Econometrics, 2019/20, Semester 1
Dr Peter Phelps
P.Phelps@leeds.ac.uk
Tutor information is taken from the Module Catalogue

## Main Text

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

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

Brooks, Chris, , 4th Ed., Cambridge University Press, 2019 (a clearly presented introductory postgraduate text with a finance/financial economics perspective).

Wooldridge, Jeffrey M, Introductory Econometrics: A Modern Approach, 7th Ed., South-Western-Cengage, 2019 (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, , 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 22/08/2019