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Econometric Textbook links to Econometric Companion Web Sites, links to datasets and links to publishers on this page. Comments welcome.

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Online Texts and notes for Econometrics (UK)
From the The Economics Network of the Higher Education Academy (Former Econ LTSN)
Articles on econometrics teaching in the JEE (US)
From the Journal of Economic Education (JEE)
Econometricbooks.com new
Short, but annotated list of books at Amazon.com

A (toc textbook)

Abadir and Magnus (2005) Matrix Algebra, Econometric Exercises, No. 1
Ajmani (2009) Applied Econometrics using the SAS© system updated
Gusti Ngurah Agung (2009) Time Series Data Analysis Using EViews
Google Books version
Alexander (2008) Market Risk Analysis: Value at Riks Models, Volume IV
Alexander (2008) Market Risk Analysis: Practical Financial Econometrics, Volume II
Alexander (2001), Market Models, A Guide to Financial Data Analysis
Amemiya (1985), Advanced Econometrics
Amemiya (1994), Introduction to Statistics and Econometrics
Alonso, Fernández Macho and Gallastegi (2005), Econometría
Anatolyev and Gospodinov (2011) Methods for Estimation and Inference in Modern Econometrics new
Anderson. T.W. (1994), The Statistical Analysis of Time Series, (reprint of 1971 edition)
Anderson. T.W. (2003), An Introduction to Multivariate Statistical Analysis, (third edition)
Angrist and Pischke (2009), Mostly Harmless Econometrics: An Empiricist's Companion new
By Joshua Angrist and Jörn-Steffen Pischke
Google Booksversion
American Bar Association (2005) Econometrics: Legal, Practical, and Technical Issues
Araujo, Brun and Combes (2008), Économétrie, Edition 2008 updated
Arellano (2003), Panel Data Econometrics,
Full text for subcribers at Oxfordscholarship.com.
By Manuel Arellano
Google Books version
Armstrong (ed.) (2001), Principles of Forecasting: A Handbook for Researchers and Practitioners. Paperpack version 2002. e-book.
Assenmacher (1995), Einführung in die Ökonometrie
Ashley (2012) Fundamentals of Applied Econometrics new
Assenmacher (2002) Einführung in die Ökonometrie, 6. Auflage
Google Books version
Ashenfelter, Levine and Zimmermann (2002), Statistics and Econometrics: Methods and Applications
By Orley Ashenfelter
von Auer (1999), Ökonometrie, Eine Einführung
Asteriou and Hall (2007) Applied Econometrics, A Modern Approach Using Eviews and Microfit Revised
B (toc textbook)
Baddeley and Barrowclough (2009) Running Regressions, A Practical Guide to Quantitative Research in Economics, Finance and Development Studies new
Baltagi (2011) Econometrics new
Google Books version
Baltagi (2009) A Companion To Econometric Analysis of Panel Data 4th ed
Baltagi (2008) Econometric Analysis of Panel Data, 4th Ed. new
Baltagi (2005) Econometric Analysis of Panel Data, 3rd Ed.
eBook version
Baltagi, ed (2007) A Companion to Theoretical Econometrics, online version
eBook version
Baltagi (2001) Econometric Analysis of Panel Data, 2nd Ed.
Baltagi (2002) Econometrics (3rd ed.), out of print.
By Badi Baltagi
Bårdsen, Eitrheim, Jansen and Nymoen (2005), The Econometrics of Macroeconomic Modelling
Barreto and Howland (2005), Introductory Econometrics: Using Monte Carlo Simulation with Microsoft Excel
CUP site
Google Books version
Baum (2006, Stata) , An Introduction to Modern Econometrics Using Stata
By Christopher Baum
Google Books version
Bazen and Sabatier (2007) Économétrie des fondements à la modélisation
Ben-Akiva and Lerman (1985) Discrete Choice Analysis, Theory and Application to Travel Demand
Berndt (1991), The Practice of Econometrics, Classic and Contemporary
Bhar and Hamori (2005) Empirical Techniques in Finance
By Shigeyuki Hamori
Bierens, Herman (2004) Introduction to the Mathematical and Statistical Foundations of Econometrics,
   Errata
eBook version
Biørn (2009) Økonometriske emner, 3. utgave
Biørn (2008) Økonometriske emner, en videreføring
Biørn (2003) Økonometriske emner 2. utgave
By Erik Biørn
Bloomfield, Peter (2000), Fourier Analysis of Time Series: An Introduction, 2nd Edition
Box, Jenkins and Reinsel (1994) Time Series Analysis: Forecasting & Control: 3/e out of print
Box, Jenkins and Reinsel (2008) Time Series Analysis: Forecasting & Control: 4/e Data Sets A-R
Blossfeld, Golsch and Rohwer (2007) Techniques of event history modeling using Stata. New approaches to causal analysis
Blossfeld and Rohwer (2002) Techniques of Event History Modeling: New Approaches to Causal Analysis
Bowerman, O'Connell, and Koehler (2005) Forecasting, Time Series, and Regression, 4th edition
Bresson (1995) Econométrie des séries temporelles : Théorie et applications
Brockwell and Davis (2002) Introduction to Time Series and Forecasting, second edition
Brockwell and Davis (2004), 時系列解析と予測, in Japanese
Brockwell and Davis (1991) Time Series, Theory and Methods, second edition
Brooks (2008), Introductory Econometrics for Finance, 2nd edition
Google Books version
Brooks (2002), Introductory Econometrics for Finance
Google Books version
Borkowski, Dudek and Szczesny (2004) , Ekonometria. Wybrane zagadnienia
Burke and Hunter (2004) Modelling Non-Stationary Economic Time Series
C (toc textbook)
Cadoret Benjamin Martin Herrard and Tanguy (2004) Econométrie appliquée, Méthodes, Applications, Corrigés
Google Books version
Cameron and Trivedi (1997), Regression Analysis of Count Data
eBook version
Cameron (2005) Econometrics
Cameron and Trivedi (2005) Microeconometrics: Methods and Applications
eBook version
Cameron and Trivedi (2009) new Applied Microeconometrics using Stata
Cameron and Trivedi (2010) new Applied Microeconometrics using Stata, revised edition
Campbell, Lo and MacKinlay (1996), The Econometrics of Financial Markets
By John Y. Campbell
Canova (2007) Methods for Applied Macroeconomic Research
By Fabio Canova
Chan, N.G. (2002) Time Series, applications to finance
Chatfield (1996), The analysis of time series, An Introduction, fifth edition
Chatfield (2000) Time Series Forecasting
Charemza and Deadman (1997) Nowa ekonometria ISBN:83-208-1068-X
Chipman (2011) Advanced Econometric Theory new
Christensen and Kiefer (2009) Economic Modeling and Inference
Clements and Hendry (1999), Forecasting Economic Time Series
Clements and Hendry (2001), Forecasting Non-stationary Economic Time Series
By Michael Clements and David Hendry
Cleves, Gould and Gutierrez (2004), An Introduction to Survival Analysis Using Stata, Revised Edition
Cochrane (2005), Asset Pricing, Revised Edition
By John Cochrane
Commandeur and Koopman (2007) An Introduction to State Space Time Series Analysis
By Siem Jan Koopman
Cramer (2001) An Introduction to the Logit Model for Economists (2nd edition)
Cramer (2003) Logit Models From Economics and Other Fields
Preview in books.google.com
Creel (2008), Econometrics Free (GPL) full text ! updated
Octave Programs
Based on Davidson (2000), Davidson and MacKinnon (1993), Davidson and MacKinnon (2004),
Gallant (1987), Gallant (1997), Hamilton (1994), Hayashi (2000).
Creel (2006), Econometrics Free full text
Cuthbertson and Nitzsche (2005), Quantitative Financial Economics: Stocks, Bonds and Foreign Exchange, 2nd Edition
eBook version
D (toc textbook)
Dacorogna, Gençay, Müller, Olsen and Pictet (2001), An Introduction to High-Frequency Finance
Davidson (2000), Econometric Theory
By James Davidson
Google Books version
Davidson and MacKinnon (1993), Estimation and Inference in Econometrics
By JamesMacKinnon
Davidson and MacKinnon (2004), Econometric Theory and Methods
Google Books version
DeJong and Dave (2007) Structural Macroeconometrics
DeJong and Dave (2011) Structural Macroeconometrics, 2nd edition new
By David DeJong and Chetan Dave
Dhrymes (2000) Mathematics for Econometrics
Google Books version
Dhrymes (1978) Introductory Econometrics
Domencich and McFadden (1975, 1996), Urban Travel Demand: A Behavioral Analysis , full text Free download
By Daniel McFadden
Doornik and Hendry (2009a), Empirical Econometric Modelling Using PcGive 13, Volume I, 6th ed.
Doornik and Hendry (2009b), Modelling Dynamic Systems Using PcGive 13, Volume II, 6th ed.
Doornik and Hendry (2007a), Empirical Econometric Modelling Using PcGive 12, Volume I, 5th ed.
Doornik and Hendry (2007b), Modelling Dynamic Systems Using PcGive 12, Volume II, 5th ed.
Doornik and Hendry (2006a), Empirical Econometric Modelling Using PcGive 11, Volume I, 4th ed.
Doornik and Hendry (2006b), Modelling Dynamic Systems Using PcGive 11, Volume II, 3rd ed.
Doornik and Hendry (2001), Modelling Dynamic Systems Using PcGive 10, Volume II, 2nd ed.
By Jurgen Doornik and David Hendry
Dorfman (1997), Bayesian Economics Through Numerical Methods, A Guide to Econometrics and Decision-Making with Prior Information
Dormont (1999), Introduction à l'économétrie
Dougherty (2011) An Introduction to Econometrics, 4th Ed new
Dougherty (2007) An Introduction to Econometrics, 3rd Ed
Dougherty (2002) An Introduction to Econometrics, 2nd Ed
Draper and Smith (1998), Applied Regression Analysis (3rd Ed)
Duffie (2011), Measuring Corporate Default Risk new
Durbin and Koopman (2012), Time Series Analysis by State Space Models second Edition
new
By Siem Jan Koopman
Durbin and Koopman (2001), Time Series Analysis by State Space Models
Durbin and Koopman (2004), Time Series Analysis by State Space Models, in Japanese, ISBN 4-916092-45-7
By Siem Jan Koopman
E (toc textbook)
Eckey, Kosfeld and Dreger (1995, 2001) Ökonometrie, Grundlagen, Methoden, Beispiele, 3-409-23732-1
Enders (2010) Applied Econometric Time Series (3rd edition)
Enders (2003), Applied Econometric Time Series (2nd edition) (out of print)
Engle (2009), Anticipating Correlations: A new Paradigm for Risk Management
by Robert Engle
.
F (toc textbook)
Fan and Yao (2003) Nonlinear Time Series: Nonparametric and Parametric Methods
Favero (2001), Applied Macroeconometrics
By Carlo Favero
Fernandéz (1995), Ejercicios de econometría
Fitzmaurice and Laird (2004) Applied Longitudinal Analysis
Florens, Marimoutou and Pélguin-Feissolle (2007), Econometric Modeling and Inference, English edition
Fox (1997), Applied Regression Analysis, Linear Models, and Related Methods
Preview in books.google.com
Francq and Zakoian (2010) GARCH Models: Structure, Statistical Inference and Financial Applications
By Christian Francq and Jean-Michel Zakoian
Franses (1998), Time Series Models for Business and Economic Forecasting
Franses (2003) 商业和经济预测中的时间序列模型 (Chinese)
Franses (2002), A Concise Introduction to Econometrics
Franses and Van Dijk (2000), Nonlinear Time Series Models in Empirical Finance
eBook version
By Philip Hans Franses and Dick van Dijk
Franses and Paap (2001), Quantitative Models in Marketing Research
eBook version, Paperback version (2010)
Franses and Paap (2004), Periodic Time Series Models
Full text for subcribers at Oxfordscholarship.com,
Corrections and data at RePub.EUR.nl
Frees (2004) Longitudinal and Panel Data.
Frohn (1995), Grundausbildung in Ökonometrie
Google Books version
Fuller (1995), Introduction to Statistical Time Series, 2nd, ISBN: 0-471-55239-9, Wiley out of print
Fuller (2006) Measurement Error Models
G (toc textbook)
Gabrielsen, Kousgaard and Milhøj (1999), Likelihoodteori Udsolgt 2005.
Gajda (2004), Ekonometria (Polish) out of print
Gallant (1987), Nonlinear Statistical Models
Gallant (1997), An Introduction to Econometric Theory: Measure-Theoretic Probability and Statistics with Applications to Economics
Gao (2007) Nonlinear Time Series: Semiparametric and Nonparametric Methods
Gardini, Cavaliere, Costa, Fanelli and Paruolo (2000) Econometria I
Gardini, Cavaliere, Costa, Fanelli and Paruolo (2000) Econometria II
By Giuseppe Cavaliere
Gençay, Selçuk and Whitcher (2001) An Introduction to Wavelets and Other Filtering Methods in Finance and Economics,
Preview in Google.
Geweke (2005), Contemporary Bayesian Econometrics and Statistics
Ghysels and Osborn (2001), The Econometric Analysis of Seasonal Time Series
By Eric Ghysels and Denise Osborn
Google Books version
Ghysels, Swanson and Watson (eds) (2001), Essays in Econometrics, Collected Papers of Clive W.J. Granger, Volume I: Spectral Analysis, Seasonality, Nonlinearity, Methodology, and Forecasting
Giannini and Amisano (1997) , Topics in Structural VAR Analysis, 2nd edition
By Gianni Amisano
Goldberger (1964), Econometric Theory
Google Books version
Goldberger (1998), Introductory Econometrics
Google Books version
Goldberger (1991), A course in Econometrics
Google Books version
Gould, Pitblado and Sribney (2010) Maximum Likelihood Estimation with Stata, 4th Edition
Gourieroux and Jasiak (2007), The Econometrics of Individual Risk: Credit, Insurance, and Marketing
By Christian Gourieroux and Joann Jasiak
Gourieroux and Jasiak (2001), Financial Econometrics
By Christian Gourieroux and Joann Jasiak
Gourieroux and Monfort (1997), Time Series and Dynamic Models
By Christian Gourieroux and Alain Monfort
Gourieroux and Montmarquette (1997), Econométrie appliquée
By Christian Gourieroux and Claude Montmarquette
Gourieroux (1989) Econométrie des variables qualitatives
By Christian Gourieroux
Gourieroux (2000) Econometrics of Qualitative Dependent Variables
Google Books version
By Christian Gourieroux
Gourieroux and Monfort (1995), Statistics and Econometric Models 1
By Christian Gourieroux and Alain Monfort
Gourieroux and Monfort (1995), Statistics and Econometric Models 2
By Christian Gourieroux and Alain Monfort
Greenberg (2007) Introduction to Bayesian Econometrics
Greene and Hensher (2010) Modeling Ordered Choices, A Primer
Greene (2003, 2007, 2011) page at NYU, Econometric Analysis, Fith, Sixth and Seventh Edition updated
Greene (2011) [US], [UK] Econometric Analysis, Seventh Edition new
By William Greene
Greene (2007) [US], [UK] Econometric Analysis, Sixth Edition
By William Greene
Greene (2003), Econometric Analysis, Fifth Edition
By William Greene
Gruber (1997), Ökometrie, Band 1, Einführung in die multiple Regression und Ökonometrie
Gruber (1997), Ökometrie, Band 2, Ökonometrische Prognose- und Optimierungsmodelle
Guisan (1997), Econometría
By Carmen Guisán
Gujarati (2011), Econometrics by Example new
Gujarati and Porter (2010), Essentials of Econometrics, Fourth Edition
Gujarati and Porter (2009), Basic Econometric, Fifth Edition
Gujarati (2004) , Econometría, 4Ed
Preview in Google Books search
Gujarati (2006) Essentials of Econometrics, 3/e
Gujarati (2000) , Econometria Básica, Portuguese edition
Gujarati (2002) , Basic Econometrics, Fourth Edition
H (toc textbook)
Hackl (2004) Einführung in die Ökonometrie
Hall (2004), Generalized Method of Moments
Hansen (2006), Econometrics Full text online incomplete.
PhD Econometrics text by Bruce Hansen
Hamilton (1994), Time Series Analysis
By James Hamilton
Richard Harris and Robert Sollis (2003), Applied Time Series Modelling and Forecasting, print on demand
Harris (1995) , Using Cointegration analysis in Econometric Modelling Sold out. Used books available.
Harvey (1990), The Econometric Analysis of Time Series (out of print)
UK version print on demand Google Books version
Harvey (1991), Forecasting, Structural Time Series Models and the Kalman Filter, manufactured on demand
Harvey (1993), Time Series Models, second edition
Harvey and Proietti (2005) Readings in Unobserved Components Models
By Tommaso Proietti
Hasbrouck (2007) Empirical Market Microstructure
The Institutions, economics and econometrics of securities trading.
Hastie, Tibshirani and Friedman (2009) The Elements of Statistical Learning: Data Mining, Inference, and Prediction, Second Edition
Full text free download (print 5, Feb 2011)
Hastie, Tibshirani and Friedman (2003) The Elements of Statistical Learning: Data Mining, Inference, and Prediction
Hatanaka (1996) Time-Series-Based Econometrics: Unit Roots and Co-Integrations
Google Books version
Hayashi (2000), Econometrics
By Fumio Hayashi
Heil (2000), Einführung in die Ökonometrie
Heij, de Boer, Franses, Kloek and van Dijk (2004), Econometric Methods with Applications in Business and Economics
Heij et al. (2004) Website
By Philip Hans Franses
Google Books version
Hendry and Doornik (2001), Empirical Econometric Modelling Using PcGive 10, Volume I, 3rd ed.
By David Hendry and Jurgen Doornik
Hendry (1995), Dynamic Econometrics
Full text for subcribers at Oxfordscholarship.com.
Google Books version
Hendry and Nielsen (2007) Econometric Modeling A Likelihood Approach
By David Hendry and Bent Nielsen.
Hendry and Morgan (1997), The Foundations of Econometric Analysis
Hill, Griffiths and Judge (2000), Undergraduate Econometrics (2nd)
George Judge
Hill, Griffiths and Lim (2011), Principles of Econometrics, fourth edition new
Hill, Griffiths and Lim (2008), Principles of Econometrics, third edition updated
Adkins (2008) , Using gretl for Principles of Econometrics, third edition Free full text online.
Griffiths, Hill and Lim (2008), Using EViews for Principles of Econometrics , 3rd Edition
Adkins and Hill (2008), Using Stata for Principles of Econometrics , 3rd Edition
Ogunc and Hill (2008), Using Excel for Principles of Econometrics, 3e Free Excel 2003 book
Hensher, Rose and Greene (2005) Applied Choice Analysis, a Primer
eBook version
By William Greene
Hipel and McLeod (1994) , Time Series Modelling of Water Resources and Environmental Systems, Datasets.
Holly and Weale (2000), Econometric Modelling
Hosmer and Lemeshow (2000), Applied Logistic Regression, 2nd Edition
Horowitz (1998) Semiparametric Methods in Econometrics
By Joel Horowitz
Google Books version
Hsiao (1990) , Analysis of Panel Data Out of print.
Hsiao (2003), Analysis of Panel Data, 2nd edition
Hurd and Miamee (2007), Periodically Correlated Random Sequences
I (toc textbook)
Hiroya Ichikawa (2006), Time series analysis for applied economics (in Japanese 応用経済学のための時系列分析 )
Intriligator, Bodkin and Hsiao (1996), Econometric Models, Techniques, and Applications: 2/e , ISBN 0132247755
J (toc textbook)
Jajuga (2002), Ekonometria Metody i Analiza Problemów Ekonomicznych
Janacek (2000), Practical Time Series. free R code.
Johnston and Dinardo (1997), Econometric Methods Fourth Edition
John Johnston (1923-2003).
Econometrica (1993) [IT] Italian translation by M. Costa e P. Paruolo
Méthodes économétriques (1999) [FR} French translation 4th ed.
Johansen (1995) Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
By Søren Johansen
Full text for subcribers at Oxfordscholarship.com.
Data and programs for CATS in RATS.
Google Books version
Jones (2007) Applied Econometrics for Health Economists, second edition
Google Books version
Judd (1998), Numerical Methods in Economics
Judge, Griffiths, R. Carter Hill, Lütkepohl and Lee (1985), The Theory and Practice of Econometrics, Second Edition
Judge, Griffiths, Hill, Lütkepohl and Lee (1988), Introduction to the Theory and Practice of Econometrics, Second Edition
By George Judge and Helmut Lütkepohl
Juselius (2006) The Cointegrated VAR Model, Methodology and Applications
By Katarina Juselius
K (toc textbook)
Kalbfleisch (2002) The Statistical Analysis of Failure Time Data
Kennedy (2008) , A Guide to Econometrics, Sixth Edition (Wiley-Blackwell)
Kennedy (2003) , A Guide to Econometrics, Fifth Edition (Blackwell)
Kennedy (2003) (US) A Guide to Econometrics, Fifth Edition (MIT Press)
Google Books version
Kim and Nelson (1999), State-Space Models with Regime Switching Classical and Gibbs-Sampling Approaches with Applications
Kirchgässner and Wolters (2007) Introduction to Modern Time Series Analysis
Kleiber and Kotz (2003) Statistical Size Distributions in Economics and Actuarial Sciences
Kleiber and Zeileis (2008) Applied Econometrics with R
Applied Econometric with R package at CRAN
Kmenta (1997), Elements of Econometrics: Second Edition, available again, 2011)
Koenker (2005), Quantile Regression
eBook version
Koop (2007), Introduction to Econometrics.
Koop, Poirier and Tobias (2007), Bayesian Econometric Methods.
Google Books version
Koop (2005), Analysis of Financial Data. Adapted from Koop (2004).
Koop (2003) , Bayesian Econometrics
Koop (2009) Analysis of Economic Data . 3rd edition (2009)
Koop (2000, 2004) Analysis of Economic Data . 2nd edition (2004)
eBook version
By Gary Koop
Koopmans, L.H. (1995), The Spectral analysis of Time Series. first edition 1974 Out of print.
Koopman, Harvey, Doornik and Shephard (2009), STAMP 8.2: Structural Time Series Analyser, Modeller and Predictor
Koopman, Harvey, Doornik and Shephard (2007), STAMP 8: Structural Time Series Analyser, Modeller and Predictor
Koopman, Harvey, Doornik and Shephard (2006), STAMP 7: Structural Time Series Analyser, Modeller and Predictor
Koopman, Harvey, Doornik and Shephard (2000), STAMP: Structural Time Series Analyser, Modeller and Predictor
By Siem Jan Koopman, Andrew Harvey Jurgen Doornik and Neil Shephard
King (1998), Unifying Political Methodology, The Likelihood Theory of Statistical Inference
Kristensen and Milhøj (1994), Introduktion til Økonometri Udsolgt.
Krolzig (1997), Markov-Switching Vector Autoregressions. Modelling, Statistical Inference and Application to Business Cycle Analysis, Out of print.
By Hans-Martin Krolzig
Kufel (2004), Ekonometria. Rozwiązywanie problemów z wykorzystaniem programu GRETL
Куфель (2007) Эконометрика. Решение задач с применением пакета программ GRETL
Kumbhakar and Knox Lovell (2003), Stochastic Frontier Analysis
By Subal Kumbhakar
L (toc textbook)
Lancaster (2004) An Introduction to Modern Bayesian Econometrics
Google Books version
Lee, M.-J. (2005), Micro-Econometrics for Policy, Program and Treatment Effects
Lee, S.-Y. (2007) Structural Equation Modelling, A Bayesian Approach
Lemos and Mynbaev (2004) Manual de Econometria (in Brazilian Portuguese)
Google Books version
LeSage and Pace (2009), Introduction to Spatial Econometrics new
Li and Racine (2007), Nonparametric Econometrics: Theory and Practice
By Jeff Racine
Li, W.K. (2004), Diagnostic Checks in Time Series
Lindsey (2004), Statistical Analysis of Stochastic Processes in Time
Long and Freese (2006), Regression Models for Categorical Dependent Variables using Stata, second edition
Long and Freese (2003), Regression Models for Categorical Dependent Variables using Stata, revised edition
Long (1997), Regression Models for Categorical and Limited Dependent Variables
Louviere, Hensher and Swait (2000), Stated Choice methods, Analysis and Applications
Löbus (2001), Ökonometrie, Mathematische Theorie und Anwendungen, out of print
Bauwens, Lubrano and Richard (1999) Bayesian Inference in Dynamic Econometric Models
Google Books version
Lucchetti (2011) Appunti di analisi delle serie storiche Free full text updated
Lütkepohl (1998) Introduction to Multiple Time Series, 2nd edition
By Helmut Lütkepohl
Lütkepohl and Krätzig (ed.)(2004) Applied Time Series Econometrics
By Jörg Breitung, Ralf Brüggemann, Helmut Herwartz, Markus Krätzig, Helmut Lütkepohl, Timo Teräsvirta, Rolf Tschernig.
Google Books version
Lütkepohl (2005) New Introduction to Multiple Time Series
By Helmut Lütkepohl
M (toc textbook)
Maddala (1985), Limited-Dependent and Qualitative Variables in Econometrics
Google Books version
Maddala (1996), Introducción a la econometría
Maddala (2001) Introduction to Econometrics, 3rd edition
Maddala (2006), Ekonometria Polish translation of Introduction to Econometrics
Maddala and Lahiri (2009) Introduction to Econometrics, 4th edition
Madsen (2007) Time Series Analysis
Magnus, J. Katyshev, P.K. and Peresetsky, A.A. (2001) Econometrics, and initial Course (in Russian), 5th Edition
Makridakis, Wheelwright and Hyndman (1998), Forecasting: Methods and Applications, 3rd edition
Malinvaud (1966), Statistical methods of econometrics
Google Book
Manski and McFadden (1981), Structural Analysis of Discrete Data and Econometric Applications, full text Free download
By Charles Manski and Daniel McFadden
Manski (2007), Identification for Prediction and Decision
By Charles Manski
Mark (2003) International Macroeconomics and Finance: Theory and Econometric Methods
By Nelson Mark
McCulloch, Searle and Neuhaus (2008) Generalized, Linear, and Mixed Models, 2nd edition
McCulloch and Searle (2001) Generalized, Linear, and Mixed Models
McQuarrie and Tsai (1998), Regression and Time Series Model Selection
Mills and Markellos(2008), The Econometric Modelling of Financial Time Series, 3rd edition
Mills (1999), The Econometric Modelling of Financial Time Series
Mills (2003), Modelling Trends and Cycles in Economic Time Series
Mills and Patterson (ed.) (2007), Palgrave Handbook of Econometrics Volume 1: Econometric Theory
Mills and Patterson (ed.) (2009) Palgrave Handbook of Econometrics Volume 2: Applied Econometrics
Mirer (1994), Economic Statistics and Econometrics
Mittelhammer, Judge and Miller (2000), Econometric Foundations
By George Judge
Mittnik (2002), Ökonometrie to appear at gabler.de
Murray (2006), Econometrics, a modern introduction
N (toc textbook)
Nerlove, Grether and Carvalho (1995) (revised ed) Analysis of Economic Time Series, out of print
Newbold (1995), Statistics for Business & Economics, 4th Edition
Novales (1993), Econometría 2 Ed.
Novales (2011), Estadística y Econometría 2ª Ed. updated
Nowak (2002), Zarys metod ekonometrii
O (toc textbook)
O'Quigley (2008), Proportional Hazards Regression
Otero (1993) Econometría. Series temporales y predicción
P (toc textbook)
Paarsch and Hong (2006) An Introduction to the Structural Econometrics of Auction Data
By Harry Paarsch
Pagan and Ullah (1999), Nonparametric Econometrics, manufactured on demand
Google Books version
Palma (2007) Long-Memory Time Series
Pankratz (1983), Forecasting with Univariate Box - Jenkins Models: Concepts and Cases
Pankratz (1991), Forecasting with Dynamic Regression Models
Patterson (2000) An Introduction to Applied Econometrics
Peña, Tiao and Tsay (Eds.)(2001), A course in time series analysis
Peracchi (2000), Econometrics, manufactured on demand
Percival, D.B. and Walden, A.T. (2000) Wavelet Methods for Time Series Analysis, manufactured on demand
Preview in Google
Pérez Amaral, Relloso, Amorós (1992), Ejercicios de econometrí­a empresarial
Pfaff (2006) Analysis of Integrated and Co-Integrated Time Series with R
Pindyck and Rubinfeld (1998), Econometric Models and Economic Forecasts, Fourth Edition
Pindyck and Rubinfeld (2001), Econometria. Modelos y Pronosticos Spanish Edition, mexico.
Pindyck and Rubinfeld (1998) 计量经济模型与经济预测(英文版)(第4版) [平装], in Chinese
Plasmans (2006) Modern Linear and Nonlinear Econometrics
Podivinsky (2004) Modelling Volatility, out of print
Poetscher and Prucha (1997), Dynamic Nonlinear Econometric Models, Asymptotic Theory
Poirier (1995), Intermediate Statistics and Econometrics, A Comparative Approach, manufactured on demand
Google Books version
Q (toc textbook)
Quandt (1988), The econometrics of disequilibrium
Qin (1993), The Formation of Econometrics, a historical perspective
Full text for subcribers at Oxfordscholarship.com.
R (toc textbook)
Rabe-Hesketh and Skrondal (2005), Multilevel and Longitudinal Modeling Using Stata
By Sophia Rabe-Hesketh
Rachev, Mittnik, Fabozzi, Focardi, Jašić (2003) Financial Econometrics: From Basics to Advanced Modeling Techniques
By Stephan Mittnik
Ramanathan (1993), Statistical Methods in Econometrics
Ramanathan (2002) Introductory Econometrics with Applications 5th edition
James B. Ramsey (2002) The Elements of Statistics: with Applications to Economics and the Social Sciences
Rawlings, Pantula and Dickey (1998) Applied Regression Analysis, a research tool
By David Dickey
Rao and Rao (1998) Matrix Algebra and its Applications to Statistics and Econometrics
C. Rose and M.D. Smith (2002) Mathematical Statistics with Mathematica
Rossi, Allenby and McCulloch (2005) Bayesian Statistics and Marketing updated
Rousseeuw and Leroy (2003) Robust Regression and Outlier Detection
Ruud (2000), An Introduction to Classical Econometric Theory
Ruppert (2004), Statistics and Finance: An Introduction
Rys et Vaneecloo (1998)(2005), Économétrie, Théorie et application
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S (toc textbook)
Salvatore and Reagle (2002), Schaum's outline of statistics and econometrics, 2nd edition
Estadística y Econometría (2004) (Castellano)
Google Books version
Schaich and Brachginger (1999) Studienbuch Ökonometrie Out of print.
Schönfeld (1969), Methoden der Ökonometrie Band I: Lineare Regressionsmodelle Out of print.
Schönfeld (1969), Methoden der ֖konometrie Band II: Stochastische Regressoren und simultane Gleichungen Out of print.
Schmidt (1978), Econometrics
With Google Books search
By Peter Schmidt
Schmidt (2005) Econometrics
Seddighi (2011), Introductory Econometrics, 2nd edition, ISBN: 9780415566889 new
Seddighi, Lawler and Katos (2000), Econometrics, ISBN: 0415156459
Shephard (ed.) (2005), Stochastic Volatility
Shumway and Stoffer (2000), Time Series Analysis and Its Applications
Shumway and Stoffer (2006), Time Series Analysis and Its Applications: With R Examples, 2nd edition
Singleton (2005) Empirical Dynamic Asset Pricing
Sitzia (1995) , Econometria delle Serie Storiche , Italian version Hamilton (1994)
Spanos (1986), Statistical Foundations of Econometric Modelling
Srivastava and Giles (1987). Seemingly Unrelated Regression Equations Models
Stewart (2005), Introduction to Applied Econometrics
Stewart and Gill (1998), Econometrics, Second Edition
Stier (2001) , Methoden der Zeitreihenanalyse
Stock and Watson (2011) Introduction to Econometrics, Third International Edition new
Stock and Watson (2008) Introduction to Econometrics, Brief Edition, First International Edition, manufactured on demand
Stock and Watson (2007) Introduction to Econometrics, Second International Edition, out of print
Stock and Watson (2006), Introduction to Econometrics, Second Edition
Stock and Watson (2003) Introduction to Econometrics ,
By James Stock
Stock and Watson (2004)
Econometria (Brazilian Edition)
Studenmund (2011), Using Econometrics: A Practical Guide, Sixth Edition new
UK edition (2011)
Studenmund (2006), Using Econometrics: A Practical Guide, Fifth Edition
Studenmund (2001), Using Econometrics: A Practical Guide, Fourth Edition
T (toc textbook)
Tanaka, K. (1996), Time Series Analysis: Nonstationary and Noninvertible Distribution Theory
Tanizaki (2004), Computational Methods in Statistics and Econometrics,
With Google Books search
eBook version
Taylor (2007), Modelling financial time series, Second Edition updated
Teräsvirta,Tjøstheim, Granger (2010), Modelling Nonlinear Economic Time Series new ,
Turkington (2002) Matrix Calculus and Zero-One Matrices, statistical and econometric applications
Theil (1971) Principles of Econometrics, Print on demand
Tinbergen (1951) Econometrics (2006 reprint of 1951 edition)
Search with Google Books search
By Jan Tinbergen
Thomas (1997) Modern Econometrics: An introduction
Train (1993), Qualitative Choice Analysis: Theory, Econometrics, and an Application to Automobile Demand, full text Free download
Google Books version
Train (2009), Discrete Choice Methods with Simulation, second edition
Train (2003), Discrete Choice Methods with Simulation, Introductory chapter free online.
Preview in google.books.com.
eBook version
Tsay (2010), Data and programs Analysis of Financial Time Series, 3rd edition updated
e-book version
Tsay (2005), Analysis of Financial Time Series, 2nd edition out of print Data and programs
Tsay (2002), Analysis of Financial Time Series,
Tukey (1977) Exploratory Data Analysis
U (toc textbook)
Ullah (2004) , Finite Sample Econometrics
Full text for subcribers at Oxfordscholarship.com.
V (toc textbook)
Van der Vaart (2000), Asymptotic Statistics
Vazquez (2001), Econometría ii: Análisis de modelos econométricos de series temporales
Verbeek (2000), A Guide to Modern Econometrics
Verbeek (2004) A Guide to Modern Econometrics (2nd edition)
eBook version
Verbeek (2006) Econometria (Trad. di S. Pastorello) (In Italian, ISBN 978-8808-17054-5)
Verbeek (2008) A Guide to Modern Econometrics (3rd edition)
Vogelvang (2005) Econometrics, Theory and Applications with EViews
Vinod (2008), Hands-on Intermediate Econometrics using R, Templates for Extending Dozens of Practical Examples
W (toc textbook)
Wansbeek and Meijer (2000), Measurement Error and Latent Variables in Econometrics
Wang, P. (2002), Financial Econometrics, Methods and Models
Google Books version
Wang, P. (2008) Financial Econometrics, Methods and Models, 2nd edition
Entry in books.google.coom
Wei, W.S. (1990) Time Series Analysis: Univariate and Multivariate Methods
Welfe (1995) Ekonometria. Metody i ich zastosowanie out of print (2007)
Welfe (2003) Ekonometria
White (2000), Asymptotic Theory for Econometricians (2nd edition) ISBN 0127466525 Out of stock.
Winkelmann (2008) Econometric Analysis of Count Data, 5th edition
By Rainer Winkelmann
Woodward, Gray and Elliott (2011) Applied Time Series Analysis new
Wooldridge (2000) Econometrics: A Modern Approach
Wooldridge (2008), Introducción a la econometría. Un enfoque moderno
Wooldridge (2002), Econometrics: A Modern Approach, second edition
Wooldridge (2006), Econometrics: A Modern Approach, third edition
Wooldridge (2013), Econometrics: A Modern Approach, fifth edition new
Wooldridge (2009), Econometrics: A Modern Approach, fourth edition
Wooldridge (2001), Econometric Analysis of Cross Section and Panel Data
Wooldridge (2010), Econometric Analysis of Cross Section and Panel Data, second edition new
Wooldridge (2011), Solutions Manual and Supplementary Materials for Econometric Analysis of Cross Section and Panel Data, second edition new
http://mitpress.mit.edu/catalog/item/default.asp?ttype=2&tid=11228
By Jeffrey Wooldridge
Y (toc textbook)
Yaffee and McGee (2000), An Introduction to Time Series Analysis and Forecasting
Yatchew (2003), Semiparametric Regression for the Applied Econometrician
eBook version
Z (toc textbook)
Zaman (1996), Statistical Foundations for Econometric Techniques
By Asad Zaman
Zivot and Wang (2005), Modeling Financial Time Series with S-PLUS (2nd edition)
Econometriclinks.com

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