Books

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Principles of Econometrics, 3rd Edition, with William E. Griffiths and Guay C. Lim. John Wiley and Sons, New York, 2007
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Using Stata for Principles of Econometrics, with Lee C. Adkins. John Wiley and Sons, New York, 2007
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Undergraduate Econometrics, 2nd Edition, with George Judge and William E. Griffiths. John Wiley and Sons, New York, 2001 
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Using EViews for Undergraduate Econometrics, 2nd Edition, with Mark A. Reiman. John Wiley and Sons, New York, 2001 
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Using Excel for Undergraduate Econometrics, 2nd Edition, with Karen Gutermuth. John Wiley and Sons, New York, 2001 
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Undergraduate Econometrics, with George Judge and William E. Griffiths. John Wiley and Sons, New York, 1997 (Translated into Orthodox Chinese and Portuguese)
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Instructor’s Resource Guide to Accompany Undergraduate Econometrics, with William E. Griffiths and Lawrence C. Marsh, John Wiley and Sons, New York, 1997
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Learning and Practicing Econometrics, with W. E. Griffiths and G. Judge. John Wiley & Sons, New York, 1993
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Learning SAS: A Computer Handbook for Econometrics, John Wiley and Sons, 1993
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Learning Econometrics Using GAUSS, John Wiley, New York, 1989
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The Theory and Practice of Econometrics, Second Edition, with G. G. Judge, W.E. Griffiths, H. Lütkepohl and T. C. Lee, John Wiley, New York, 1985. (First Edition in 1980.)
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Introduction to the Theory and Practice of Econometrics, Second Edition, with G. G. Judge, W.E. Griffiths, H. Lütkepohl and T. C. Lee, John Wiley, 1988.
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Instructor’s Manual to Accompany Intro. to the Theo. and Practice of Econometrics, Second Edition with G. G. Judge, W. E. Griffiths, T. C. Lee and H. Lütkepohl, Wiley, 1988
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Advanced Econometric Methods, with T. B. Fomby and S. R. Johnson, SpringerVerlag, New York, 1984