SHAZAM Command Files and Data Sets R. Carter Hill, William E. Griffiths and Guay C. Lim, Principles of Econometrics, Third Edition, 2008, Wiley. E.R. Berndt, The Practice of Econometrics, 1990, Addison-Wesley. William Greene, Econometric Analysis, Fourth Edition, 2000, Prentice-Hall. Jeffrey M. Wooldridge, Introductory Econometrics: A Modern Approach, 2000, South-Western College Publishing.   More Data Sets Walter Enders, Applied Econometric Time Series, 1995, Wiley. William E. Griffiths, R. Carter Hill and George G. Judge, Learning and Practicing Econometrics, 1993, Wiley. Damodar N. Gujarati, Basic Econometrics, Third Edition, 1995, McGraw-Hill. George G. Judge, William E. Griffiths, R. Carter Hill, Helmut Lutkepohl and Tsoung-Chao Lee, The Theory and Practice of Econometrics, Second Edition, 1985, Wiley. George G. Judge, R. Carter Hill, William E. Griffiths, Helmut Lutkepohl and Tsoung-Chao Lee, Introduction to the Theory and Practice of Econometrics, Second Edition, 1988, Wiley. Terence C. Mills, The Econometric Modelling of Financial Time Series, 1993, Cambridge University Press. Ramu Ramanathan, Introductory Econometrics with Applications, Fourth Edition, 1998, Dryden Press.