econometricsI’m a computer science PhD student who is interested in economics. I wish to hear recommendations on textbooks about the following directions:
Since I have background in machine learning and CS, ideally, I wish to have something that:
Any suggestions? Thanks.
My comment on PGR's post started to get too long for the "comment" space so I started my own answer. I wanted to note that Jehle's micro text is considered a first-year graduate micro book, but not quite as intimidating as the classic Mas-Colell text. I think I actually prefer MAs-Colell -- if you're going to dive in, you might as well have the bible of micro on hand.
David Romer is considered a very good upper-level-undergraduate / introductory first-year graduate text (although most PhD Econ programs use "more intense" texts such as Ljungqvist and Sargent or others, though not sure I'd recommend starting with those). I might add that Jeffrey Parker at Reed College has written an entire companion text for the Romer text, to ensure that a beginner can tackle the text and understand what is going on and what the current research. I highly recommend that if you want to self-study graduate macro, you should acquire Parker's notes as well. They are excellent and you'll learn a bit about "what empirical research says" about the models. Fantastic.
Essentially, both those texts might be characterized by many as "entirely reasonable entry-level graduate textbooks" -- not impossible-outside-the-classroom intense, but still graduate-level.
Of course, graduate-level textbooks may not actually be at all suitable for your purposes. What do you want to an entry-level "economics in general" book for?
Regarding portfolio theories and applications, you might look into John Cochrane's work. His Asset Pricing book is very good for the theory behind a lot of financial economics. Check out his webpage for his books for a free chapter on portfolio theory from that book. Also look into his course notes posted in that area of the webpage. Cochrane also wrote an excellent free intro book for time-series econometrics called "Time Series for Macroeconomics and Finance" -- google it and it will pop up. Not sure if that's what you want but it is a very good and free resource.
On the note of free/libre introductory econ texts, I've heard good things about this open-source textbook (for example from here -- thanks internet archive); you might check it out as a first pass. This is much more of the introductory level, but that isn't a bad thing. It all depends where you're coming from and where you want to go.
http://www.amazon.com/Advanced-Microeconomic-Theory-Geoffrey-Jehle/dp/0321079167 is an excellent micro book.
http://www.amazon.com/Advanced-Macroeconomics-David-Romer/dp/0072877308/ref=pd_rhf_se_shvl5 ditto for macro.
For free but excellent books have a look at http://www.flatworldknowledge.com
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