-42465-3.
- Qin, Duo (1997). The Formation of Econometrics: A Historical Perspective. Oxford: Clarendon Pr. ISBN 978-0-19-829287-6.
- Qin, Duo (2024). Rescuing Econometrics: From the Probability Approach to Probably Approximately Correct Learning. Routledge INEM Advances in Economic Methodology. London ; New York: Routledge Taylor & Francis Group. ISBN 978-1-032-58605-2.
Older econometrics texts (pre-1980)
edit- Tintner, Gerhard (1952). Econometrics. New York: John Wiley & Sons. LCCN 51-13006.
- Fox, Karl A. (1958). Econometric Analysis for Public Policy. Ann Arbor, Michigan: Cushing-Malloy, Inc. LCCN 58-10643.
- Lange, Oskar (1962). Introduction to Econometrics. Translated by Lepa, Eugene. Pergamon Press. LCCN 62-19286.
- Hellwig, Zdzisław (1963). Linear Regression and its Application to Economics. Translated by Stadler, J. Pergamon Press. LCCN 62-21781.
- Johnston, J. (1963). Econometric Methods. McGraw-Hill Book Company, Inc. LCCN 62-17369.
- Stone, Richard (1970). Mathematical Models of the Economy and Other Essays. London: Chapman and Hall Ltd. SBN 412100304.
Modern econometrics texts (1980-present)
edit- Graduate textbooks
- Greene, William (1992). Econometric Analysis (3rd ed.). New York: Macmillan Publishing. ISBN 978-0-02-346390-7.
- Davidson, Russell; MacKinnon, James G. (1993). Estimation and Inference in Econometrics. New York: Oxford University Press. ISBN 978-0-19-506011-9.
- Johnston, Jack; DiNardo, John (1997). Econometric Methods (4th ed.). New York, NY: McGraw-Hill. ISBN 978-0-07-913121-8.
- Ruud, Paul Arthur (2000). An Introduction to Classical Econometric Theory. New York, NY: Oxford University Press. ISBN 978-0-19-511164-4.
- Gujarati, Damodar N. (2019). Linear Regression: A Mathematical Introduction. Quantitative Applications in the Social Sciences. Los Angeles: Sage. ISBN 978-1-5443-3657-2.
- Hansen, Bruce E. (2022). Probability & Statistics for Economists. Princeton Oxford: Princeton University Press. ISBN 978-0-691-23594-3.
- Hansen, Bruce E. (2022). Econometrics. Princeton: Princeton University Press. ISBN 978-0-691-23589-9.
- Undergraduate textbooks
- Ashenfelter, Orley; Levine, Phillip B.; Zimmerman, David J. (2003). Statistics and Econometrics: Methods and Applications. New York: John Wiley & Sons. ISBN 978-0-470-00945-1.
- Stock, James H.; Watson, Mark W. (2019). Introduction to Econometrics. Pearson Series in Economics (4th ed.). New York: Pearson. ISBN 9780134461991.
- Wooldridge, Jeffrey M. (2020). Introductory Econometrics: A Modern Approach (7th ed.). Boston: Cengage. ISBN 978-1-337-55886-0.
- Other
- White, Halbert (1984). Asymptotic Theory for Econometricians. Economic Theory, Econometrics, and Mathematical Economics. Orlando: Academic Press. ISBN 978-0-12-746650-7.
- White, Halbert (1996). Estimation, Inference and Specification Analysis. Econometric Society Monographs. Cambridge: Cambridge University Press. ISBN 978-0-521-57446-4.
- Kennedy, Peter (1998). A Guide to Econometrics (4th ed.). Cambridge, Mass: MIT Press. ISBN 978-0-262-11235-2.
- Corbae, Dean; Durlauf, Steven N.; Hansen, Bruce E., eds. (2006). Econometric Theory and Practice: Frontiers of Analysis and Applied Research. Cambridge: Cambridge University Press. ISBN 978-0-521-18430-4.
- Gaillac, Christophe; L'Hour, Jérémy (2025). Machine Learning for Econometrics. Oxford University Press. ISBN 978-0-19-891882-0.
Causal inference
edit- Pearl, Judea (2000). Causality: Models, Reasoning, and Inference. Cambridge: Cambridge University Press. ISBN 978-0-521-77362-1.
- Angrist, Joshua D.; Pischke, Jörn-Steffen (2009). Mostly Harmless Econometrics: An Empiricist's Companion. Princeton: Princeton University Press. ISBN 978-0-691-12034-8.
- Khandker, Shahidur R.; Koolwal, Gayatri B.; Samad, Hussain A. (2010). Handbook on Impact Evaluation: Quantitative Methods and Practices. Washington, D.C: World Bank. ISBN 978-0-8213-8028-4.
- Angrist, Joshua D.; Pischke, Jörn-Steffen (2015). Mastering 'Metrics: The Path from Cause to Effect. Princeton: Princeton University Press. ISBN 978-0-691-15284-4.
- Morgan, Stephen Lawrence; Winship, Christopher (2015). Counterfactuals and Causal Inference: Methods and Principles for Social Research. Analytical Methods for Social Research (2nd ed.). New York: Cambridge University press. ISBN 978-1-107-06507-9.
- Imbens, Guido; Rubin, Donald B. (2016). Causal Inference for Statistics, Social, and Biomedical Sciences: An Introduction. New York, NY: Cambridge University Press. ISBN 978-0-521-88588-1.
- Cunningham, Scott (2021). Causal Inference: The Mixtape. New Haven; London: Yale University Press. ISBN 978-0-300-25168-5.
- Huntington-Klein, Nick (2022). The Effect: An Introduction to Research Design and Causality. Boca Raton: CRC Press, Taylor & Francis Group. ISBN 978-1-032-12578-7.
- Ding, Peng (2024). A First Course in Causal Inference. Texts in Statistical Science. Boca Raton, FL: CRC Press. ISBN 978-1-003-48408-0.
- List, John A. (2025). Experimental Economics: Theory and Practice. Chicago: The University of Chicago Press. ISBN 978-0-226-82065-1.
Time series
edit- Granger, C. W. J.; Newbold, Paul (1977). Forecasting Economic Time Series. Economic Theory and Mathematical Economics. New York: Academic Press. ISBN 978-0-12-295150-3.
- González-Rivera, Gloria (2013). Forecasting for Economics and Business. Boston: Pearson. ISBN 978-0-13-147493-2.
- Box-Steffensmeier, Janet M.; Freeman, John R.; Hitt, Matthew P.; Pevehouse, Jon C. W. (2014). Time Series Analysis for the Social Sciences. Analytical Methods for Social Research. New York: Cambridge University Press. ISBN 978-0-521-87116-7.
Other economics
edit- Chiang, Alpha C. (1984). Fundamental Methods of Mathematical Economics (3rd ed.). New York: McGraw-Hill. ISBN 978-0-07-010813-4.
- Mokyr, Joel (1990). The Lever of Riches: Technological Creativity and Economic Progress. Oxford University Press. ISBN 978-0-19-507477-2.
- Osborne, Martin J.; Rubinstein, Ariel (1994). A Course in Game Theory. Cambridge, MA: MIT Press. ISBN 978-0-262-65040-3.
- Case, Anne; Deaton, Angus (2021). Deaths of Despair and the Future of Capitalism. Princeton: Princeton University Press. ISBN 978-0-691-21707-9.
Statistics and mathematics
editOlder statistics texts (pre-1990)
edit- Yule, G. Udny (1919). An Introduction to the Theory of Statistics (5th ed.). London: Charles Griffin & Company, Limited.
- Yule, G. Udny; Kendall, M. G. (1947). An Introduction to the Theory of Statistics (13th ed.). London: Charles Griffin & Company, Limited.
- Draper, N. R.; Smith, H. (1966). Applied Regression Analysis. Wiley Series in Probability and Mathematical Statistics. John Wiley & Sons. LCCN 66-17641.
- Morrison, Donald F. (1967). Multivariate Statistical Methods. McGraw-Hill, Inc. LCCN 66-25485.
- Gnedenko, B. V.; Kolmogorov, A. N. (1968). Limit Distributions for Sums of Independent Random Variables. Translated by Chung, K. L. Addison-Wesley Publishing Company, Inc. LCCN 68-13549.
- Mosteller, Frederick; Tukey, John W. (1977). Data Analysis and Regression: A Second Course in Statistics. Behavioral Science: Quantitative Methods. Addison-Wesley Publishing Company. ISBN 978-0-201-04854-4.
- Draper, N. R.; Smith, H. (1981). Applied Regression Analysis. Wiley Series in Probability and Mathematical Statistics (2nd ed.). John Wiley & Sons. ISBN 978-0-471-02995-3.
Modern statistics texts (1990-present)
edit- Dobson, Annette J. (2002). An Introduction to Generalized Linear Models. Texts in Statistical Science Series. Boca Raton: Chapman & Hall/CRC. ISBN 978-1-58488-165-0.
- Wasserman, Larry (2010). All of Statistics: A Concise Course in Statistical Inference. Springer Texts in Statistics. New York: Springer. ISBN 978-1-4419-2322-6.
- McElreath, Richard (2020). Statistical Rethinking: A Bayesian Course with Examples in R and Stan. Texts in Statistical Science (2nd ed.). Boca Raton: Chapman & Hall/CRC. ISBN 978-0-367-13991-9.
- Shikhman, Vladimir; Müller, David (2021). Mathematical Foundations of Big Data Analytics. Berlin: SpringerGabler. ISBN 978-3-662-62520-0.
- Casella, George; Berger, Roger L. (2024). Statistical Inference. Texts in Statistical Science Series (2nd ed.). Boca Raton: CRC Press, Taylor & Francis Group. ISBN 978-1-032-59303-6.
Math
edit- Calculus and analysis
- Apostol, Tom M. (1974). Mathematical Analysis. Series in Mathematics (2nd ed.). Reading, Mass.: Addison-Wesley. ISBN 978-0-201-00288-1.
- Rudin, Walter (1976). Principles of Mathematical Analysis. International Series in Pure and Applied Mathematics (3rd ed.). New York: McGraw-Hill. ISBN 978-0-07-054235-8.
- Abbott, Stephen (2015). Understanding Analysis. Undergraduate Texts in Mathematics (2nd ed.). New York: Springer. ISBN 978-1-4939-2711-1.
- Stewart, James; Clegg, Dan; Watson, Saleem (2021). Calculus: Early Transcendentals (9th ed.). Boston, MA: Cengage. ISBN 978-1-337-61392-7.
- Linear algebra
- Tucker, Alan (1988). A Unified Introduction to Linear Algebra: Models, Methods, and Theory. New York : London: Macmillan ; Collier Macmillan. ISBN 978-0-02-421580-2.
- Rao, C. Radhakrishna; Rao, M. Bhaskara (1998). Matrix Algebra and its Applications to Statistics and Econometrics. World Scientific. ISBN 978-981-02-3268-9.
- Strang, Gilbert (2019). Linear Algebra and Learning from Data. Wellesley, MA: Wellesley-Cambridge press. ISBN 978-0-692-19638-0.
- Strang, Gilbert (2020). Linear Algebra for Everyone. Wellesley, MA: Wellesley - Cambridge Press. ISBN 978-1-7331466-3-0.
- Numerical and least squares methods
- Merriman, Mansfield (1888). A Text-Book on the Method of Least Squares (4th ed.). New York: John Wiley & Sons.
- Johnson, William Woolsey (1893). The Theory of Errors and Method of Least Squares (1st ed.). New York: John Wiley & Sons.
- Merriman, Mansfield (1913). A Text-Book on the Method of Least Squares (8th ed.). New York: John Wiley & Sons.
- Bartlett, Dana P. (1915). General Principles of the Method of Least Squares with Applications (3rd ed.). Concord: The Rumford Press.
- Link, Richard F.; Koch, George S.; Gladfelter, George W. (1964). Computer Methods of Fitting Surfaces to Assay and Other Data by Regression Analysis. Washington: United States Department of the Interior: Bureau of Mines.
{{cite book}}: CS1 maint: publisher location (link) - Isaacson, Eugene; Keller, Herbert Bishop (1966). Analysis of Numerical Methods. New York: John Wiley & Sons. LCCN 66-17630.
- Lawson, Charles L.; Hanson, Richard J. (1974). Solving Least Squares Problems. Sseries in Automatic Computation. Englewood Cliffs, N.J: Prentice-Hall. ISBN 978-0-13-822585-8.
- Björck, Åke (1996). Numerical Methods for Least Squares Problems. Philadelphia: Society for Industrial and Applied Mathematics. ISBN 978-0-89871-360-2.
History
editPolish and Russian history
edit- Sword, Keith (1991). The Soviet Takeover of the Polish Eastern Provinces, 1939–41. Studies in Russia and East Europe. London: Palgrave Macmillan. ISBN 978-1-349-21381-8.
- Healey, Dan (2001). Homosexual Desire in Revolutionary Russia: The Regulation of Sexual and Gender Dissent. Chicago: University of Chicago Press. ISBN 978-0-226-32233-9.
- Gross, Jan Tomasz (2002). Revolution from Abroad: the Soviet Conquest of Poland's Western Ukraine and Western Belorussia. Princeton, NJ: Princeton University Press. ISBN 978-0-691-09603-2.
- Rossino, Alexander B. (2003). Hitler strikes Poland: Blitzkrieg, Ideology, and Atrocity. Modern War Studies. Lawrence, Kansas: University Press of Kansas. ISBN 978-0-7006-1234-5.
- Colton, Timothy J. (2011). Yeltsin: A Life. New York: Basic Books. ISBN 978-0-465-01272-5.
- Snyder, Timothy (2012). Bloodlands: Europe Between Hitler and Stalin. New York: Basic Books. ISBN 978-0-465-03147-4.
- Porter-Szücs, Brian (2014). Poland in the Modern World: Beyond Martyrdom. A New History of Modern Europe. Wiley-Blackwell. ISBN 978-1-4443-3218-6.
- Snyder, Timothy; Brandon, Ray, eds. (2014). Stalin and Europe: Imitation and Domination, 1928-1953. Oxford ; New York: Oxford University Press. ISBN 978-0-19-994556-6.
- Kenez, Peter (2017). A History of the Soviet Union from the Beginning to its Legacy (3rd ed.). New York: Cambridge University Press. ISBN 978-1-107-14105-6.
- Lukowski, Jerzy; Zawadzki, Wacław Hubert (2019). A Concise History of Poland. Cambridge Concise Histories (3rd ed.). Cambridge University Press. ISBN 978-1-108-44012-7.
Holocaust
edit- Hilberg, Raul (1985). The Destruction of the European Jews. New York: Holmes & Meier. ISBN 978-0-8419-0910-6.
- Arad, Yitzhak; Gutman, Israel; Margaliyot, Avraham, eds. (1999). Documents on the Holocaust: Selected Sources on the Destruction of the Jews of Germany and Austria, Poland, and the Soviet Union. Lincoln : Jerusalem: University of Nebraska Press ; Yad Vashem. ISBN 978-0-8032-1050-9.
- Nicosia, Francis R.; Huener, Jonathan, eds. (2002). Medicine and Medical Ethics in Nazi Germany: Origins, Practices, Legacies. New York: Berghahn Books. ISBN 978-1-57181-386-2.
- Steinbacher, Sybille (2005). Auschwitz: A History. Translated by Whiteside, Shaun. Penguin Books. ISBN 978-0-141-98748-4.
- Browning, Christopher R. (2017). Ordinary Men: Reserve Police Battalion 101 and the Final Solution in Poland. New York: Harper Perennial. ISBN 978-0-06-230302-8.
- Huener, Jonathan (2021). The Polish Catholic Church Under German Occupation: The Reichsgau Wartheland, 1939-1945. Bloomington, Indiana: Indiana University Press. ISBN 978-0-253-05402-9.
- Gross, Jan Tomasz (2022). Neighbors: The Destruction of the Jewish Community in Jedwabne, Poland. Princeton: Princeton University Press. ISBN 978-0-691-23430-4.