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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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Applied Econometric Time Series, 3rd Ed.

by Walter Enders

Econometric Analysis of Panel Data, 4th Ed.

by Badi Baltagi

Introductory Econometrics for Finance, 2nd Ed.

by Chris Brooks

RATS Handbook for Introductory Econometrics for Finance

by Chris Brooks

An Introduction to State Space Time Series Analysis

by Commandeur and Koopman

Time Series Analysis by State Space Methods

by Durbin and Koopman

Time Series Analysis

by James D. Hamilton

The Cointegrated VAR Model: Methodology and Applications

by Katarina Juselius

Bayesian Econometrics

by Gary Koop

Analysis of Financial Time Series, 3rd Ed.

by Ruey Tsay

A Guide to Modern Econometrics, 3rd Ed.

by Marno Verbeek

Econometric Analysis of Cross Section and Panel Data, 2nd Ed.

by Jeffrey Wooldridge