The course follows quite closely the relevant parts of the textbook:

• Jeffrey M. Wooldridge. (2003) Introductory Econometrics. A Modern Approach. Second edition. Thomson. United States. 
  

  
  It is extremely important that you consult the textbook often, every week, since our topics are in fact the first eight chapters of this book and the problems and computer exercises you will do in classes come from this textbook. You should be able to get a copy of the book from the library, but please let me know if you are in trouble getting one.

  Ideally, you should read the relevant sections of the book in advance to the corresponding lecture, so you concentrate in understanding and not in taking notes. Associated to the book there is a Student Study Guide With Solutions, that contains suggestions on how to read each chapter as well as answers to selected problems and computer exercises. This can also be additional useful material to follow the course. Please let me know of you are interested in getting a copy.

  In addition, the textbook has a web site:

  http://www.swlearning.com:80/economics/wooldridge/wooldridge2e/wooldridge2e.html

  where data sets for all the computer exercises in the text and other useful information can be found. (Please note that a new edition (the 4th ) has just been released, but the textbook for the course is the second edition. In addition the 2nd has been translated into Spanish, even you are encouraged to used the English version for study, since the exam will have to be answered in English) Despite the course being designed with the Wooldridge book in mind, I list below some other textbooks about the same level of the course, the Stock and Watson text being the closest in spirit to the Wooldridge text.

  
  COMPLEMENTARY TEXTBOOK

• Amemiya, T. (1994) Introduction to Statistics and Econometrics. Harvard University Press. Cambridge, Massachusetts.
  More statistical oriented than the syllabus of the course.
• Bernt, E. R. (1991) The Practice of Econometrics: Classic and Contemporary. Addison-Wesley Publishing Company. New York.
  Econometrics by examples.
• Dougherty, C. (2006) Introduction to Econometrics. Third Edition. Oxford University Press. Oxford.
  Simpler than the level of the course, but useful additional material can be found in the web site of the author at the London School of Economics, http://econ.lse.ac.uk/courses/ec220/, and specially the Power Point Slide Shows, http://econ.lse.ac.uk/courses/ec220/G/ieppt/series2/
• Franses, P. H. (2002) A Concise Introduction to Econometrics. An Intuitive Guide. Cambridge University Press. Cambridge.
  A helicopter tour on what econometrics is and is used for.
• Hill, R. C.; Griffiths, W. E. & Judge, G. G. (2008) Principles of Econometrics. Third Edition. John Wiley & Sons, Inc. New York.
  A standard introductory textbook about the same level of the course.
• Stock, J. & Watson (2003) Introduction to Econometrics. Addison Wesley. International Edition. New York.
  Closest in spirit to the Wooldridge´s textbook.
• Hendry, D. F: & Nielsen, B. (2007) Econometric Modeling. A Likelihood Approach. Princeton University Press. Princeton.
  A maximum likelihood approach to econometrics.
• Barreto, H. & Howland, F. M. (2006) Introductory Econometrics. Using Monte Carlo Simulation with Microsoft Excel ®. Cambridge University Press. Cambridge.
  A simulation approach using a spreadsheet.