This list relates to the semester Semester 1 2019 which ended on 23/06/2019
  1. Microeconometrics using Stata - A. Colin Cameron, P. K. Trivedi c2010

    Book Required

  2. Econometric analysis - William H. Greene 2018

    Book Recommended

  3. Econometric applications of maximum likelihood methods - J. S. Cramer 1986 (electronic resource)

    Book Recommended

  4. Microeconometrics: methods and applications - A. Colin Cameron, Pravin K. Trivedi 2005 (electronic resource)

    Book Recommended

  5. Econometric analysis of cross section and panel data - Jeffrey M. Wooldridge 2010 (electronic resource)

    Book Recommended

  6. Generalized Method of Moments Estimation - László Mátyás 1999 (electronic resource)

    Book Recommended

  7. Generalized method of moments - Alastair R. Hall 2005 (electronic resource)

    Book Recommended

  8. Discrete choice methods with simulation - Kenneth E. Train 2009 (electronic resource)

    Book Recommended

  9. Quantile regression - Lingxin Hao, Daniel Q. Naiman c2007 (electronic resource)

    Book Recommended

  10. Quantile Regression - Roger Koenker 2005 (electronic book)

    Book Recommended

  11. Non-parametric econometrics - Ibrahim Ahamada, Emmanuel Flachaire 2010

    Book Recommended

  12. An introduction to modern Bayesian econometrics - Tony Lancaster 2004

    Book Recommended

  13. Bayesian econometric methods - Gary Koop, Dale J. Poirier, Justin L. Tobias 2007 (electronic resource)

    Book Recommended

  14. Review of Multiple Regression and M-estimation 4 items
    1. Chapter 3: Linear regression basics - Adrian Colin Cameron, Pravin K. Trivedi 2010

      Chapter Required

    2. Microeconometrics: methods and applications - A. Colin Cameron, Pravin K. Trivedi 2005 (electronic resource)

      Book Required Read chapter 5

    3. Econometric applications of maximum likelihood methods - J. S. Cramer 1986 (electronic resource)

      Book Required Read: Chapter 1 : The technology of estimation

    4. Econometric applications of maximum likelihood methods - J. S. Cramer 1986 (electronic resource)

      Book Required Read: Chapter 2 : Likelihood

  15. Maximum Likelihood 4 items
    1. Chapter 3: Linear regression basics - Adrian Colin Cameron, Pravin K. Trivedi 2010

      Chapter Required For online access to this chapter, see this same reference above on reading list.

    2. Econometric analysis of cross section and panel data - Jeffrey M. Wooldridge 2010 (electronic resource)

      Book Required Read chapter 1-2 and 4

    3. Chapter 1: Econometrics - W. H. Greene 2012

      Chapter Required

    4. Econometric analysis - William H. Greene 2018

      Book Required Read chapters 2-4. High use copy held in Central Library.

  16. GMM Basics and Extensions 5 items
    1. Microeconometrics using Stata - A. Colin Cameron, P. K. Trivedi c2010

      Book Required Read chapter 6. High use copy held in Central Library.

    2. Generalized Method of Moments Estimation - László Mátyás 1999 (electronic resource)

      Book Required

    3. Generalized method of moments - Alastair R. Hall 2005 (electronic resource)

      Book Required

    4. Microeconometrics: methods and applications - A. Colin Cameron, Pravin K. Trivedi 2005 (electronic resource)

      Book Required Read chapters 2-4

    5. Econometric analysis of cross section and panel data - Jeffrey M. Wooldridge 2010 (electronic resource)

      Book Required Read chapter 5.

  17. Linear Panel Models A 3 items
    1. Microeconometrics using Stata - A. Colin Cameron, P. K. Trivedi c2010

      Book Required Read chapter 9. High use copy held in Central Library.

    2. Econometric analysis of cross section and panel data - Jeffrey M. Wooldridge 2010 (electronic resource)

      Book Required Read: Chapter 10: Basic linear unobserved effects panel data model

    3. Microeconometrics: methods and applications - A. Colin Cameron, Pravin K. Trivedi 2005 (electronic resource)

      Book Required Read: Chapter 22: Linear panel models: extensions

  18. Linear Panel Models B 3 items
    1. Microeconometrics using Stata - A. Colin Cameron, P. K. Trivedi c2010

      Book Required Read chapter 8. High use copy held in Central Library.

    2. Econometric analysis of cross section and panel data - Jeffrey M. Wooldridge 2010 (electronic resource)

      Book Required Read: Chapter 10: Basic linear unobserved effects panel data model

    3. Microeconometrics: methods and applications - A. Colin Cameron, Pravin K. Trivedi 2005 (electronic resource)

      Book Required Read: Chapter 21: Linear panel models: basics

  19. Simulation-based estimation and inference 4 items
    1. Microeconometrics using Stata - A. Colin Cameron, P. K. Trivedi c2010

      Book Required Read chapters 4, 13. High use copy held in Central Library.

    2. Microeconometrics: methods and applications - A. Colin Cameron, Pravin K. Trivedi 2005 (electronic resource)

      Book Required Read: Chapter 11: Bootstrap methods and Chapter 12: Simulation-based methods

    3. Discrete choice methods with simulation - Kenneth Train 2009 (electronic resource)

      Book Required Read: Chapter 10: Simulation-assisted estimation

    4. Econometric analysis - William H. Greene 2018

      Book Required Read chapter 17. High use copy held in Central Library.

  20. Conditional Quantile Regressions 2 items
    1. Microeconometrics using Stata - A. Colin Cameron, P. K. Trivedi c2010

      Book Required

    2. Quantile Regression - Roger Koenker 2005 (electronic resource)

      Book Required Read chapters 2-3

  21. Bayesian Regression 3 items
    1. Bayesian econometric methods - Gary Koop, Dale J. Poirier, Justin L. Tobias 2007 (electronic resource)

      Book Required

    2. Microeconometrics: methods and applications - A. Colin Cameron, Pravin K. Trivedi 2005 (electronic resource)

      Book Required

    3. Chapter 8: Instrumental variables - Tony Lancaster 2004

      Chapter Required

  22. Non-parametric and Flexible Parametric Models - A 4 items
    1. Microeconometrics using Stata - A. Colin Cameron, P. K. Trivedi c2010

      Book Required Read chapter 2.6. High use copy held in Central Library.

    2. Chapter 1: Kernel density estimation - Ibrahim Ahamada, Emmanuel Flachaire 2010

      Chapter Required

    3. Non-parametric econometrics - Ibrahim Ahamada, Emmanuel Flachaire 2010

      Book Required Read chapters: 2 and 6. High use copy held in Central Library.

    4. Microeconometrics: methods and applications - A. Colin Cameron, Pravin K. Trivedi 2005 (electronic resource)

      Book Required Read chapter 9.

  23. Non-parametric and Flexible Parametric models - B 3 items
    1. Microeconometrics using Stata - A. Colin Cameron, P. K. Trivedi c2010

      Book Required Read chapter 7. High use copy held in Central Library.

    2. Non-parametric econometrics - Ibrahim Ahamada, Emmanuel Flachaire 2010

      Book Required Read chapters 1-2 and 6. High use copy held in Central Library.

    3. Microeconometrics: methods and applications - A. Colin Cameron, Pravin K. Trivedi 2005 (electronic resource)

      Book Required Read chapters 9.1-9.5

  24. Cross-section dependence models & Review 3 items
    1. Microeconometrics using Stata - A. Colin Cameron, P. K. Trivedi c2010

      Book Required

    2. Econometric analysis of cross section and panel data - Jeffrey M. Wooldridge 2010 (electronic resource)

      Book Required Read chapter 9

    3. Microeconometrics: methods and applications - A. Colin Cameron, Pravin K. Trivedi 2005 (electronic resource)

      Book Required Read chapters 2.4 and 6.9

  25. Past Central Exam Papers 1 item
    1. Past Central Exam Papers

      Webpage  Follow the link and search for past exam papers by course code.