Manuals and Books

We distribute and publish books to assist our clients with the use of the software in our portfolio.

Contents

  Title Author
An Introduction to OxMetrics J.A. Doornik
PcGive 11 Volume I
Empirical Econometric Modelling Using
 J.A. Doornik, D. F. Hendry
PcGive 11 Volume II
Modelling Dynamic Systems		 J.A. Doornik, D. F. Hendry
PcGive 11 Volume III
Econometric Modelling 		J.A. Doornik, D.F. Hendry
PcGive 11 Volume IV
Interactive Monto Carlo Experimentation in Econometrics Using PcNaive		 J.A. Doornik, D.F. Hendry
PcGive (In Japanese) Hendry, D.F., Doornik, J.A., and Ichikawa Hiroya
Introduction to Ox: An Object-Oriented Matrix Language J.A. Doornik, Marius Ooms
Ox: An Object-Oriented Matrix Language J.A. Doornik
G@RCH 4.2
Estimating and Forecasting ARCH Models 		Sebastien Laurent, Jean-Philippe Peters
STAMP:Structural Time Series Analyser, Modeller and Predictor S.J. Koopman, A.C. Harvey, J.A. Doornik, N. Shepherd
Automatic Econometric Model Selection using PcGets D.F. Hendry , H-M Krolzig
A Short Introduction to Stata for Biostatistics (2006) Michael Hills , Bianca L De Stavola

Blackwells Publishing
  Title Author
An Introduction to Modern Bayesian Econometrics  Tony Lancaster
Practical Business Forecasting Michael K Evans
A Companion to Theoretical Econometrics Badi H.Baltagi
A Companion to Economic Forecasting Michael P. Clements, David F. Hendry
Econometric Theory James Davidson
Essential Medical Statistics (2nd Edition) Betty R. Kirkwood, Jonathan A. C. Sterne

Cambridge University Press
  Title Authors
  Analysis of Panels and Limited Dependant Variables Models Cheng Hsiao, M. Hashem Pesaran,KAjal Lahiri, Lung Fei Lee
Applied Longitudinal Data Analysis for Epidemiology Jos W. R. Twisk
Econometric Foundations Ron C. Mittelhammer, George G Judge, Douglas
Epidemiology Studies (2nd Edition) Alan J. Silman, Gary J. Macfarlane
Essays in Econometrics Clive W. J. Granger
Forecasting Economic Time Series Micheal Clements, David Henry
Forecasting, Structural Time Series Models and the Kalman Filter Andrew C. Harvey
Nonlinear Econometric Modeling in Time Series William A Barnett, David F. Hendry, Svend Hylleberg, Timo Terasvirta, Dag Tjostheim, Allan Wurtz
Probability Theory and Statistical Inference Aris Spanos
Regression Analysis of Count Data A Coliin Cameron, Pravin K. Trivedi
State Space and Unobserved Component Models: Theory and Applications Andrew Harvey, Siem Jan Koopman and Neil Shephard
Statistical Modeling for Biomedical Researchers William D. Dupont
The Econometric Modelling of Financial Times Series (2nd Edition) Terence C. Mills
The Economics of Exchange Rates Lucio Sarno, Mart P. Taylor,
The Foundations of Econometric Analysis David F. Hendry, Mary S. Morgan
Unit Roots, Cointegration and Structural Change G. S. Maddala, In-Moo Kim

Chapman & Hall/CRC
  Title Author
A Handbook of Statistical Analyses Using Stata (4rd Edition) Sophia Rabe-Hesketh, Brian Everitt
Generalized Latent Variable Modeling: Multilevel, Longitudinal, and Structural Equation Models Anders Skrondal and Sophia Rabe-Hesketh
Linear Mixed Models: A Practical Guide Using Statistical Software Brady T. West, Kathleen B. Welch, Andrzej T. Galecki

International Thompson
  Title Author
Data Analysis Social Scientists Lawrence Hamilton
Principles Biostatistics (2nd Edition) Marcello Pagano, Kimberlee Gauvreau
Simulation Modelling Using @ Risk Wayne L.Winston
Statistics with Stata (Updated for Version 9) Lawrence Hamilton

John Wiley
  Title Author
A Course in Time Series Analysis
 Daniel Peña, George C. Tiao, Ruey S. Tsay
Analysis of Health Survey Edward L. Korn, Barry I. Graubard
Analysis of Financial Time Series 2nd Edition Ruey S. Tsay
Applied Econometric Times Series (2nd Edition) Walters Enders
Applied Logistics Regressiojn (2nd Edition) David W. Hosmer, Jr Stanley Lemeshow
Applied Time Series Modelling and Forecasting Richard Harris, Robert Sollis
Applied Mixed Models in Medicine 2nd Edition Helen Brown, Robin Prescott
Applied Survival Analysis: Regression Modeling of Time to Event Data David W. Hosmer, Jr Stanley Lemeshow
Applied Regression Analysis (3rd Edition) Norman R. Draper, Harry Smith
Computing Skills for Economists Guy Judge
Developments in Forecast Combination and Portfolio Choice Christian L. Dunis (Editor), Allan Timmermann (Editor), John E. Moody (Editor)
Dictionary for Clinical Trials(2nd Edition) Simon Day
Econometric Analysis of Panel Data (3rd Edition) Badi H. Baltagi
Generalized Linear and Mixed Models Charles E. McCullouch, Shayle R. Searle
Market Models: A Guide to Financial Data Analysis Carol Alexander
Medical Statistics: A Commonsense Approach (3rd Edition) Micheal J Campbell, David Machin
Methods for Meta-Analysis in Medical Research Alexandra J Sutton, Keith R. Abrams, David R Jones, Trevor A Sheldon, Fujian Song
RATS: Handbook for Econometric Time Series Walter Enders
Sampling of Populations: Methods and Applications Paul S. Levy, Stanley Lemeshow
Undergraduate Econometrics Using EViews (2nd Edition) R.Carter Hill, William E Griffins, George G. Judge

McGraw-Hill
  Title Author
Econometric Models Econmetric Forecasts (4th Edition) Robert S. Pindyck , Daniel L. Rubinfeld

MIT Press
  Title Author
Forecasting Non-Statinonary Time Series Micheal P. Clements, David F. Hendry
Understanding Economic Forecast David F. Hendry, Neil R. Ericsson

Oxford University Press
  Title Author
Arch: Selected Readings Robert F. Engle
An Introduction to Medical Statistics Martin Bland
Cointegration, Causality and Forecasting  Robert F. Engle, Halbert White
Dynamic Econometrics David F. Hendry
Econometrics: Alchemy or Science? David F. Hendry
Likelihood-Based Inference in Cointegrated Vector Autoregressive Models Soren Johansen
Making Sense of Data J. H. Abramson, Z.H. Abramson
Panel Data Econometrics Manuel Arellano
Statistical Methods in Cancer Research Volume I: The Analysis of Case-Control Studies N. E. Breslow, N.E Day
Statistical Models in Epidemiology David Clayton, Micheal Hills
Time Series Analysis by State Space Methods James Durbin, Siem Jan Koopman
Workbook on Cointegration Peter Reinhard Hansen, Soren Johansen

Palgrave Macmillan

  Title Author
Palgrave Handbook of Econometrics Volume 1 Econometric Theory Terence C. Mills and Kerry Patterson foreword by Sir Clive Granger

Prentice Hall

  Title Author
Econometrics Analysis (5th Edition) William H. Greene

Princeton University Press

  Title Author
Econometric Modeling: A Likelihood Approach David F. Henry, Brent Neilsen

Stata Press

  Title Author
An Introduction to Survivial Analysis Using Stata (Revised Edition) Mario Cleves, William W. Gould, Roberto Gutierrez
Generalized Linear Models and Extensions, 2nd Edition James Hardin, Joseph Hilbe
Introduction to Stata Multimedia CD Bill Rising
Maximum Likelihood Estimation with Stata (3rd Edition) William Gould, Jeffery Pitblado, William Sribney
Regression Models for Categorical Dependent Variables Using Stata (2nd Edition) J. Scott, Jeremy Freese
A Visual Guide to Stata Graphics Michael Mitchell
Data Analysis Using Stata Ulrich Kohler and Frauke Kreuter
A Gentle Intoduction to Stata Alan C. Acock
Multilevel and Longitudinal Modeling Using Stata Sophia Rabe-Hesketh and Anders Skrondal
Svend Juul
Thirty-three Stata Tips edited by H. Joseph Newton and N. J. Cox
An Introduction to Modern Econometrics Using Stata
 Christopher F. Baum,
A Stata Companion to Political Analysis Philip H. Pollock III
  Note: Other books with Stata