Financial Econometrics & Excel Books Recommendation

[BUD]

Please recommend me some basic to intermediate level financial econometrics & excel modeling books. So I can understand econometrics as well modeling econometrics using excel.

Thank you for your help!

 

[Cary Ferguson]

Hi BUD.
Essentials of Econometrics

As far as the modeling goes... I'd suggest learning SAS programming rather than modeling it in Excel. Learning SAS would drastically simplify any coding you would have to do from scratch. You can get a free SAS license if you're a student.

Good luck!

 

[BUD]

Cary,

Thank you!

 

[alain]

learn R. It's free. there are tons of books about R and Econometrics/Financial Econometrics/Financial Timeseries.

 

[Cary Ferguson]

Can't argue with the R comment. But I've seen SAS all over the place on job qualifications.

 

[enthusiast]

Econometrics: Wooldridge. decent intro book.
Excel: Issac Gottlieb. This is a general Excel book not one specific to Econometrics. Covers Regression, Statistical tools and lot more about excel in general.