Reading - File: C:\WINWORD\ECONMET\Reading.DOC UNIVERSITY...

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File: C:\WINWORD\ECONMET\Reading.DOC UNIVERSITY OF STRATHCLYDE APPLIED ECONOMETRICS LECTURE NOTES APPLIED ECONOMETRICS READING LIST General references and recommended reading. (A) Useful articles or books on specific topics: Davidson, J.E.H., D.F. Hendry, F. Srba and S. Yeo (1978): 'Econometric Modelling of the Aggregate Time Series Relationship between Consumer's Expenditure and Income in the UK', Economic Journal Vol 88, 1978. Holden, D.R and McGregor, P.G. (1990): 'Annual Consumption Functions: A Scottish-UK Comparison', Regional Studies, Vol 24.3, 1990, pp 247-259. Pesaran and Smith:'Evaluation of macroeconomic models', Economic Modelling, April 1985. (B) Texts for reference purposes: Berndt, E.R.(1991): 'The Practice of Econometrics', Addison-Wesley. Charemza, W. and Deadman, D.(1992): 'New Directions in Econometric Practice', Edward Elgar. Granger, C.W.J.[ed] (1990): 'Modelling Economic Series', Oxford University Press. Harvey, A.C.: 'The Econometric Analysis of Time Series', 2nd ed, 1990, Philip Allan. Hendry, D.F and Richard, J-F (1983): 'The Econometric Analysis of Time Series', International Statistical Review, 51, pp 111-163. Greene, W.: 'Econometric Analysis' , 2nd ed (1993) Griffiths, W.E., Carter Hill, R. and Judge, G.C. (1993): 'Learning and Practising Econometrics', Wiley. Judge et al 'An introduction to the Theory and Practice of Econometrics'. Kennedy, P.: 'A Guide to Econometrics', 3rd edition , Blackwells. Maddala, G.S.: 'Introduction to Econometrics', 2nd ed (1992), Macmillan. Stewart, J.: 'Econometrics' (1991), Philip Allan. Thomas, R.L.: 'Introductory Econometrics: Theory and Applications', 2nd ed 1993, Longmans. (C) REFERENCES FOR PARTICULAR TOPIC AREAS Note: Unless otherwise stated, Kennedy, Maddala and Harvey refer to: Harvey, A.C.: 'The Econometric Analysis of Time Series', 2nd ed, 1990, Philip Allan. Kennedy, P.: 'A Guide to Econometrics', 2nd edition (1985) Martin Robertson. Maddala, G.S.: 'Introduction to Econometrics', 2nd ed (1992), Macmillan. ECONOMETRIC METHODOLOGY Gilbert, C.L. (1986): 'Professor Hendry's Econometric Methodology', Oxford Bulletin of Economics and Statistics, 48/3 1986, pp 283-307. [Reprinted in Granger, 1990]. Pagan,
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Reading - File: C:\WINWORD\ECONMET\Reading.DOC UNIVERSITY...

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