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
Bårdsen G. and R. Nymoen Videregående emner i økonometri, 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