Module Texts


A wide number of econometrics textbooks cover material in this module. These include:

R. Davidson and J.G. Mackinnon, Estimation and Inference in Econometrics, Oxford.

W.H. Greene, Econometric Analysis, Prentice Hall.

J. Johnston and J. Dinardo, Econometric Methods, McGraw-Hill.

G.G. Judge et al., The Theory and Practice of Econometrics, John Wiley.

A.C. Harvey, Time Series Models, Harvester Wheatsheaf

T.C. Mills, Time Series Techniques for Economists, Cambridge.

J. Stewart and L. Gill, Econometrics, Prentice Hall.

A.C. Harvey, The Econometric Analysis of Time Series, Harvester Wheatsheaf.

R.S. Pindyck and D.L. Rubinfeld, Econometric Models and Economic Forecasts, McGraw-Hill.

It is important to note, however, that the lecture notes do not follow any one set text . The relevant references to a number of particular texts will therefore be provided during each section of the module.