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download-fordham.edu-fordhamuniversity
Econometrics I, or ECGA 7910-001
Name: Prof H. D. Vinod, Ph. D. (Harvard). I have published some 200 research papers and six books which have been cited by 2197 researchers in various publications.
Title: Professor of Economics. /economics/vinod
Click right panel, lower part on Graduate Class Resources.
or directly at;: /economics/vinod/grad.htm
Office location: Dealy Hall 5th floor East side, Room beyond Economics Dept. Room E526. Office hours: Thursdays 1:15 to 2:10 and by appointment.
Required Textbook:
1] HANDS-ON INTERMEDIATE ECONOMETRICS USING R:
Templates for Extending Dozens of Practical Examples
by Hrishikesh D Vinod (Fordham University in New York, USA)
Published by World Scientific of Hackensack NJ and Singapore.
Hereafter (H-on)
`/economics/6895.html has `How to Order
About 508 pages + software CD,
ISBN 978-981-281-885-0 price=$78 lower than most other texts.
I want you to bring to class a copy of the relevant pages from the first few chapters of the Hands-on book if not the book itself, so we can refer to equations and figures from the text and save class time.
Highly recommended Textbooks
1] Davidson, R. and J. G. MacKinnon (2004) Econometric Theory and Methods. New York, Oxford Univ. Press, ISBN 0-19-512372-7, Hereafter “DMcK”. This is a theoretical book and worth having for that reason. The Hands-on book also has considerable theory. I am going to try to finish that theory first before requiring theory from this book. Let us play it by the ear.
/us/catalog/general/subject/?view=usaci=0195123727
quotes the price to be $87.95. You might be able to share this book with someone from your class, if you do not want to shell out $87.95+ at this time. Used to be $70
(This book is chosen for it has good coverage, low cost and lots of good exercises.)
http://www.econ.queensu.ca/ETM/
2a] Free Internet resources
/2011/05/24/surviving-graduate-econometrics-with-r-the-basics-1-of-8/
We can closely follow the 8 parts, if you like.
2b]
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