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  • Advanced Texts in Econometrics

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Advanced Texts in Econometrics RSS

Advanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians have been invited to assess recent developments in the subject. Each volume explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Each text is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature.

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Cover for 9780198774327

ARCH: Selected Readings

$68.00

Robert F. Engle

9780198774327
Paperback
28 December 1995
Advanced Texts in Econometrics

Cover for 9780198773122

Bayesian Inference in Dynamic Econometric Models

$195.00

Luc Bauwens, Michel Lubrano, and Jean-François Richard

9780198773122
Hardcover
23 March 2000
Advanced Texts in Econometrics

Cover for 9780198773139

Bayesian Inference in Dynamic Econometric Models

$68.00

Luc Bauwens, Michel Lubrano, and Jean-François Richard

9780198773139
Paperback
23 March 2000
Advanced Texts in Econometrics

Cover for 9780198288107

Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data

$68.00

Anindya Banerjee, Juan Dolado, J. W. Galbraith...

9780198288107
Paperback
19 September 1993
Advanced Texts in Econometrics

Cover for 9780198283164

Dynamic Econometrics

$105.00

David F. Hendry

9780198283164
Paperback
13 April 1995
Advanced Texts in Econometrics

Cover for 9780198774488

Finite Sample Econometrics

$73.00

Aman Ullah

9780198774488
Paperback
29 July 2004
Advanced Texts in Econometrics

Cover for 9780198775201

Generalized Method of Moments

$78.00

Alastair R. Hall

9780198775201
Paperback
03 March 2005
Advanced Texts in Econometrics

Cover for 9780198774501

Likelihood-Based Inference in Cointegrated Vector Autoregressive Models

$68.00

Søren Johansen

9780198774501
Paperback
01 February 1996
Advanced Texts in Econometrics

Cover for 9780198283393

Long-Run Economic Relationships

Readings in Cointegration

$68.00

R. F. Engle and C. W. J. Granger

9780198283393
Paperback
12 November 1992
Advanced Texts in Econometrics

Cover for 9780199267699

Micro-Econometrics for Policy, Program, and Treatment Effects

$65.00

Myoung-jae Lee

9780199267699
Paperback
23 June 2005
Advanced Texts in Econometrics

Cover for 9780199267682

Micro-Econometrics for Policy, Program, and Treatment Effects

$155.00

Myoung-jae Lee

9780199267682
Hardcover
23 June 2005
Advanced Texts in Econometrics

Cover for 9780198287360

Modelling Economic Series

Readings in Econometric Methodology

$68.00

C. W. J. Granger

9780198287360
Paperback
30 May 1991
Advanced Texts in Econometrics

Cover for 9780198773207

Modelling Nonlinear Economic Relationships

$68.00

Clive W. J. Granger and Timo Teräsvirta

9780198773207
Paperback
02 December 1993
Advanced Texts in Econometrics

Cover for 9780198773184

Modelling Seasonality

$96.00

Svend Hylleberg

9780198773184
Paperback
01 October 1992
Advanced Texts in Econometrics

Cover for 9780198773924

Nonstationary Time Series Analysis and Cointegration

$73.00

Colin P. Hargreaves

9780198773924
Paperback
01 December 1994
Advanced Texts in Econometrics

Cover for 9780199245291

Panel Data Econometrics

$53.00

Manuel Arellano

9780199245291
Paperback
28 August 2003
Advanced Texts in Econometrics

Cover for 9780198774549

Periodicity and Stochastic Trends in Economic Time Series

$68.00

Philip Hans Franses

9780198774549
Paperback
17 October 1996
Advanced Texts in Econometrics

Cover for 9780199242023

Periodic Time Series Models

$155.00

Philip Hans Franses and Richard Paap

9780199242023
Hardcover
03 June 2004
Advanced Texts in Econometrics

Cover for 9780199242030

Periodic Time Series Models

$73.00

Philip Hans Franses and Richard Paap

9780199242030
Paperback
03 June 2004
Advanced Texts in Econometrics

Cover for 9780199278695

Readings in Unobserved Components Models

$84.00

Andrew C. Harvey and Tommaso Proietti

9780199278695
Paperback
23 June 2005
Advanced Texts in Econometrics

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