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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 9780198773122

Bayesian Inference in Dynamic Econometric Models

£137.50

Luc Bauwens, Michel Lubrano, Jean-François Richard

9780198773122
Hardback
06 January 2000
Advanced Texts in Econometrics

Cover for 9780198283164

Dynamic Econometrics

£65.00

David F. Hendry

9780198283164
Paperback
23 February 1995
Advanced Texts in Econometrics

Cover for 9780198774471

Finite Sample Econometrics

£102.50

Aman Ullah

9780198774471
Hardback
20 May 2004
Advanced Texts in Econometrics

Cover for 9780198775218

Generalized Method of Moments

£105.00

Alastair R. Hall

9780198775218
Hardback
23 December 2004
Advanced Texts in Econometrics

Cover for 9780199267682

Micro-Econometrics for Policy, Program and Treatment Effects

£112.50

Myoung-jae Lee

9780199267682
Hardback
07 April 2005
Advanced Texts in Econometrics

Cover for 9780199587148

Modelling Nonlinear Economic Time Series

£79.00

Timo Teräsvirta, Dag Tjøstheim, Clive W. J. Granger

9780199587148
Hardback
16 December 2010
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 9780199245284

Panel Data Econometrics

£100.00

Manuel Arellano

9780199245284
Hardback
26 June 2003
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 9780199242023

Periodic Time Series Models

£105.00

Philip Hans Franses, Richard Paap

9780199242023
Hardback
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 9780199285662

The Cointegrated VAR Model

Methodology and Applications

£100.00

Katarina Juselius

9780199285662
Hardback
07 December 2006
Advanced Texts in Econometrics

Cover for 9780199246496

The Econometrics of Macroeconomic Modelling

£112.50

Gunnar Bårdsen, Øyvind Eitrheim, Eilev Jansen, Ragnar Nymoen

9780199246496
Hardback
14 April 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

Cover for 9780199549498

Volatility and Time Series Econometrics

Essays in Honor of Robert Engle

£76.00

Tim Bollerslev, Jeffrey Russell, Mark Watson

9780199549498
Hardback
11 February 2010
Advanced Texts in Econometrics

Cover for 9780198776086

Workbook on Cointegration

£105.00

Peter Reinhard Hansen, Søren Johansen

9780198776086
Hardback
26 November 1998
Advanced Texts in Econometrics

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