Books English version
Hendry, D.F. and B. Nielsen, Econometric Modeling. A Likelihood Approach, 2007. Princeton: Princeton University Press. ISBN: 9780691131283.
Books Norwegian version
B?rdsen, G. and Nymoen, R. Videreg?ende emner i ?konomietri, 2014. Bergen: Fagbokforlaget. ISBN: 9788245012132.
This book covers several of the same topics as Hendry and Nielsen, in particular regression withmatrix notation, IV/GMM estimation, exogeneity and dynamic models.