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Worksheets and Projects in Econometrics

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[Econometric theory: texts and exercises]
D. S. G. Pollock, Queen Mary College, University of London
 This is the home page for an intermediate econometrics course, containing two complete course texts, downloadable as a series of PDF chapters. One of these is "A Course of Econometrics", consisting of seventeen chapters from "Elementary Regression Analysis" to "Multivariate Autoregressive Moving-Average Models". The other is "Topics in Econometric Theory," a set of 27 brief lecture handouts. There is also a set of detailed worksheets.

RATS procedure and example files
Prof. James Hamilton, University of California at San Diego
 Software company Estima hosts example downloadable RATS files enabling replication of the examples used in many textbooks, including James Hamilton's 'Time Series Analysis', Brockwell and Davis' 'Introduction to Time Series and Forecasting', Greene's 'Econometric Analysis', Gujarati's 'Basic Econometrics' and Stock and Watson's 'Introduction to Econometrics'.

This page was last updated Tue Mar 30 14:32:43 BST 2010