Empirical economic and financial research: theory, methods and practice
Handbook of Financial Econometrics and Statistics by 
Analyzing Financial Data and Implementing Financial Models Using R by 
Advanced Time Series Data Analysis: Forecasting using EViews by 
Essentials of Time Series for Financial Applications by Real-life data and examples developed with EViews illustrate the links between the formal apparatus and the applications. The examples either directly exploit the tools that EViews makes available or use programs that by employing EViews implement specific topics or techniquesEventus (R) is a software package used for conducting event studies using stock return data from CRSP, the TSX-CFMRC, Datastream, Compustat, or other data sources. Brock University has access to Eventus software via our subscription to the Wharton Research Data Service (WRDS). Additionally, Goodman School of Business faculty and graduate students may be able to access Eventus for Windows by contacting the GSB Technology (GSBTech) office.
