u/Outrageous-Sun3203

I am a mathematics major and I have already taken economics electives up to intermediate micro and macro economic theory.

I am also proficient in R and Python, and my specialization in mathematics is in statistics and data analysis. So I have taken time series data analysis, probability theory, regression methods, multivariate analysis, stochastic processes, statistical inference and convex optimization.

I would like to start self learning econometrics since I have taken a strong interest in it after learning what it’s about on the surface, but I don’t know where to start. Any help would be appreciated.

Also, is measure theory required for econometrics? I can either study measure theory or or stochastic calculus, so which is more useful in econometrics?

I am a mathematics major and I have already taken economics electives up to intermediate micro and macro economic theory.

I am also proficient in R and Python, and my specialization in mathematics is in statistics and data analysis. So I have taken time series data analysis, probability theory, regression methods, multivariate analysis, stochastic processes, statistical inference and convex optimization along with the usual pure math courses (real and complex analysis, linear algebra, graph theory etc.)

I would like to start self learning econometrics since I have taken a strong interest in it after learning what it’s about on the surface, but I don’t know where to start. Any help would be appreciated.

Also, is measure theory required for econometrics? I can either study measure theory or or stochastic calculus, so which is more useful in econometrics?

So I just finished calculus I at uni. The course had zero rigor what so ever and was almost purely computational and quite easy.

I’ve never written proofs before and I would like to take a more rigorous approach to math as a self study endeavor this summer.

Would it be worth taking 2 weeks to go through the book of proof by Hammack before starting Spivak, or should I just start with Spivak and get my hands dirty? What’s the optimal approach?