Reading list
For this course, there are two alternative reading lists, one for Norwegian-reading students (A) and one for non-Norwegian-reading students (B)
A. FOR NORWEGIAN-READING STUDENTS:
E. Bi?rn: ?konometriske emner, 3. utgave (Econometric Topics, 3rd edition, in Norwegian) Unipub 2009. Kapitlene 1, 2.1-2.4, 3, 4, 5.4, 5.5, 5.6.a, 6.3.a, 6.4.a, 6.5, 7.1-7.6, 8, 10.1-10.4.
P. Kennedy: A Guide to Econometrics, 6th edition, Blackwell, 2008. Chapters 2, 7, 9, 10, 11, 12, 16, 18.1-18.2, 21.1-21.2, 22. Hele denne boken kan betraktes som en ikke-teknisk, pedagogisk guide, spesielt nyttig for repetisjon.
E. Bi?rn: Four lecture notes, unpublished, 2011: [WH] The Wu-Hausman test for exogeneity. [OR] Testing for overidentifying restrictions. [DL] Distributed lags - an elementary description. [DC] Analysing discrete choice - an elementary exposition. Disse fire notatene (i ett dokument) kan lastes ned fra emnets nettside.
B. FOR NON-NORWEGIAN-READING STUDENTS:
W.H. Greene: Econometric Analysis, sixth edition, Prentice Hall, 2008. Chapters 1, 2, 3, 4, 6.1-6.4, 8, 10.1, 10.2, 10.4 12.1-12.5, 13.1-13.5, 19.1-19.3, 19.7-19.9, 20.1, 20.2.1, 20.3, 23.1-23.3. OR: Econometric Analysis, seventh edition, Pearson Education, 2012. Chapters 1, 2, 3, 4, 6.1-6.4, 8.1-8.5, 8.7, 8.8, 9, 10.1-10.3, 10.5, 10.6, 14.1-14.4, 17.1, 17.2, 20.1-20.5, 20.7-20.9.
P. Kennedy: A Guide to Econometrics, 6th edition, Blackwell, 2008. Chapters 2, 7, 9, 10, 11, 12, 16, 18.1-18.2, 21.1-21.2, 22. The entire book may be considered a non-technical, pedagogical guide, useful in particular for repetition.
E. Bi?rn: Six Notes on Basic Econometric Topics, unpublished, 2011. These notes contain English translations of six excerpts from E. Bi?rn: ?konometriske emner. They can be downloaded from the web site of the course.
E. Bi?rn: Four lecture notes, unpublished, 2011: [WH] The Wu-Hausman test for exogeneity. [OR] Testing for overidentifying restrictions. [DL] Distributed lags - an elementary description. [DC] Analysing discrete choice - an elementary exposition. These four notes can be downloaded from the web site of the course.
All students are recommended to acquire basic knowledge of matrix algebra. You will find all you need for this course in, e.g., Appendix A in Greene's book.