Econometric Textbooks Links Econometrics Journal

Econometric Textbooks Links Econometrics Journal

Textbooks | Publishers & Shops

Econometric Textbook links

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

A | B | C | D | E | F | G | H | I | J | K | L | M | N | O | P | Q | R | S | T | U | V | W | Y | Z |

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: Short, but annotated list of books at Amazon.com


Abadir and Magnus (2005) Matrix Algebra, Econometric Exercises, No. 1


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

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: 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

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

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
: Google Books version

Baltagi (2009) A Companion To Econometric Analysis of Panel Data 4th ed

Baltagi (2008) Econometric Analysis of Panel Data, 4th Ed.


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
: 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), æç³»åè§£æã¨äºæ¸¬, 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) Applied Microeconometrics using Stata


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 (2000) Time Series Forecasting

Charemza and Deadman (1997) Nowa ekonometria ISBN:83-208-1068-X

Chipman (2011) Advanced Econometric Theory

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 !: 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

Dacorogna, Gençay, Müller, Olsen and Pictet (2001), An Introduction to High-Frequency Finance

Davidson (2000), Econometric Theory: By James Davidson

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: 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

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

Durbin and Koopman (2012), Time Series Analysis by State Space Models second Edition: 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
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
: 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

Greene (2011) [US], [UK] Econometric Analysis, Seventh Edition: 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

Gujarati and Porter (2010), Essentials of Econometrics, Fourth Edition

Gujarati and Porter (2009), Basic Econometric, Fifth Edition
: 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
Hill, Griffiths and Lim (2008), Principles of Econometrics, third edition: 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
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

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

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
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
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 2Âª Ed.

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

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
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 Ökonometrie 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

Seddighi, Lawler and Katos (2000), Econometrics, ISBN: 0415156459


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

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)

Studenmund (2011), Using Econometrics: A Practical Guide, Sixth Edition: 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

Teräsvirta,Tjøstheim, Granger (2010), Modelling Nonlinear Economic Time Series ,

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: 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

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

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

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

Wooldridge (2011), Solutions Manual and Supplementary Materials for Econometric Analysis of Cross Section and Panel Data, second edition: By Jeffrey Wooldridge
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

Last change in this document May 10, 2012 by Marius Ooms . Last check links November 7, 2011.