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Best resources to learnEconometrics

Study sheet

Econometrics applies statistical and mathematical methods to analyze economic data and test hypotheses. Learners will understand how to build regression models, estimate causal relationships, and use empirical data to forecast economic trends.

Where to start

Start with Econometrics: Methods and Applications, Erasmus University Rotterdam's free course, which reviews the matrix, probability and statistics basics before moving from simple and multiple regression to endogenous variables and time series. If you only use one resource, make it Jeffrey M. Wooldridge's Introductory Econometrics, the standard undergraduate text. For graduate-level methods, continue with Econometrics (MIT 14.382) by Victor Chernozhukov.

8 resources · · How we curate

🎓Courses(5)

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course

Data Analysis for Social Scientists (MIT 14.310x)

Probability, statistics and modern data analysis for social and policy questions: regression, experimental design, randomized trials and A/B tests, machine learning and visualization, taught with R. Includes 24 lecture videos, lecture slides and problem sets. Afterwards you can run and interpret your own empirical analyses.

intermediate🇬🇧
course

Time Series Analysis (MIT 14.384)

Time series methods in econometrics: stationary and non-stationary models, vector autoregressions, frequency-domain methods, persistent series, structural breaks, and estimating DSGE models by simulated moments, maximum likelihood and Bayesian methods. Provides 23 lecture note files and a problem set. Prepares you for empirical macroeconomic research.

advanced🇬🇧
course

Econometrics (MIT 14.382)

Graduate econometrics on key models and their identification, estimation and inference, including linear regression, instrumental variables, and high-dimensional and quantile methods, with hands-on work on real data sets. Provides 18 detailed lecture note files, problem sets and exams. Prepares you for empirical research.

advanced🇬🇧
course

Introduction to Statistical Methods in Economics (MIT 14.30)

Probability and statistics for economists: probability theory, random variables and distributions, sampling theory, estimation, confidence intervals and hypothesis testing. Provides 25 lecture note files, problem sets with solutions, and exams. Leaves you ready for a first regression-based econometrics course.

intermediate🇬🇧
course

Econometrics: Methods and Applications

Welcome! Do you wish to know how to analyze and solve business and economic questions with data analysis tools? Then Econometrics by Erasmus University Rotterdam is the right course for you, as you learn how to translate data into models to make forecasts and to support decision making. * What do I learn? When you know econometrics, you are able to translate data into models to make forecasts and to support decision making in a wide variety of fields, ranging from macroeconomics to finance and marketing. Our course starts with introductory lectures on simple and multiple regression, followed by topics of special interest to deal with model specification, endogenous variables, binary choice data, and time series data. You learn these key topics in econometrics by watching the videos with in-video quizzes and by making post-video training exercises. * Do I need prior knowledge? The course is suitable for (advanced undergraduate) students in economics, finance, business, engineering, and data analysis, as well as for those who work in these fields. The course requires some basics of matrices, probability, and statistics, which are reviewed in the Building Blocks module. If you are searching for a MOOC on econometrics of a more introductory nature that needs less background in mathematics, you may be interested in the Coursera course “Enjoyable Econometrics” that is also from Erasmus University Rotterdam. * What literature can I consult to support my studies? You can follow the MOOC without studying additional sources. Further reading of the discussed topics (including the Building Blocks) is provided in the textbook that we wrote and on which the MOOC is based: Econometric Methods with Applications in Business and Economics, Oxford University Press. The connection between the MOOC modules and the book chapters is shown in the Course Guide – Further Information – How can I continue my studies. * Will there be teaching assistants active to guide me through the course? Staff and PhD students of our Econometric Institute will provide guidance in January and February of each year. In other periods, we provide only elementary guidance. We always advise you to connect with fellow learners of this course to discuss topics and exercises. * How will I get a certificate? To gain the certificate of this course, you are asked to make six Test Exercises (one per module) and a Case Project. Further, you perform peer-reviewing activities of the work of three of your fellow learners of this MOOC. You gain the certificate if you pass all seven assignments. Have a nice journey into the world of Econometrics! The Econometrics team

intermediate🇬🇧

📚Books(2)

bookPaid

Statistics for Business and Economics

Mathematically rigorous business statistics textbook covering probability, sampling distributions, estimation, hypothesis testing, regression, and time series through applied business and economics problems. Readers learn to design and interpret statistical tests rather than simply run canned software procedures.

intermediate🇬🇧
bookPaid

Introductory Econometrics

Wooldridge's standard undergraduate text, building from simple and multiple regression through panel data, instrumental variables, and time series. Emphasizes the assumptions behind OLS so you can read and criticize applied empirical work.

intermediate🇬🇧

🌐Websites(1)

website

r/econometrics Wiki

The econometrics subreddit's wiki index, where practitioners and graduate students collect textbook recommendations, software advice, and answers to recurring questions. Useful for orienting yourself before choosing a first course or text.

beginner🇬🇧
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Frequently Asked Questions

Where should I start learning Econometrics?

Start with Econometrics: Methods and Applications, Erasmus University Rotterdam's free course, which reviews the matrix, probability and statistics basics before moving from simple and multiple regression to endogenous variables and time series. If you only use one resource, make it Jeffrey M. Wooldridge's Introductory Econometrics, the standard undergraduate text. For graduate-level methods, continue with Econometrics (MIT 14.382) by Victor Chernozhukov.

What are the best free resources to learn Econometrics?

Dantes has curated 8 resources for Econometrics, including 2 books, 5 courses, 1 websites. All resources are hand-picked for quality — no algorithmic filler. Browse the full list above to find the format that works best for you.

Is Econometrics hard to learn?

Econometrics is approachable at the beginner level — there are resources here specifically for those starting from scratch. As you progress, intermediate and advanced material is also available to take your skills further.

What types of Econometrics learning resources are available on Dantes?

For Econometrics, Dantes has curated 2 books, 5 courses, 1 websites. Each resource type serves a different learning style: videos and YouTube for visual learners, books for depth, courses for structured progression, and websites for quick reference.

How does Dantes select Econometrics resources?

Dantes is an algorithm-free learning directory. Resources are hand-curated based on quality, accuracy, and usefulness — not engagement metrics or paid placements. The goal is to surface the best learning material for Econometrics, whether it's a free YouTube series, a classic textbook, or an open courseware from a top university.

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