by
Luc Bauwens (CORE and Department of Economics, Université catholique de Louvain)
Michel Lubrano (Centre National de la Recherche Scientifique and GREQAM, Marseille), and
Jean-François Richard (Department of Economics, University of Pittsburgh)
published by Oxford University Press, in the series Advanced Texts in Econometrics.
Link to Oxford University Press for description, table of contents, and ordering the book!
You can download a pdf file containing CORRECTIONS (version of Ocotber 21, 2005).
You can download part of the DATA and PROGRAMS used in the book:
Chapter 5: see below, Money demand example of Chapter 9
Chapter 7: CDA example: Ch7CDA.zip <---------------------
NEW
Chapter 7: ARCH examples: Ch7ARCH.zip (this
file has been modified on July 24, 2004)
Chapter 8: Empirical applications: Ch8.zip
Chapter 5 and 9: Money demand example: Ch9Money.zip (this file has been modified on April 26, 2002)
Chapter 9: Import demand and prices example: Ch9Imports.zip (this file has been modified on April 26, 2002)
Appendix B, Generating random numbers: algorithms: AppendixB.zip
If you wish to get other data or programs, send an email detailing your request.
Last updated: October 21, 2005