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References for Introductory Graduate Econometrics

Textbooks

References for the material covered in my lectures

• Wooldridge (2010) - Econometric Analysis of Cross Section and Panel Data - Chapters 2 and 3 of my notes draw heavily from this book.
• Train (2009) - Discrete Choice Methods with Simulation - Chapter 4 of my lecture notes is largely based on the first few chapters of this book.
• Cameron & Trivedi (2005) - Microeconometrics: Methods and Applications - Excellent general-purpose reference for microeconometrics, covering all of the topics from my notes.

References to give you a quick overview of econometrics

• Verbeek (2017) - A Guide to Modern Econometrics
• Kennedy (2008) - A Guide to Econometrics

R Resources

• wooldridge R package - “111 Data sets from Introductory Econometrics: A Modern Approach 6e by Jeffrey M. Wooldridge.”
• Using R for Introductory Econometrics - “This book introduces the popular, powerful and free programming language and software package R with a focus on the implementation of standard tools and methods used in econometrics.” Free to view online.
• Mostly Harmless Replication - Code to replicate Mostly Harmless Econometrics in Stata, R, Python, and Julia.

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