10/07/13

EC3062 | University of Leicester

EC3062 (Semester One 2013-14)

Econometrics III: Time Series

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11 items

Core Reading (1 items)

Introduction to econometrics - Dougherty, Christopher, c2011 Book | Essential | There is no single best textbook. The best book for you will depend on your taste and your background. Most of the books on this list cover similar material with each having particular strengths. I suggest that you consult as many of them as possible if you are having problems with a particular idea.

Excellent Alternatives (10 items)

Applied econometrics - Asteriou, Dimitrios, Hall, Stephen G., 2011 Book | Background Applied econometric techniques - Cuthbertson, Keith, Taylor, Mark P., Hall, S. G., 1992 Book | Background An introduction to applied econometrics: a time series approach - Patterson, K. D., 2000 Book | Background Introductory econometrics for finance - Brooks, Chris, 2008 Book | Background Econometrics by example - Gujarati, Damodar N., 2011 Book | Background

Good for the Basics (2 items)

Introduction to econometrics - Stock, James H., Watson, Mark W., c2012 Book | Background Basic econometrics - Gujarati, Damodar N., 2009 Book | Background

Alternative and Background Texts (3 items)

Applied econometric time series - Enders, Walter, 2004 Book | Background New directions in econometric practice: general to specific modelling, cointegration and vector autoregression - Charemza, Wojciech, Deadman, Derek, 1997 Book | Background

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EC3062 | University of Leicester

Using Cointegration Analysis in Econometric Modelling 2e (Paper) - Michael Harris, 2001 Book | Background

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