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Eric Zivot's
Eviews and Forecasting Resources

Eviews & Forecasting Turorials

Note: The turorials are in Adobe Acrobat format. If you don't have the Acrobat plug-in you can get it from the Adobe web site.

Econometric modeling and Forecasting References

Introductory Books

  • Robert Pindyck and Daniel Rubinfeld (1998): Econometric Models and Econometric Forecasts, Fourth Edition, McGraw-Hill. ISBN: 0-07-050208-0. In addition, check out A Computer Handbook Using EViews to Accompany Econometric Models and Economic Forecasts, by Hiroyuki Kawaktsu. This study guide is meant to accompany the 4th addition of Pindyck and Rubinfeld's textbook Econometric Methods and Econometric Forecasts. ISBN: 0-07-034370-5.
  • Francis Diebold (1998): Elements of Forecasting, South Western College Publishing. ISBN: 0-538-86244-0.
  • K. Holden, D.A. Peel and J.L. Thompson (1990): Economic Forecasting: An Introduction, Cambrige University Press. ISBN: 0-521-35692-X
  • Newbold and Bos (1994): Introductory Business & Economic Forecasting, Second Edition, South Western College Publishing. ISBN: 0-538-82874-9
  • Peter Tryfos (1998): Methods for Business Analysis and Forecasting: Text and Cases, John Wiley & Sons, ISBN: 0-471-12384-6.
  • Stephen DeLurgio (1998): Forecasting Principles and Applications, Irwin-McGraw-Hill. ISBN: 0-256-13433-2.
  • J. Holton Wilson and Barry Keating (1998): Business Forecasting, Third Edition, Irwin-McGraw-Hill. ISBN: 0-256-23956-8
  • C.W.J Granger (1989): Forecasting in Business and Economics, Second Edition

Advanced Books

  • Philip Hans Franses (1998): Time Series Models for Business and Economic Forecasting, Cambridge University Press.  ISBN: 0-521-58641-0.
  • Michael P. Clements and David F. Hendry (1998): Forecasting Economic Time Series, Cambridge University Press. ISBN: 0-521-63480-6.
  • C.W.J. Granger and Paul Newbold (1986): Forecasting Economic Time Series, Second Edition, Academic Press. ISBN: 0-12-295184-0.
  • Stephen Hall (ed.) (1994): Applied Economic Forecasting Techniques, Harvester-Wheatsheaf. ISBN: 0-13-302647-7.
  • Peter Brockwell and Richard Davis (1996): Introduction to Time Series and Forecasting, Springer-Verlag. ISBN: 0-387-94719-1.

Forecasting Links


  • Last updated: January 3, 2001