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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 9780198774327

ARCH: Selected Readings

£47.99

Robert F. Engle

9780198774327
Paperback
16 November 1995
Advanced Texts in Econometrics

Cover for 9780198773139

Bayesian Inference in Dynamic Econometric Models

£45.99

Luc Bauwens, Michel Lubrano, Jean-François Richard

9780198773139
Paperback
06 January 2000
Advanced Texts in Econometrics

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 9780198288107

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

£47.99

Anindya Banerjee, Juan J. Dolado, John W. Galbraith, David Hendry

9780198288107
Paperback
27 May 1993
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

First Edition

£102.50

Aman Ullah

9780198774471
Hardback
20 May 2004
Advanced Texts in Econometrics

Cover for 9780198774488

Finite Sample Econometrics

First Edition

£48.99

Aman Ullah

9780198774488
Paperback
20 May 2004
Advanced Texts in Econometrics

Cover for 9780198775201

Generalized Method of Moments

£47.99

Alastair R. Hall

9780198775201
Paperback
23 December 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 9780198774501

Likelihood-Based Inference in Cointegrated Vector Autoregressive Models

£47.99

Søren Johansen

9780198774501
Paperback
28 December 1995
Advanced Texts in Econometrics

Cover for 9780198283393

Long-Run Economic Relationships

Readings in Cointegration

£47.99

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

9780198283393
Paperback
31 October 1991
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 9780199267699

Micro-Econometrics for Policy, Program and Treatment Effects

£39.99

Myoung-jae Lee

9780199267699
Paperback
07 April 2005
Advanced Texts in Econometrics

Cover for 9780198287360

Modelling Economic Series

Readings in Econometric Methodology

£47.99

C. W. J. Granger

9780198287360
Paperback
04 April 1991
Advanced Texts in Econometrics

Cover for 9780198773207

Modelling Non-Linear Economic Relationships

£47.99

Clive W. J. Granger, Timo Teräsvirta

9780198773207
Paperback
07 October 1993
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 9780199587155

Modelling Nonlinear Economic Time Series

£32.50

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

9780199587155
Paperback
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 9780199245291

Panel Data Econometrics

£32.49

Manuel Arellano

9780199245291
Paperback
26 June 2003
Advanced Texts in Econometrics

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