7.1 Required reading
TEXTBOOK: R.C. Hill, W.E. Griffiths, G.C. Lim (2012) Principles of Econometrics (POE), 4th edition, John Wiley & Sons
Why this textbook? Because of great supplementary student resources!
EXERCISE BOOK: R.C. Hill, W.E. Griffiths, G.C. Lim (2012), Using Stata for POE, 4th edition, John Wiley & Sons
COSTS of the study material:
- The costs of Principles of Econometrics 4E + Using Stata @ACCO: €62.90 (students with the ACCO card receieve a 10% discount).
- If you want to buy own copy of Stata, check the GradPlan prices here: https://www.stata.com/order/new/edu/gradplans/campus-gradplan/ For example, costs of the annual Stata/IC licence is $125. This can also be seen as a "one-time purchase", which can be used for multiple courses.
The course material will also be based on the selection of readings from the following TEXTBOOKS (available in the University Library):
- Verbeek, M. (2012). A Guide to Modern Econometrics. Chichester: John Wiley & Sons, Ltd.
- Stock, J. and M. W. Watson (2012). Introduction to Econometrics. Essex: Pearson Education Ltd.
- Wooldridge, J. M. (2009). Introductory Econometrics: A Modern Approach (4th ed.). South-Western: Thomson.
- Asteriou, D. and S. G. Hall (2011). Applied Econometrics. New York, NY: Palgrave MacMillan.
- Soderbom, M., F. Teal, M. Eberhardt, S. Quinn, and A. Zeitlin (2015). Empirical Development Economics. New York: Routledge.
A SELECTION of additional reading list (mostly journal articles) available via BlackBoard.
SOFTWARE: Stata 15 (available on Campus)
7.2 Optional reading
The following study material can be studied voluntarily :
(1) Introductory level
- Gujarati, D. N. and D. C. Porter (2009). Basic Econometrics (5th ed.). New York: McGraw-Hill, Inc.
- Vogelvang, B. (2005). Econometrics: Theory and Applications with EViews. Essex: Pearson Addison Wesley.
(2) More advanced cross-sectional and panel data
- Wooldridge, J. (2010). Econometric Analysis of Cross Section and Panel Data, MIT Press
- Angrist, J.D. & Pischke, J.S. (2009). Mostly Harmless Econometrics: An Empiricist’s Companion, Princeton University Press