ECON 452* -- Applied Econometrics
Fall Term 2013
Readings for ECON 452* -- Fall Term 2013
Recommended Textbooks
The recommended -- but NOT REQUIRED -- textbooks for the course are either the fourth or third edition of
Introductory Econometrics: A Modern Approach by Jeffrey M. Wooldridge and the third edition
of Introduction to Econometrics by James Stock and Mark Watson:
Jeffrey M. Wooldridge, Introductory Econometrics: A Modern Approach, Fourth
Edition. South-Western Cengage Learning, 2009. ISBN13: 978-0-324-58162-1. ISBN10: 0-324-58162-9
Jeffrey M. Wooldridge, Introductory Econometrics: A Modern Approach, Third
Edition. South-Western College Publishing, 2006. ISBN 0-324-28978-2.
Web Site: http://www.swlearning.com/economics/wooldridge/wooldridge3e/wooldridge3e.html
James H. Stock and Mark W. Watson, Introduction to Econometrics, Third
Edition. Addison-Wesley, 2011. ISBN-13: 978-0-13-612508-2. ISBN-10: 0-13-612508-5.
These books provide excellent modern treatments of all topics included
in the course. They also contain plenty of real applications of econometric
methods.
Supplementary Recommended Readings
There are two additional recommended textbooks for the course.
Damodar N. Gujarati, Basic Econometrics, Fourth Edition. New
York: McGraw-Hill, 2003. ISBN 0-07-233542-4.
A standard textbook in introductory econometrics, Gujarati (2003) provides
clear expositions of many of the topics covered in the course.
Ernst R. Berndt, The Practice of Econometrics: Classic and Contemporary
. Don Mills, ON: Addison-Wesley Publishing Company, 1991. ISBN 0-201-17628-9.
Berndt (1991) is an excellent "hands-on" textbook in applied econometrics;
it emphasizes the implementation of econometric techniques in real empirical
applications.
Last updated on August 30, 2013.
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