MathWorks Econometrics Toolbox User's Guide R2023a

Textbook in PDF format

Getting Started.
Data Preprocessing.
Model Selection.
Econometric Modeler.
Time Series Regression Models.
Bayesian Linear Regression.
Conditional Mean Models.
Conditional Variance Models.
Multivariate Time Series Models.
Structural Change Models.
State-Space Models.
Functions.
Appendices