Oxford University Press - Online Resource Centres

Dougherty: Introduction to Econometrics 4e

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The links to the books below are of particular interest to lecturers and students using Introduction to Econometrics:

Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data
Dynamic Econometrics
Econometrics: Alchemy or Science?
Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
Periodic Time Series Models
Simulation-based Econometric Methods
Stochastic Limit Theory

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