Welcome! This is the website for Time Series Analysis for the Social Sciences by Janet M. Box-Steffensmeier, John R. Freeman, Matthew P. Hitt, and Jon C. Pevehouse. Here you will find our online appendix, a software appendix, and replication materials, both data and Stata commands, for all the examples in the book. Enjoy!

Below please find the title page, front matter, and table of contents for the book.

Online Appendix: Features step 3 of the Pseudo-IV GLS estimation in Chapter 3, a primer on simultaneous equations and the pitfalls of estimating simultaneous equations via OLS, information on seemingly unrelated regression (SUR) and simultaneous equations, and a table of critical values for cointegration tests.

Replication Files: Data files, along with code, are in the zipped folders.

Note: You can also find these replication materials on Dataverse.