References Lecture by Salvatore Carrozzo.

• Marno Verbeek, 2008, A Guide to Modern Econometrics, 3rd Ed., Wiley, Chapter 2, pp. 6-31.

Suggested Reading (not used in class):

• Stock, James H., and Mark W. Watson, 2012, Introduction to Econometrics, Global Edition, MA: Pearson Education.