Lecture 1 - Introduction to Econometrics

Main Reading:

Verbeek, Appendices A and B.

Other Readings:

Leamer, E. E. (1983): “Lets Take the Con out of Econometrics”, American Economic Review, Vol. 73, No. 1, 31-43

Hendry, D. (1980): “Econometrics – Alchemy or Science?” Economica, November 1980, 47, 387 - 406

Hendry, D. F. (1993): “Econometrics: Alchemy or Science?”, Blackwell, Oxford.

Morgan, M. S. (1990): “The History of Econometric Ideas”, Cambridge, Cambridge
University Press, Cambridge.

Bjerkholt, O. (1995) “Ragnar Frisch, Editor of Econometrica 1933-1954” Econometrica, 1995, vol. 63, issue 4, pages 755-65

Lecture Materials:

Link to Lecture Notes