Applied Econometrics - Self Study Resources

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Recommended Reading

Asteriou, D., and S.G. Hall. (2007). Applied Econometrics: A Modern Approach, 2nd Edition. New York: Palgrave Macmillan.

Greene, W.H. 2008. Econometric Analysis, Sixth Edition, Upper Saddle River, NJ: Prentice-Hall.

Gujarati, D. 1978. Basic Econometrics. New York: McGraw-Hill.

Judge, G.G., W.E. Griffiths, R.C. Hill, H. Lutkepohl, and T.C. Lee. 1985. The Theory and Practice of Econometrics, Second Edition, New York: John Wiley & Sons.

Kennedy, P.E. 2008. A Guide to Econometrics, Sixth Edition, Blackwell Publishing.

Kmenta, J. 1986. Elements of Econometrics, Second Edition, New York: MacMillan.

Pindyck, R.S. and Rubinfeld, D.L. 1998. Econometric Models and Economic Forecasts. Fourth Edition, New York: McGraw-Hill Book Company.

Stock, J.H., and M. W. Watson. (2007). Introduction to Econometrics. Boston, MA: Pearson Education, Inc.