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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.

Manuel Arellano, Guido Imbens, Grayham E. Mizon, Adrian Pagan, Mark Watson

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Cover for 9780198283164

Dynamic Econometrics

£65.00

David F. Hendry

9780198283164
Paperback
23 February 1995
Advanced Texts in Econometrics

Cover for 9780198773184

Modelling Seasonality

£69.00

S. Hylleberg

9780198773184
Paperback
20 August 1992
Advanced Texts in Econometrics

Cover for 9780198773924

Non-Stationary Time Series Analysis and Cointegration

£52.00

Colin P. Hargreaves

9780198773924
Paperback
13 October 1994
Advanced Texts in Econometrics

Cover for 9780199242030

Periodic Time Series Models

£52.00

Philip Hans Franses, Richard Paap

9780199242030
Paperback
25 March 2004
Advanced Texts in Econometrics

Cover for 9780199278695

Readings in Unobserved Components Models

£54.00

Andrew Harvey, Tommaso Proietti

9780199278695
Paperback
07 April 2005
Advanced Texts in Econometrics

Cover for 9780198774037

Stochastic Limit Theory

An Introduction for Econometricians

£65.00

James Davidson

9780198774037
Paperback
13 October 1994
Advanced Texts in Econometrics

Cover for 9780199257201

Stochastic Volatility

Selected Readings

£52.00

Neil Shephard

9780199257201
Paperback
10 March 2005
Advanced Texts in Econometrics

Cover for 9780198773535

Time-Series-Based Econometrics

Unit Roots and Co-integrations

£62.00

Michio Hatanaka

9780198773535
Paperback
25 January 1996
Advanced Texts in Econometrics

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