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• Dougherty: Introduction to Econometrics 3e

• Student resources

• Data sets
  • Educational Attainment and Earnings Functions (EAEF)
  • Demand Functions (DF)
  • Consumer Expenditure Survey (CES)
  • OECD employment and GDP growth rates (OECD)
  • OECD 2000
  • School Costs (SC)
  • Labor Force Participation (LFP)
  • Educational Expenditure (EDUC)
  • National Longitudinal Survey of Youth (NLSY)
• Study guide
  • Introduction
  • Review
  • Chapter 01
  • Chapter 02
  • Chapter 03
  • Chapter 04
  • Chapter 05
  • Chapter 06
  • Chapter 07
  • Chapter 08
  • Chapter 09
  • Chapter 10
  • Chapter 11
  • Chapter 12
  • Chapter 13
  • Chapter 14
• PowerPoint slides
  • Review
  • Chapter 01
  • Chapter 02
  • Chapter 03
  • Chapter 04
  • Chapter 05
  • Chapter 06
  • Chapter 07
  • Chapter 08
  • Chapter 09
  • Chapter 10
  • Chapter 11
  • Chapter 12
  • Chapter 13
  • Chapter 14

• Lecturer resources

• Instructor's manual
  • Introduction to the Instructor's Manual
  • Review chapter
  • Chapter 01
  • Chapter 02
  • Chapter 03
  • Chapter 04
  • Chapter 05
  • Chapter 06
  • Chapter 07
  • Chapter 08
  • Chapter 09
  • Chapter 10
  • Chapter 11
  • Chapter 12
  • Chapter 13
  • Chapter 14
• Instructor's manual - PowerPoint slides
  • Review chapter
  • Chapter 01
  • Chapter 02
  • Chapter 03
  • Chapter 04
  • Chapter 05
  • Chapter 06
  • Chapter 07
  • Chapter 08
  • Chapter 09
  • Chapter 10
  • Chapter 11
  • Chapter 12
  • Chapter 13
  • Chapter 14
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Dougherty: Introduction to Econometrics 3e

Chapter 13

Stationary processes

(PPT 227 kB)

Nonstationary processes

(PPT 265 kB)

Spurious regressions

(PPT 194 kB)

Testing for nonstationarity

(PPT 424 kB)

Cointegration

(PPT 96 kB)

Fitting models with nonstationary time series

(PPT 211 kB)

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