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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.

C. W. J. Granger and G. E. Mizon

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Cover for 9780198774037

Stochastic Limit Theory

An Introduction for Econometricicans

$100.00

James Davidson

9780198774037
Paperback
08 December 1994
Advanced Texts in Econometrics

Cover for 9780199257201

Stochastic Volatility

Selected Readings

$82.00

Neil Shephard

9780199257201
Paperback
26 May 2005
Advanced Texts in Econometrics

Cover for 9780198774044

Testing Exogeneity

$76.00

Neil R. Ericsson and John S. Irons

9780198774044
Paperback
13 April 1995
Advanced Texts in Econometrics

Cover for 9780199285679

The Cointegrated VAR Model

Methodology and Applications

$62.00

Katarina Juselius

9780199285679
Paperback
08 February 2007
Advanced Texts in Econometrics

Cover for 9780199246496

The Econometrics of Macroeconomic Modelling

$175.00

Gunnar Bårdsen, Øyvind Eitrheim, Eilev S. Jansen...

9780199246496
Hardcover
23 June 2005
Advanced Texts in Econometrics

Cover for 9780199246502

The Econometrics of Macroeconomic Modelling

$77.00

Gunnar Bårdsen, Øyvind Eitrheim, Eilev S. Jansen...

9780199246502
Paperback
23 June 2005
Advanced Texts in Econometrics

Cover for 9780199257300

Time Series with Long Memory

$76.00

Peter M. Robinson

9780199257300
Paperback
28 August 2003
Advanced Texts in Econometrics

Cover for 9780198773535

Time-Series-Based Econometrics

Unit Roots and Co-Integrations

$93.00

Michio Hatanaka

9780198773535
Paperback
11 April 1996
Advanced Texts in Econometrics

Cover for 9780199549498

Volatility and Time Series Econometrics

Essays in Honor of Robert Engle

$120.00

Tim Bollerslev, Jeffrey Russell, and Mark Watson

9780199549498
Hardcover
19 April 2010
Advanced Texts in Econometrics

Cover for 9780198776086

Workbook on Cointegration

$165.00

Peter Reinhard Hansen and Søren Johansen

9780198776086
Hardcover
18 February 1999
Advanced Texts in Econometrics

Cover for 9780198776079

Workbook on Cointegration

$73.00

Peter Reinhard Hansen and Søren Johansen

9780198776079
Paperback
17 December 1998
Advanced Texts in Econometrics

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