Explanation:
In connection with an import transaction, several documents are typically required to ensure smooth customs clearance and to provide proof of the origin, quantity, and value of the imported goods. These documents play a crucial role in facilitating international trade and are essential for compliance with customs regulations.

The options given in the question are as follows:
a) Certificate of origin
b) Bill of lading
c) Shipping bill
d) Shipment advice

Certificate of origin:
The certificate of origin is a document that certifies the country in which the goods being imported were produced or manufactured. It provides information about the origin of the goods and is often required by customs authorities to determine the eligibility for preferential tariff treatment under a free trade agreement or to apply import restrictions or quotas. The certificate of origin is typically issued by the exporter or the authorized agency of the exporting country.

Bill of lading:
The bill of lading is a crucial document in international trade. It serves as a contract of carriage between the shipper (exporter) and the carrier (shipping company) and provides evidence of the receipt of goods for shipment. The bill of lading includes details such as the description of the goods, the name and address of the shipper and consignee, the port of loading and discharge, the freight charges, and the terms and conditions of the shipment. It is also used as a document of title, enabling the consignee to take possession of the goods upon arrival at the destination port.

Shipping bill:
The shipping bill, also known as the export declaration, is a document that is required for exporting goods out of a country. It contains information about the goods being exported, the quantity and value of the goods, the exporter's details, and the destination country. The shipping bill is filed with the customs authorities to obtain permission for the export and to comply with the export regulations of the country.

Shipment advice:
The shipment advice is a document that provides information about the shipment of goods, including the details of the cargo, the mode of transportation, the expected arrival date, and any special instructions or requirements. It is typically sent by the exporter to the importer or the freight forwarder to inform them about the upcoming shipment and to coordinate the logistics and customs clearance process.

Conclusion:
Among the given options, the shipping bill is the document that is not required in connection with an import transaction. The shipping bill is a document used for exporting goods, not importing them. Import transactions involve different documents, such as the certificate of origin, bill of lading, and shipment advice, which are essential for customs clearance and compliance with import regulations.