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, 2. utgave (Econometric Topics, 2nd edition, in Norwegian) Unipub 2003. Chapters 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, fifth edition, Blackwell, 2003. Chapters 2, 7, 9, 10, 11, 14, 15, 17.1-17.2, 20.1-20.2, 21. Hele denne boken kan betraktes som en ikke-teknisk, pedagogisk guide, spesielt nyttig for repetisjon.
E. Bi?rn: Three lecture notes, unpublished, 2005: 1) Distributed lags - an elementary description. 2) Analysis of discrete choice - a simple exposition. 3) The Wu-Hausman test for exogeneity. Disse tre notatene kan lastes ned fra emnets nettside.
B. FOR NON-NORWEGIAN-READING STUDENTS:
W.H. Greene: Econometric Analysis, fifth edition, Prentice Hall, 2003. Chapters 1-4, 7.1-7.4, 10.1-10.3, 11.1-11.5, 12.1-12.3, 12.7, 12.9, 14.1-14.3, 15.1-15.5, 19.1, 19.2.1.,19.3.1, 21.1-21.3. Lecture notes A, B, C, D, E and F (giving, inter alia, English translations of selected sections from E. Bi?rn's book). These six lecture notes, which supplement the relevant chapters in Greene's book, can be downloaded from the web pages of the course.
P. Kennedy: A Guide to Econometrics, fifth edition, Blackwell, 2003. Chapters 2, 7, 9, 10, 11, 14, 15, 17.1-17.2, 20.1-20.2, 21. The entire book may be considered a non-technical guide, particularly useful for repetition.
E. Bi?rn: Three lecture notes, unpublished, 2005:1) Distributed lags - an elementary description. 2) Analysis of discrete choice - a simple exposition. 3) The Wu-Hausman test for exogeneity. These three notes can be downloaded from the web pages 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.