Luc Bauwens (CORE, 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 March 21, 2013).

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:
Chapter 7: ARCH examples:
Chapter 8:  Empirical applications:
Chapter 5 and 9: Money demand example: (this file has been modified on April 26, 2002)
Chapter 9: Import demand and prices example: (this file has been modified on April 26, 2002)
Appendix B, Generating random numbers: algorithms:

If you wish to get other data or programs, send an email detailing your request.

Last updated: March 25, 2013