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Econometrics books for practitioners

One of my personal favorites is "Mostly Harmless Econometrics: An Empiricist's Companion" by Joshua D. Angrist and Jorn-Steffen Pischke.
The book stands out due to the humor of the authors and it use of empirical examples to illustrate their points (mostly in the field of labor economics and education).
Still, what you learn could easily be used for finance applications.
 
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