Econometric Theory and Applications

Cameron, A. C. and Trivedi, P. K. (2010) “Microeconometrics Using Stata”, Stata Press

Hall, A. (2005) “Generalized Method of Moments”, Oxford University Press. (available for free as an electronic text via UofA Library)

Angrist, J. D. and Pischke, J. (2009) “Mostly Harmless Econometrics—An Empiricist’s Companion”, Princeton University Press

Green, W.H.: Econometric Analysis, Sixth Edition, Pearson Prentice-Hall. While