Applied Econometric Time Series > 3rd Edition 

Data Sets

Additional Data Sets

SAS Data Sets

The following files are included in the ZIP file

  • ARCH.sas7bdat
  • BREAK.sas7bdat
  • Coint6.sas7bdat
  • COINT_PPP.sas7bdat
  • EXRATES.sas7bdat
  • GRANGER.sas7bdat
  • INCIDENTS.sas7bdat
  • INDPROD.sas7bdat
  • LSTAR.sas7bdat
  • NYSE.sas7bdat
  • PANEL.sas7bdat
  • QUARTERLY.sas7bdat
  • RGDP.sas7bdat
  • SIM2.sas7bdat
  • SIMtar.sas7bdat
  • Ybreak.sas7bdat
  • ertest.sas7bdat

Supplementary Manual

Supplementary Manual for 3rd Edition