Advanced Econometrics by Himadri Deshpande

"Advanced Econometrics: Methods and Practical Uses" teaches you how econometrics is applied in real life. Far from being purely theoretical, this guide is invaluable for practicing econometrics. The book specializes in regression analysis, making it a go-to resource for those wanting to master this technique.

Whether you're an economist, a Ph.D. student solving economic problems, or simply interested in understanding regression analyses, this book is a must-read. It's designed for individuals deeply involved with econometrics but is accessible to students and instructors alike.

We cover topics such as quantile regression, regression-discontinuity designs, and standard errors, providing tools used by applied researchers. The book also includes numerous empirical examples that offer practical insights.