Is william greene the ultimate book for learning metrics? I am a graduate student attempting a serious "self-study"
in metrics. How about software? SAS, RATS or GAUSS? any other useful books..especially on coding time series data in sas/rats/gauss?

thanks..

William Green textbook is a good one. The same author had developed a software "LIMDEP". The name of software looks like "LIMited DEPendent" variable but it solves most of the econometric problems including discrete variable models.

However, I also suggest "GAUSS" for programming. It is more of a "programming language" than just a software as "LIMDEP". There are a number of textbooks in econometric modeling and most of them contain more or less the similar contents.

OK

PS: I am not an econometric expert.

for time series analysis go for
Elements of Forecasting
by Francis X. Diebold (Author)

For general econometrics go for:
Basic Econometrics
by Damodar Gujarati (Author)

Time series go for E-views as both of the above authors use the same. Gujrati used to use something else in older editions, but market is with E-views so he had to change as well.

Gauss is great for advanced research. We used it to construct Gini-coefficient. SAS is expensive if you want to buy baseSAS + SAS stat + Forcast studio. Forget it.

For starters Introductory Econometrics by Wooldridge is a good one. Also Gujarati's book.  I use R to do my coding and also use STATA.

 

I am also a starter myself in this field.

For starters Introductory Econometrics by Wooldridge is a good one. Also Gujarati's book.  I use R to do my coding and also use STATA.

 

I am also a starter myself in this field.