Last year I read +50 research papers and books on econometrics and causal inference.

Here are the best ones if you’re just starting your journey. All the links are in the comments below.

1. Doing economics. This is my go-to free resource for teaching the basics. For the last 5 years I taught applied economics (which I transformed into a pre-econometrics class) using this book. Here you will find basic concepts, but also very neat applications of difference in differences with examples in R, Excel and Google Sheets. The best is that it’s online and free.

2. The effect. This book has a lengthy explanation for every concept, amazing code examples and it’s amazing to read. It’s a great introduction to research design and causality. Also online and free, with a physical version.

3. Mastering ‘Metrics. By one of the true masters and pioneers of causal inference in econometrics (now a Nobel prize winner). This book is the lighter version of Mostly Harmless Econometrics, a must-read for every aspiring applied economist.

4. Causal Inference: The Mixtape. This book has wonderful explanations and amazing storytelling. You can only read it because of the stories, but it’s a wonderful introduction to causality as well. The way this book explains difference-in-differences is makes it my bible. It also has an online free version with code examples.

5. Causal Inference for the Brave and True. This one has a huge variety of models and a very fun way of explaining with memes, with a lot of examples in python. It’s a free online book that you can support through patreon.

6. Metrics 4 Business. This book also teaches econometrics and causal inference with business applications. It’s designed for practitioners outside of academia and the public sector with examples in marketing, finance and logistics. It’s also my book, so be sure to go check it out.