Reading
The recommended text for this class is
Wooldridge, Jeffrey M. (2013) Introductory Econometrics: A Modern Approach, 5th Edition,Cengage
I encourage you to purchase this book. You may buy a paper or electronic copy. You do not need access to on-line resources. You may buy an earlier edition of the book.
If you find you do not like the presentation in Wooldridge's book, you might consider looking at:
Angrist J. and S. Pischke. (2014) Mastering Metrics: The Path from Cause to Effect. Princeton University Press.
Goldberger, A. (1998). Introductory Econometrics, Harvard University Press.
Gujarati, D. (2003), Basic Econometrics, Irwin-McGraw-Hill.
Hill, C., W. Griffiths, and G. Lim (2011). Principles of Econometrics, Wiley.
Stock, J and M. Watson (2011) Introduction to Econometrics, Pearson.
Studenmund, A. H. (2013) Using Econometrics: A Practical Guide. Pearson.
None of these books covers statistical theory in a comprehensive manner. If during the course you feel you need a statistical reference, you should refer to the text you used in your statistics course.
The books that I recommend for background are:
Hogg, R. V. and E. A. Tanis. (1988). Probability and Statistical Inference, 2nd ed, MacMillan.
If you find that book tough, take a look at
Ben-Horim, M. and H. Levy (1984) Statistics, 2nd edition, Random House
In addition, I will provide handouts throughout the course to supplement the lectures and textbook.
I recommend that you peruse one or more of the following texts if you are having difficulty with particular topics or concepts.
Johnston, J. and J. Dinardo (1997) Econometric Methods, McGraw Hill.
Johnson, A., M. Johnson and R. Buse (1987), Econometrics: Basic and Applied, MacMillan. [HB139.J63]
Maddala, G. S. (1988), Introduction to Econometrics, McGraw-Hill. [HB139.M53]
Mirer, T. W. (1988), Economic Statistics and Econometrics, 2nd edition, MacMillan. [HB137.M57]
Pindyck, R. S. and D. L. Rubenfeld (1981), Econometric Models and Econometric Forecasts, 2nd edition,McGraw-Hill. [HB3730.P54]
Tukey, J. (1970), Exploratory Data Analysis, Addison-Wesley. [QA278.T84]
Wallace, D. and J. L. Silver (1987), Econometrics, Addison-Wesley. [HB139.W32]
Wonnacott, T. H. and R. J. Wonnacott (1984), Econometrics, 2nd edition, Wiley. [HA29.W654]
Mirer and Wallace and Silver provide a very accessible introduction to much of the material; Johnston and
Dinardo, Johnson, Johnson and Buse, Maddala and Wonnacott and Wonnacott are more advanced. Tukey is the best source for exploratory data analysis methods which are not well discussed in the other texts.
