📚 Bibliography
Introductory Econometrics with MORISTAT — Complete Reference List
Textbooks and Monographs
Angrist, J. D., & Pischke, J.-S. (2015). Mastering 'Metrics: The Path from Cause to Effect. Princeton University Press.
Enders, W. (2015). Applied Econometric Time Series (4th ed.). Wiley.
Greene, W. H. (2018). Econometric Analysis (8th ed.). Pearson.
Gujarati, D. N., & Porter, D. C. (2009). Basic Econometrics (5th ed.). McGraw-Hill.
Hyndman, R. J., & Athanasopoulos, G. (2018). Forecasting: Principles and Practice (2nd ed.). OTexts. https://otexts.com/fpp2/
Johnston, J. (1972). Econometric Methods (1st ed.). McGraw-Hill.
Johnston, J. (1984). Econometric Methods (3rd ed.). McGraw-Hill.
Moore, D. S., & McCabe, G. P. (2017). Introduction to the Practice of Statistics (9th ed.). W.H. Freeman.
Sevestre, P. (2008). The Econometrics of Panel Data: Fundamentals and Recent Developments in Theory and Practice. Springer.
Stock, J. H., & Watson, M. W. (2019). Introduction to Econometrics (4th ed.). Pearson.
Wooldridge, J. M. (2020). Introductory Econometrics: A Modern Approach (7th ed.). Cengage Learning.
Zaman, A. (1996). Statistical Foundations for Econometric Techniques. Academic Press.
Advanced and Specialized Texts
Cameron, A. C., & Trivedi, P. K. (2005). Microeconometrics: Methods and Applications. Cambridge University Press.
Hamilton, J. D. (1994). Time Series Analysis. Princeton University Press.
Hayashi, F. (2000). Econometrics. Princeton University Press.
Maddala, G. S. (2001). Introduction to Econometrics (3rd ed.). Wiley.
Verbeek, M. (2017). A Guide to Modern Econometrics (5th ed.). Wiley.
Wooldridge, J. M. (2010). Econometric Analysis of Cross Section and Panel Data (2nd ed.). MIT Press.
Key Articles and Papers
Angrist, J. D., & Krueger, A. B. (1991). "Does Compulsory School Attendance Affect Schooling and Earnings?" Quarterly Journal of Economics, 106(4), 979–1014.
Breusch, T. S., & Pagan, A. R. (1979). "A Simple Test for Heteroscedasticity and Random Coefficient Variation." Econometrica, 47(5), 1287–1294.
Card, D. (1995). "Using Geographic Variation in College Proximity to Estimate the Return to Schooling." In Aspects of Labour Market Behaviour: Essays in Honour of John Vanderkamp (pp. 201–222). University of Toronto Press.
Card, D., & Krueger, A. B. (1994). "Minimum Wages and Employment: A Case Study of the Fast-Food Industry in New Jersey and Pennsylvania." American Economic Review, 84(4), 772–793.
Durbin, J., & Watson, G. S. (1950). "Testing for Serial Correlation in Least Squares Regression, I." Biometrika, 37(3–4), 409–428.
Durbin, J., & Watson, G. S. (1951). "Testing for Serial Correlation in Least Squares Regression, II." Biometrika, 38(1–2), 159–178.
Hausman, J. A. (1978). "Specification Tests in Econometrics." Econometrica, 46(6), 1251–1271.
Jarque, C. M., & Bera, A. K. (1980). "Efficient Tests for Normality, Homoscedasticity and Serial Independence of Regression Residuals." Economics Letters, 6(3), 255–259.
Newey, W. K., & West, K. D. (1987). "A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix." Econometrica, 55(3), 703–708.
Ramsey, J. B. (1969). "Tests for Specification Errors in Classical Linear Least-Squares Regression Analysis." Journal of the Royal Statistical Society, Series B, 31(2), 350–371.
Sargan, J. D. (1958). "The Estimation of Economic Relationships Using Instrumental Variables." Econometrica, 26(3), 393–415.
White, H. (1980). "A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity." Econometrica, 48(4), 817–838.
Software and Online Resources
Papa Parse. (2024). Papa Parse: The Fastest CSV Parser for JavaScript. https://www.papaparse.com/
R Core Team. (2024). R: A Language and Environment for Statistical Computing. R Foundation for Statistical Computing. https://www.r-project.org/
The Stata Project. (2024). Stata: Data Analysis and Statistical Software. https://www.stata.com/
The World Bank. (2024). World Development Indicators. https://databank.worldbank.org/
Datasets Used in This Book
Advertising and Sales Data. (Synthetic). Chapter 3.
Boston Housing Data. (1978). UCI Machine Learning Repository.
Housing Prices Data. (Synthetic). Chapters 4 & 5.
Wage, Education, Experience Data. (Synthetic). Chapters 2 & 3.
Wage and Gender Data. (Synthetic). Chapter 6.
Panel Data on Firms. (Synthetic). Chapter 8.
Difference-in-Differences Data. (Synthetic). Chapter 8.
Time Series Data (GDP, Inflation, Unemployment). (Synthetic). Chapter 9.
Binary Choice Data (Employment). (Synthetic). Chapter 10.
Machine Learning Data. (Synthetic). Chapter 11.