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Econometrics Textbooks

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Estima is pleased to be able to distribute selected Econometrics textbooks that we believe will be particularly useful for users of our RATS and CATS software.

Please click on the links at right for more details on each book.

You can order via the on-line ordering system on our Web site, or by phone, fax, mail, or e-mail. See placing orders for additional information. Please contact Estima if you have any questions. Note that there are no shipping charges for orders shipped via UPS Ground anywhere in the US. Additional charges apply for shipping outside the US, or for faster shipping in the US.

We are also pleased to offer Walter Enders new "e-book", entitled RATS Programming Manual, which is available for downloading free of charge from our website. See the Programming Manual page for details.

We've written RATS example programs for the worked examples from many of these textbooks. See Textbook Examples for links.


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This file was last modified on 03/06/08


Right-side stuff (only some pages)

Applied Econometric Time Series, 2nd Ed.

by Walter Enders

The RATS Handbook for Applied Econometrics Time Series

by Walter Enders

Introductory Econometrics for Finance

by Chris Brooks

The Econometrics of Financial Markets

by Campbell, Lo and MacKinlay

Time Series Analysis by State Space Methods

by Durbin and Koopman

Time Series Analysis

by James D. Hamilton

Econometrics

by Fumio Hayashi

The Cointegrated VAR Model: Methodology and Applications

by Katarina Juselius

Analysis of Financial Time Series

by Ruey Tsay

A Guide to Modern Econometrics

by Marno Verbeek

Econometric Analysis of Cross Section and Panel Data

by Jeffrey Wooldridge