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Applied Econometrics using MATLAB, by James P. LeSage -348 pages-
Econometrics by Bruce E. Hansen -355 pages-
Spatial Econometrics by James P. LeSage -284 pages-
Econometrics IV by Sepán Jurajda -132 pages-
What is Econometrics by Bryan W. Brown -46 pages-
Lecture notes on Econometrics by Daniel McFadden on his Personal Homepage
Applied Econometrics by Roger Perman -Course Webpage I-
Dealing with Structural Breaks by P. Perron -92 pages-
Unit Roots, Structural Breaks and Trends by J. Stock -103 pages-
Time Series Analysis
Vector Autoregressive Models (VAR)
Vector Autoregressions and Cointegration by M. Watson -73 pages-
Vector Autoregressions by J. Stock and M. Watson -31 pages-
VAR Lecture Notes by M. Watson -10 pages-
Notes on Structural VAR Modeling by E. Zivot -18 pages-
Cointegration Analysis
Cointegration by J. Dolado, J. Gonzalo and F. Marmol -27 pages-
Time Series Analysis, Cointegration and Applications by C. Granger -7 pages-
Explaining Cointegration Analysis: Part II, by D. Hendry and K. Juselius -34 pages-
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