Posted by: MN_Nepali April 15, 2008
econometrics gurus
Login in to Rate this Post:     0       ?        
for time series analysis go for
Elements of Forecasting
by Francis X. Diebold (Author)

For general econometrics go for:
Basic Econometrics
by Damodar Gujarati (Author)

Time series go for E-views as both of the above authors use the same. Gujrati used to use something else in older editions, but market is with E-views so he had to change as well.

Gauss is great for advanced research. We used it to construct Gini-coefficient. SAS is expensive if you want to buy baseSAS + SAS stat + Forcast studio. Forget it.






Read Full Discussion Thread for this article