Text

Books and Literature

Author

Kevin Hu(胡华平)

Text and Books

  1. Wooldridge, J.M. Introductory econometrics: a modern approach[M]. Seventh edition. Australia: Cengage, 2020. You can download the following book chapters (View PDF).

This book is easy for reading and understanding and has lots pratical examples.

  • Chapter 15: Instrumental Variables Estimation and Two-Stage Least Squares.

  • Chapter 16: Simultaneous Equations Models.

  1. Gujarati, D.N, Porter, D.C. Basic econometrics[M]. fifth edition. Boston: McGraw-Hill, 2009. You can download the following book chapters (View PDF).

The writing language of this textbook is very simple and easy to understand.

  • Chapter 18: Simultaneous-Equation Models.

  • Chapter 19: The Identification Problem.

  • Chapter 20: Simultaneous-Equation Methods.

  1. Hansen, B. Econometrics[M]. Princeton: Princeton University Press, 2022. You can download the following book chapters (View PDF).

The content of this textbook is very comprehensive and profound, but it is difficult to understand and requires a lot of statistical and mathematical knowledge.

  • Chapter 12: Instrumental Variables.
  1. Hill C, Griffiths W E, Lim G C. Principles of econometrics[M]. Fifth edition. NJ: John Wiley & Sons, 2018. (PDF file supplied if asked.)

  • Chapter 15: Instrumental Variables Estimation and Two-Stage Least Squares

  • Chapter 16: Simultaneous Equations Models

Note

There is an accompany Online Free Book(bookdown website) for this text book by using R programming language: Colonescu C. Principles of Econometrics with R (2016) https://bookdown.org/ccolonescu/RPoE4/

Articles and Repilication

  • Angrist J.D, Krueger A.B. Does Compulsory School Attendance Affect Schooling and Earnings?[J]. The Quarterly Journal of Economics, 1991, 106(4): 979–1014. (View PDF)

  • Card, D.E. Using Geographic Variation in College Proximity to Estimate the Return to Schooling. Cambridge, MA :National Bureau of Economic Research, 1993.(View PDF)

  • Card D.E. Estimating the Return to Schooling: Progress on Some Persistent Econometric Problems[J]. Econometrica, 2001, 69(5): 1127–1160. (View PDF)