Syllabus/achievement requirements

Reading list

The following books will be the main references for the course:

Davidson, R. and J.G. MacKinnon: Econometric Theory and Methods, 2004. Oxford University Press

Hendry, D.F. and B. Nielsen, Econometric Modeling. A Likelihood Approach, Princeton University Press, 2007, Princeton and Oxford

 

Supplementary texts in the form of handouts may be added during the semester. Norwegian speaking students may note that

B?rdsen G. and R. Nymoen  Videreg?ende emner i ?konometri, 2014, Fagbokforlaget, Bergen

covers several of the same topics as the two books in english, in particular regression withmatrix notation, IV/GMM estimation, exogeneity and dynamic models

Published May 30, 2014 2:32 PM