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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
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