Econometric analysis

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…ookbooks with statements like "and then you should do this regression and compare the p-value to 5%," but that's not what you want. Any of several books with titles like Applied Regression Analysis or Multivariate Statistical Analysis will be at a more substantial level. After that there are specialist topics - experiment design, survival analysis, heavy tailed distributions, robust statistics, multi-level modeling, asymptotics. Statisticians get involved in a lot of areas, from quality control in manufacturing to clinical trial design to economic forecasting to genetics, so there's a lot of overlap with other fields in the academic literature. Econometric Analysis by Greene is the economists' favorite stats book, and is very self-contained, covering everything from computational tricks for Monte Carlo simulations top some very modern mul…