# LUBS5134M

Module Reading List

Dr Peter Phelps

P.Phelps@leeds.ac.uk

Tutor information is taken from the Module Catalogue

**On this page:**

## Main Text

The course will mainly draw from **Greene, William H, Econometric Analysis, 8th Ed., Pearson, 2018. **

**Recommended Texts**

Students may find it helpful to use more than one textbook for some parts of the course. The following texts are recommended.

Brooks, Chris, *Introductory Econometrics for Finance*, 3rd Ed., Cambridge University Press, 2014 (a clearly presented introductory postgraduate text with a finance/financial economics perspective).

Wooldridge, Jeffrey M, __ Introductory Econometrics: A Modern Approach __, 6th Ed., South-Western-Cengage, 2016 (a text which presents a lower-level treatment of some of the issues).

**Students are advised to brush up on their understanding of basic matrix algebra, basic statistics and basic calculus (differentiation and optimisation). The following references can help:**

Introduction to calculus, statistics and matrix algebra: Brooks, Appendix 1. Available online

Matrix algebra:

Chiang and Wainwright (reference below) ch. 4, pp. 48-78 and ch. 5, pp. 82-105;

Dowling (reference below) ch. 10, pp. 199-223, which contains numerous worked examples and practice questions.

Statistics:

Greene, Appendix B.

Salvatore and Reagle (reference below), ch. 4, pp. 67-86; ch. 5, pp. 87-89, which contains numerous worked examples and practice questions.

Calculus:

Chiang and Wainwright, ch. 6, pp. 124-127 (also useful pp. 127-136 and 139-146 and esp. ch. 7, pp. 148-168), ch. 9, pp. 220-241 and ch. 10, pp. 267-277.

Dowling ch. 3, pp. 36-54; ch. 5, pp. 82-87 & pp. 93-102, which contains numerous worked examples and practice questions.

References:

Chiang, Alpha C and Kevin Wainwright, *Fundamental Methods of Mathematical Economics*, 4th Ed., McGraw-Hill, 2005.

Dowling, Edward T, * Introduction to Mathematical Economics *, 3rd Ed., McGraw-Hill, 2012.

Salvatore, Dominick and Derrick Reagle, * Statistics and Econometrics *, 2nd Ed., McGraw-Hill, 2011.

This list was last updated on 17/09/2018