Modelling Nonlinear Economic Time Series
Timo (, Professor of Economics, CREATES, Aarhus University Terasvirta
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Econometrics of Qualitative Dependent Variables
Christian (CREST-INSEE, Paris) Gourieroux
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Statistics and Econometric Models: Volume 1, General Concepts, Estimation, Prediction and Algorithms
Christian (CREST-INSEE, Paris) Gourieroux
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Time Series and Dynamic Models
Christian (CREST-INSEE, Paris) Gourieroux
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Statistics and Econometric Models: Volume 2, Testing, Confidence Regions, Model Selection and Asymptotic Theory
Christian (CREST-INSEE, Paris) Gourieroux
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Essays in Econometrics : Collected Papers of Clive W. J. Granger
Clive W. J. Granger
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Essays in Econometrics : Collected Papers of Clive W. J. Granger
Clive W. J. Granger
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