This site is designed for readers of the fourth edition of Applied Econometric Time Series. You can download the data sets as *.XLS, EViews or SAS files. You can also download the Supplementary Manual, two variants of the Programming Manual, Powerpoint slides, and some of my working papers.
NOTE: Student manuals for RATS and EViews users can be downloaded here. For obvious reasons I cannot provide the Instructors' Manual to students. Instructors manuals are available from Wiley.
Data and materials for earlier editions of the text can be found on my other website:
I officially retired from the university on Sept. 1, 2015.