Courswork in Econometrics

Books and other Sources of Information: There are many good books on this subject. I shall be closely following “Essentials of Econometrics” by Damodar Gujarati and Dawn Porter, 4th Edition, McGraw-Hill c2010. You can also try “Introduction to Econometrics” (3rd Edition) G.S.Maddala, Wiley, 2001 (hard) as well as “Modern Econometrics, an introduction” by R.L.Thomas, Addison Wesley. If you want to do some background reading then try ‘Quantitative Methods for Business, Management & Finance’ by Louise Swift, Palgrave, 2005.
In addition, it is suggested that the students read the summary lecture notes in the web. These may be downloaded from this site. Please note that while the web notes may well complement the lectures, they are certainly not complete by themselves and do not substitute the latter.

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