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Straight from the horses mouth :: after some very horrible days i finally had a chance of talking to someone who does linear regression daily (in economics and data analysis ) , this is what he said : forget about any gujarati or any other text in econometrics and start learning stats especially hypothesis test using Z scores and t scores .
know about sampling distributions and it mean and variance , chi-square , and all things in between and when you are done with that than only go for any econometrics text or online course .
there are few books that are famous and all listed in the DU ba. economics guide , there is one online course on coursera by some college based in Netherlands( this college is known for being the first in the world to introduce econometric ((apparently))
bottom line
DO NOT DO ECONOMETRICS STRAIGHT FIRST FOCUS ON STATS AND PROBABILITY AND THEN ONLY GO FOR IT
i will be following the same path myself :)
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