Books on Econometrics

General texts

• Lee C. Adkins, R. Carter Hill (2011) Using Stata for Principles of Econometrics
• Gordon Antelman (1997) Elementary Bayesian Statistics
• Orley Ashenfelter, Phillip B. Levine, David J. Zimmerman (2006) Statistics and Econometrics: Methods and Applications
• O. Ashenfelter (2003) Statistics and Econometrics: Methods and Applications +D3
• Richard Ashley (2012) Fundamentals of Applied Econometrics
• Dimitrios Asteriou, Stephen Hall (2007) Applied Econometrics: A Modern Approach Using Eviews and Microfit
• Prof. Badi Baltagi (2008) Econometric Analysis of Panel Data
• Prof. Badi Baltagi (2009) A Companion to Econometric Analysis of Panel Data
• Prof. Badi Baltagi (2009) Econometric Analysis of Panel Data: AND A Companion to Econometric Analysis of Panel Data
• Humberto Barreto, Frank Howland (2005) Introductory Econometrics: Using Monte Carlo Simulation with Microsoft Excel
• Ernst R. Berndt (1996) The Practice of Econometrics
• Samuel Cameron (2005) Econometrics
• A. Colin Cameron, Pravin K. Trivedi (2005) Microeconometrics: Methods and Applications
• Michael P. Clements, David F. Hendry (Eds.) (2004) A Companion to Economic Forecasting (Blackwell Companions to Contemporary Economics)
• Dean Corbae, Maxwell B. Stinchcombe, Juraj Zeman (2009) An Introduction to Mathematical Analysis for Economic Theory and Econometrics
• D. R. Cox (2006) Principles of Statistical Inference
• Kevin M. Currier (2000) Comparative Statics analysis in Economics
• Russell Davidson (2009) Econometric Theory and Methods: International Edition
• David P. Doane, Lori E. Seward (2008) Applied Statistics in Business and Economics
• John Eatwell, Murray Milgate, Peter Newman (Eds.) (1990) Time Series and Statistics
• Walter Enders (2009) Applied Econometric Times Series (Wiley Series in Probability and Statistics)
• Brian Everitt (2006) The Cambridge Dictionary of Statistics
• Philip Hans Franses (2002) A Concise Introduction to Econometrics: An Intuitive Guide
• Philip Hans Franses, Richard Paap (2001) Quantitative Models in Marketing Research
• Harold O. Fried, C. A. Knox Lovell, Shelton S. Schmidt (Eds.) (2008) The Measurement of Productive Efficiency and Productivity Change
• Anthony Garratt, Kevin Lee, M.Hashem Pesaran, Yongcheol Shin (2006) Global and National Macroeconometric Modelling: A Long-Run Structural Approach
• David Graf, Olive D. Church, Thomas Duff (1989) Business in an Information Economy
• Clive W. J. Granger (2001) Essays in Econometrics, Vol.1
• Clive W. J. Granger (2001) Essays in Econometrics, Vol.2
• William H. Greene (2008) Econometric Analysis
• William E. Griffiths, R. Carter Hill, George G. Judge (1993) Learning and Practicing Econometrics
• William E. Griffiths, R. Carter Hill, Guay C. Lim (2008) Using EViews for Principles of Econometrics: WITH e-Views Computing Handbook
• William E. Griffiths, R. Carter Hill, Mark Andrew Lim (2011) Using EViews for Principles of Econometrics
• Gujarati (2002) Basic Econometrics with Software Disk Package
• Damodar Gujarati (2005) Essentials of Econometrics
• Damodar N. Gujarati (2009) Basic Econometrics
• Gujarati (2002) Student Solutions Manual to accompany Basic Econometrics
• Damodar N. Gujarati (2005) Student Solutions Manual to accompany Essentials of Econometrics
• Dennis Halcoussis (2004) Understanding Econometrics
• Christiaan Heij, Paul de Boer, Philip Hans Franses, Teun Kloek, Herman K. van Dijk (2004) Econometric Methods with Applications in Business and Economics
• R. Carter Hill, William E. Griffiths, Mark Andrew Lim (2011) Principles of Econometrics
• R. Carter Hill, William Griffiths, George Judge (2000) Undergraduate Econometrics
• R. Carter Hill, William E. Griffiths, Guay C. Lim (2008) Principles of Econometrics
• Johnston/Dinard (1997) Econometric Methods
• Jack Johnston (1997) Econometric Methods -ISE
• George G. Judge, R. Carter Hill, William E. Griffiths (1988) Introduction to the Theory and Practice of Econometrics
• Peter Kennedy (2008) A Guide to Econometrics
• Professor Gary Koop (2007) Introduction to Econometrics
• Professor Gary Koop (2009) Analysis of Economic Data
• Gary Koop (2003) Bayesian Econometrics
• Gary Koop, Dale J. Poirier, Justin L. Tobias (2007) Bayesian Econometric Methods
• Cheung F. Lee, John C. Lee, Alice C. Lee (1999) Statistics for Business and Financial Economics
• G. S. Maddala, Kajal Lahiri (2009) Introduction to Econometrics
• Thad W. Mirer (1994) Economic, Statistics and Econometrics
• Ron C. Mittelhammer, George G. Judge, Douglas J. Miller (2000) Econometric Foundations Pack with CD-ROM
• Christian Gourieroux;Alain Monfort (1995) Statistics and Econometric Models: General Concepts, Estimation, Prediction and Algorithms v. 1
• Kairat T. Mynbaev (2011) Short-Memory Linear Processes and Econometric Applications
• Kerry Patterson (2000) An Introduction to Applied Econometrics
• Kerry Patterson, T.C. Mills (Eds.) (2006) Palgrave Handbook of Econometrics: Econometric Theory v. 1
• Franco Peracchi (2000) Econometrics
• Robert Pindyck (2000) Econometric Models & Economic Forecasts w/disk - ISE
• Ramu Ramanathan (2001) Introductory Econometrics with Applications
• Paul A. Ruud (2000) An Introduction to Classical Econometric Theory
• Dominick Salvatore, Derrick Reagle (2011) Schaum's Outline of Statistics and Econometrics, Second Edition (Schaum's Outline Series)
• Hamid R. Seddighi, Kevin A. Lawler, Anastasios V. Katos (2000) Econometrics
• Aris Spanos (1986) Statistical Foundations of Econometric Modelling
• Jan Stewart, Len Gill (1998) Econometrics
• Kenneth Stewart (2005) Introduction to Applied Econometrics (with CD-ROM)
• James H. Stock, Mark W. Watson (2007) Introduction to Econometrics: Brief Edition (Addison-Wesley Series in Economics)
• James H. Stock, Mark W. Watson (2006) Introduction to Econometrics
• James H Stock, Mark Watson (2011) Introduction to Econometrics
• Leighton Thomas (2004) Using Statistics in Economics
• Leighton Thomas (1997) Modern Econometrics
• Marno Verbeek (2008) A Guide to Modern Econometrics
• Dr Marno Verbeek (2012) A Guide to Modern Econometrics
• Ben Vogelvang (2004) Econometrics: Theory and Applications with E-Views
• Jeffrey Wooldridge (2008) Introductory Econometrics: A Modern Approach with Access Code
• Jeffrey Wooldridge (2009) Introductory Econometrics

Books on Specific topics

• Vivek Ajmani (2009) Applied Econometrics Using the SAS System
• Joshua D. Angrist, Jorn-Steffen Pischke (2009) Mostly Harmless Econometrics: An Empiricist's Companion
• Hideaki Aoyama, Yoshi Fujiwara, Yuichi Ikeda, Hiroshi Iyetomi, Wataru Souma (2011) Econophysics and Companies: Statistical Life and Death in Complex Business Networks
• Badi H. Baltagi (2005) Econometric Analysis of Panel Data
• Badi H. Baltagi (2003) A Companion to Theoretical Econometrics
• Terry Barker, William Peterson (Eds.) (1988) The Cambridge Multisectoral Dynamic Model (Cambridge Studies in Applied Econometrics)
• Christopher F. Baum (2006) An Introduction to Modern Econometrics Using Stata
• Albert Rex Bergstrom, Khalid Ben Nowman (2007) A Continuous Time Econometric Model of the United Kingdom with Stochastic Trends
• Alok Bhargava (2007) Econometrics, Statistics and Computational Approaches in Food and Health Sciences
• George E. P. Box, Gwilym M. Jenkins, Gregory C. Reinsel (2008) Time Series Analysis: Forecasting and Control (Wiley Series in Probability and Statistics)
• Simon Burke, John Hunter (2003) Modelling Non-Stationary Economic Time Series
• A. Colin Cameron (1998) Regression Analysis of Count Data
• John Y. Campbell, Andrew W. Lo, A. Craig MacKinlay (1996) The Econometrics of Financial Markets
• Michael Clements (1998) Forecasting Economic Time Series
• Michael Clements, David Hendry (2002) A Companion to Economic Forecasting
• James Davidson (1994) Stochastic Limit Theory
• Stephen J. DeCanio (2003) Economic Models of Climate Change: A Critique
• Francis X. Diebold (2007) Elements of Forecasting: With InfoTrac
• Christopher Dougherty (2011) Introduction to Econometrics
• Jacques Drèze (1991) Underemployment Equilibria: Essays in Theory, Econometrics and Policy
• G. Duru, J. H. P. Paelinck (Eds.) (1990) Econometrics of Health Care: Selected papers from the Fourth International Conference on System Science in Health Care
• Walter Enders (1996) RATS: Handbook for Econometric Time Series, RATS Handbook
• Walter Enders (2003) Applied Econometric Time Series
• Michael Evans (2002) Practical Business Forecasting
• Philip Hans Franses, Richard Paap (2010) Quantitative Models in Marketing Research
• Philip Hans Franses (2002) Time Series Models for Business and Economic Forecasting
• Edward W. Frees (2004) Longitudinal and Panel Data: Analysis and Applications in the Social Sciences
• Sakiko Fukuda-Parr, A. K. Shiva Kumar (2005) Readings In Human Development: Concepts, Measures And Policies For A Development Paradigm
• Philippe Le Gall (2006) A History of Econometrics in France: From Nature to Models: 1
• Joris Ghysels (2004) Work, Family and Childcare: An Empirical Analysis of European Households
• L. G. Godfrey (1991) Misspecification Tests in Econometrics
• Christian Gourieroux (1997) Time Series and Dynamic Models
• Christian Gourieroux (2000) Econometrics of Qualitative Dependent Variables
• Christian Gourieroux, Joann Jasiak (2001) Financial Econometrics: Problems, Models and Methods (Princeton Series in Finance)
• Christian Gourieroux, Joann Jasiak (2007) The Econometrics of Individual Risk: Credit, Insurance, and Marketing
• Clive Granger (1999) Empirical Modeling in Economics
• William H Greene (2011) Econometric Analysis
• Alfred Greiner, Willi Semmler, Gang Gong (2005) The Forces of Economic Growth: A Time Series Perspective
• Geoffrey Grimmett, David Stirzaker (2001) Probability and Random Processes
• Harris (1995) Cointegration Econometric Analysis
• Richard Harris, Robert Sollis (2003) Applied Time Series Modelling and Forecasting
• Harvey (1990) The Econometric Analysis of Time Series
• David F. Hendry (2000) Econometrics: Alchemy or Science?
• David F. Hendry (1997) The Foundations of Econometric Analysis
• R. Carter Hill, William E. Griffiths, George G. Judge (2000) Using Excel For Undergraduate Econometrics
• R. Carter Hill, William E. Griffiths, George G. Judge (2000) Using EViews For Undergraduate Econometrics
• Ken Holden (1991) Economic Forecasting
• Cheng Hsiao (2003) Analysis of Panel Data
• Johnnie E. V. Johnson, Alistair Bruce (2007) Decisions, Risk and Reward
• Andrew Jones (2007) Applied Econometrics for Health Economists: A Practical Guide
• A.P. Kirman, Louis-Andre Gerard-Varet (Eds.) (1999) Economics Beyond the Millennium (ASSET)
• Judy L. Klein (2005) Statistical Visions in Time: A History of Time Series Analysis, 1662-1938
• Roger Koenker (2005) Quantile Regression (Econometric Society Monographs)
• K. L. Krishna (1999) Econometric Applications in India
• Subal C. Kumbhakar, C. A. Knox Lovell (2003) Stochastic Frontier Analysis
• Tony Lancaster (1992) The Econometric Analysis of Transition Data
• Tony Lancaster (2004) An Introduction to Modern Bayesian Econometrics
• Kuan-Pin Lin (2001) Computational Econometrics: GAUSS Programming for Econometricians and Financial Analysts
• Angus Maddison (2007) Contours of the World Economy 1-2030 AD: Essays in Macro-economic History
• R.C.O. Matthews, C.H. Feinstein, J. Odling-Smee (1982) British Economic Growth, 1856-1973: The Post-War Period in Historical Perspective (Studies of Economic Growth in Industrialized Countries)
• Michael McAlfer (2003) Contributions to Financial Econometrics
• Brian McCall, John McCall (2007) Economics of Search: v. 1 (Routledge Advances in Experimental & Computable Economics)
• Terence Mills (1991) Time Series Techniques for Economists
• Terence C. Mills, Raphael N. Markellos (2008) The Econometric Modelling of Financial Time Series
• Terence C. Mills (2003) Modelling Trends and Cycles in Economic Time Series
• Mary Morgan, Frank den Butter (2000) Empirical Models and Policy Making
• Mary S. Morgan (1991) The History of Econometric Ideas
• Chandan Mukherjee, Joseph Chai, Sukhan Jackson, Ho (1997) Econometrics and Data Analysis for Developing Countries
• Marc Nerlove (1991) Issues in Contemporary Economics: Macroeconomics and Econometrics v. 2 (International Economic Association)
• Kerry Patterson (2003) Unit Roots in Economic Time Series
• Carine Peeters, Bruno Van Pottelsberghe De La Potterie (Eds.) (2005) Economic and Management Perspectives on Intellectual Property Rights (Applied Econometrics Association)
• Robert Plasman, Francois Rycx, Daniele Meulders (Eds.) (2004) Minimum Wages, Low Pay and Unemployment
• Jan Podivnsky (2003) Modelling Volatility
• Duo Qin (1997) Formation of Econometrics
• B. Bhaskara Rao (1994) Cointegration for the Applied Economist
• Sofer (2004) Human Capital Over the Life Cycle: A European Perspective
• Bernt P. Stigum (2003) Econometrics and the Philosophy of Economics: Theory-Data Confrontations in Economics
• Sir Richard Stone, W. Peterson (1978) Econometric Contributions to Public Policy (International Economic Association)
• A.H. Studenmund (2010) Using Econometrics: A Practical Guide
• Darrell A. Turkington (2005) Matrix Calculus and Zero-One Matrices: Statistical and Econometric Applications
• Danny Unger (1998) Building Social Capital in Thailand
• Peijie Wang (2002) Financial Econometrics
• Peijie Wang (2008) Financial Econometrics
• L. Alan Winters, David Sapsford (Eds.) (1990) Primary Commodity Prices: Economic Models and Policy
• Jeffrey Wooldridge (2002) Econometric Analysis of Cross Section and Panel Data

General texts

Using Stata for Principles of Econometrics

Elementary Bayesian Statistics

Statistics and Econometrics: Methods and Applications

Statistics and Econometrics: Methods and Applications +D3

Fundamentals of Applied Econometrics

Applied Econometrics: A Modern Approach Using Eviews and Microfit

Econometric Analysis of Panel Data

A Companion to Econometric Analysis of Panel Data

Econometric Analysis of Panel Data: AND A Companion to Econometric Analysis of Panel Data

Introductory Econometrics: Using Monte Carlo Simulation with Microsoft Excel

The Practice of Econometrics

Econometrics

Microeconometrics: Methods and Applications

A Companion to Economic Forecasting (Blackwell Companions to Contemporary Economics)

An Introduction to Mathematical Analysis for Economic Theory and Econometrics

Principles of Statistical Inference

Comparative Statics analysis in Economics

Econometric Theory and Methods: International Edition

Applied Statistics in Business and Economics

Time Series and Statistics

Applied Econometric Times Series (Wiley Series in Probability and Statistics)

The Cambridge Dictionary of Statistics

A Concise Introduction to Econometrics: An Intuitive Guide

Quantitative Models in Marketing Research

The Measurement of Productive Efficiency and Productivity Change

Global and National Macroeconometric Modelling: A Long-Run Structural Approach

Business in an Information Economy

Essays in Econometrics, Vol.1

Essays in Econometrics, Vol.2

Econometric Analysis

Learning and Practicing Econometrics

Using EViews for Principles of Econometrics: WITH e-Views Computing Handbook

Using EViews for Principles of Econometrics

Basic Econometrics with Software Disk Package

Essentials of Econometrics

Basic Econometrics

Student Solutions Manual to accompany Basic Econometrics

Student Solutions Manual to accompany Essentials of Econometrics

Understanding Econometrics

Econometric Methods with Applications in Business and Economics

Principles of Econometrics

Undergraduate Econometrics

Principles of Econometrics

Econometric Methods

Econometric Methods -ISE

Introduction to the Theory and Practice of Econometrics

A Guide to Econometrics

Introduction to Econometrics

Analysis of Economic Data

Bayesian Econometrics

Bayesian Econometric Methods

Statistics for Business and Financial Economics

Introduction to Econometrics

Economic, Statistics and Econometrics

Econometric Foundations Pack with CD-ROM

Statistics and Econometric Models: General Concepts, Estimation, Prediction and Algorithms v. 1

Short-Memory Linear Processes and Econometric Applications

An Introduction to Applied Econometrics

Palgrave Handbook of Econometrics: Econometric Theory v. 1

Econometrics

Econometric Models & Economic Forecasts w/disk - ISE

Introductory Econometrics with Applications

An Introduction to Classical Econometric Theory

Schaum's Outline of Statistics and Econometrics, Second Edition (Schaum's Outline Series)

Econometrics

Statistical Foundations of Econometric Modelling

Econometrics

Introduction to Applied Econometrics (with CD-ROM)

Introduction to Econometrics: Brief Edition (Addison-Wesley Series in Economics)

Introduction to Econometrics

Introduction to Econometrics

Using Statistics in Economics

Modern Econometrics

A Guide to Modern Econometrics

A Guide to Modern Econometrics

Econometrics: Theory and Applications with E-Views

Introductory Econometrics: A Modern Approach with Access Code

Introductory Econometrics

Books on Specific topics

Applied Econometrics Using the SAS System

Mostly Harmless Econometrics: An Empiricist's Companion

Econophysics and Companies: Statistical Life and Death in Complex Business Networks

Econometric Analysis of Panel Data

A Companion to Theoretical Econometrics

The Cambridge Multisectoral Dynamic Model (Cambridge Studies in Applied Econometrics)

An Introduction to Modern Econometrics Using Stata

A Continuous Time Econometric Model of the United Kingdom with Stochastic Trends

Econometrics, Statistics and Computational Approaches in Food and Health Sciences

Time Series Analysis: Forecasting and Control (Wiley Series in Probability and Statistics)

Modelling Non-Stationary Economic Time Series

Regression Analysis of Count Data

The Econometrics of Financial Markets

Forecasting Economic Time Series

A Companion to Economic Forecasting

Stochastic Limit Theory

Economic Models of Climate Change: A Critique

Elements of Forecasting: With InfoTrac

Introduction to Econometrics

Underemployment Equilibria: Essays in Theory, Econometrics and Policy

Econometrics of Health Care: Selected papers from the Fourth International Conference on System Science in Health Care

RATS: Handbook for Econometric Time Series, RATS Handbook

Applied Econometric Time Series

Practical Business Forecasting

Quantitative Models in Marketing Research

Time Series Models for Business and Economic Forecasting

Longitudinal and Panel Data: Analysis and Applications in the Social Sciences

Readings In Human Development: Concepts, Measures And Policies For A Development Paradigm

A History of Econometrics in France: From Nature to Models: 1

Work, Family and Childcare: An Empirical Analysis of European Households

Misspecification Tests in Econometrics

Time Series and Dynamic Models

Econometrics of Qualitative Dependent Variables

Financial Econometrics: Problems, Models and Methods (Princeton Series in Finance)

The Econometrics of Individual Risk: Credit, Insurance, and Marketing

Empirical Modeling in Economics

Econometric Analysis

The Forces of Economic Growth: A Time Series Perspective

Probability and Random Processes

Cointegration Econometric Analysis

Applied Time Series Modelling and Forecasting

The Econometric Analysis of Time Series

Econometrics: Alchemy or Science?

The Foundations of Econometric Analysis

Using Excel For Undergraduate Econometrics

Using EViews For Undergraduate Econometrics

Economic Forecasting

Analysis of Panel Data

Decisions, Risk and Reward

Applied Econometrics for Health Economists: A Practical Guide

Economics Beyond the Millennium (ASSET)

Statistical Visions in Time: A History of Time Series Analysis, 1662-1938

Quantile Regression (Econometric Society Monographs)

Econometric Applications in India

Stochastic Frontier Analysis

The Econometric Analysis of Transition Data

An Introduction to Modern Bayesian Econometrics

Computational Econometrics: GAUSS Programming for Econometricians and Financial Analysts

Contours of the World Economy 1-2030 AD: Essays in Macro-economic History

British Economic Growth, 1856-1973: The Post-War Period in Historical Perspective (Studies of Economic Growth in Industrialized Countries)

Contributions to Financial Econometrics

Economics of Search: v. 1 (Routledge Advances in Experimental & Computable Economics)

Time Series Techniques for Economists

The Econometric Modelling of Financial Time Series

Modelling Trends and Cycles in Economic Time Series

Empirical Models and Policy Making

The History of Econometric Ideas

Econometrics and Data Analysis for Developing Countries

Issues in Contemporary Economics: Macroeconomics and Econometrics v. 2 (International Economic Association)

Unit Roots in Economic Time Series

Economic and Management Perspectives on Intellectual Property Rights (Applied Econometrics Association)

Minimum Wages, Low Pay and Unemployment

Modelling Volatility

Formation of Econometrics

Cointegration for the Applied Economist

Human Capital Over the Life Cycle: A European Perspective

Econometrics and the Philosophy of Economics: Theory-Data Confrontations in Economics

Econometric Contributions to Public Policy (International Economic Association)

Using Econometrics: A Practical Guide

Matrix Calculus and Zero-One Matrices: Statistical and Econometric Applications

Building Social Capital in Thailand

Financial Econometrics

Financial Econometrics

Primary Commodity Prices: Economic Models and Policy

Econometric Analysis of Cross Section and Panel Data