Applied Econometric Time Series > 2nd Edition

Data Sets

• ARCH.XLS
• BREAK.XLS
• INDPRO_60.XLS
• INT_RATES.XLS
• LSTAR.XLS
• MONEY_DEM.XLS
• NYSE.XLS
• PANEL.XLS
• QUARTERLY.XLS
• REAL.XLS
• SIM_2.XLS
• COINT6.PRN

Programs for E-View Users

Students can obtain work files containing the variables for the exercises here. 
Student Files

Instructors adopting the text can obtain complete answers by sending me a request on their department’s letterhead.