1. Lecture Notes posted on CANVAS. These are quite comprehensive. 2. The following books also contain relevant material.
Recommended:
A. C. Cameron and P. K. Trivedi, Microeconometrics, Methods and Applications, 2005, Cambridge University Press.
Useful:
F. Hayashi, Econometrics, Princeton University Press, 2000.
W.H. Greene, Econometric Analysis, 8th edition, Prentice Hall, 2018. (Other editions are also suitable.) J. Wooldridge, Econometric Analysis of Cross Section and Panel Data, 2nd edition, MIT Press 2010.R. Davidson and J.G. MacKinnon, Econometric Theory and Methods, Oxford University Press, 2004. J. Johnston and J. DiNardo, Econometric Methods, 4th edition, McGraw-Hill, 1997. T. Amemiya, Advanced Econometrics, Blackwell, 1985. P.A. Ruud, An Introduction to Classical Econometric Theory, Oxford University Press, 2000. J.S. Chipman, Advanced Econometric Theory, Routledge, 2011.