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. Biørn: Økonometriske 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, 15.1-15.3, 17.1-17.2, 21. Hele denne boken kan betraktes som en ikke-teknisk, pedagogisk guide, spesielt nyttig for repetisjon.
E. Biørn: Three lecture notes, unpublished, 2004: 1) Distributed lags - an elementary description. 2) Analysis of discrete choice - a simple exposition. 3) Hausman test for exogeneity etc. - basic elements. 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, 2, 3, 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, as well as supplementary material (inter alia English translations of selected sections from E. Biørn's book) which can be loaded down from the web pages for this course.
P. Kennedy: A Guide to Econometrics, fifth edition, Blackwell, 2003. Chapters 2, 7, 9, 10, 11, 15.1-15.3, 17.1-17.2, 21. The entire book may be considered a non-technical guide, particularly useful for repetition.
E. Biørn: Three lecture notes, unpublished, 2004:1) Distributed lags - an elementary description. 2) Analysis of discrete choice - a simple exposition. 3) Hausman test for exogeneity etc. - basic elements. 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.