Statistics and Econometrics Books | Timberlake Consultants

OxMetrics

	PcGive (In Japanese) by Hendry, D.F., Doornik, J.A., and Ichikawa Hiroya Click here to find out more!
	Dynamic Econometrics by David F Hendry Click here to find out more!
	Econometric Modeling: A Likelihood Approach by David F. Hendry and Bent Nielsen Click here to find out more!
	Econometrics: Alchemy or Science? by David F. Hendry Click here to find out more!
	A Companion to Economic Forecasting (hardback) by Michael P. Clements, David F. Hendry Click here to find out more!
	A Companion to Economic Forecasting (paperback) by Michael P. Clements, David F. Hendry Click here to find out more!
	An Introduction to State Space Time Series Analysis by Jacques J.F. Commandeur and Siem Jan Koopman Click here to find out more!
	Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data by Anindya Banerjee, Juan J. Dolado, J. W. Galbraith, and David Hendry Click here to find out more!
	Forecasting Economic Time Series by Michael P. Clements, David F. Hendry Click here to find out more!
	An Introduction to OxMetrics 6 by Jurgen A. Doornik Click here to find out more!
	Forecasting Non-Stationary Economic Time Series by Michael P. Clements, David F. Hendry Click here to find out more!
	G@RCH 6 Estimating and Forecasting ARCH Models by Sébastien Laurent Click here to find out more!
	Introduction to Ox An Object-Oriented Matrix Programming Language by Jurgen A. Doornik and Marius Ooms Click here to find out more!
	Nonlinear Econometric Modeling in Time Series (hardback) by William A. Barnett, David F. Hendry, Svend Hylleberg, Timo Teräsvirta, Dag Tjøstheim, Allan Würtz Click here to find out more!
	Nonlinear Econometric Modeling in Time Series (paperback) by William A. Barnett, David F. Hendry, Svend Hylleberg, Timo Teräsvirta, Dag Tjøstheim, Allan Würtz Click here to find out more!
	PcGive 13 Volume II Modelling Dynamic Systems by Doornik, J.A. and Hendry, D.F. Click here to find out more!
	PcGive 13 Volume IV PcNaive 5 Interactive Monte Carlo Experimentation in Econometrics PcNaive 5 by Doornik, J.A. and Hendry, D.F. Click here to find out more!
	Readings of Unobserved Components Models by Andrew C. Harvey and Tommaso Proietti Click here to find out more!
	SsfPack 3.0: Statistical Algorithms for Models in State Space Form by Siem Jan Koopman, Neil Shephard, Jurgen A. Doornik Click here to find out more!
	State Space and Unobserved Component Models: Theory and Applications by Andrew Harvey, Siem Jan Koopman and Neil Shephard Click here to find out more!
	The Foundations of Econometric Analysis by David F. Hendry, Mary S. Morgan Click here to find out more!
	The Methodology and Practice of Econometrics A Festschrift in Honour of David F. Hendry (hardback) by Jennifer Castle, Neil Shephard Click here to find out more!
	Time Series Analysis by State Space Methods by James Durbin, Siem Jan Koopman Click here to find out more!
	Understanding Economic Forecasts by David F. Hendry and Neil R. Ericsson Click here to find out more!

OxMetrics

A Companion to Economic Forecasting (hardback)

A Companion to Economic Forecasting (paperback)

Nonlinear Econometric Modeling in Time Series (hardback)

Nonlinear Econometric Modeling in Time Series (paperback)

The Methodology and Practice of Econometrics A Festschrift in Honour of David F. Hendry (hardback)

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