Applied Time Series Econometrics
Helmut (European University Institute, Florence) Lutkepohl
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Unit Roots, Cointegration, and Structural Change
G. S. Maddala
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Econometrics of Qualitative Dependent Variables
Christian (CREST-INSEE, Paris) Gourieroux
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Nonparametric Econometrics
Adrian (Australian National University, Canberra) Pagan
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Econometric Modelling with Time Series : Specification, Estimation and Testing
Vance (University of Melbourne) Martin
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The Econometric Analysis of Seasonal Time Series
Eric (University of North Carolina, Chapel Hill) Ghysels
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Generalized Method of Moments Estimation
Laszlo (Budapest University of Economic Sciences) Matyas
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Introduction to the Mathematical and Statistical Foundations of Econometrics
Herman J. (Pennsylvania State University) Bierens
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Structural Vector Autoregressive Analysis
Lutz (University of Michigan, Ann Arbor) Kilian
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Econometric Modelling with Time Series : Specification, Estimation and Testing
Vance (University of Melbourne) Martin
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Almost All about Unit Roots : Foundations, Developments, and Applications
In (Sogang University, Seoul) Choi
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Semiparametric Regression for the Applied Econometrician
Adonis (University of Toronto) Yatchew
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Time Series and Dynamic Models
Christian (CREST-INSEE, Paris) Gourieroux
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Granularity Theory with Applications to Finance and Insurance
Patrick Gagliardini
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Almost All about Unit Roots : Foundations, Developments, and Applications
In (Sogang University, Seoul) Choi
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Structural Vector Autoregressive Analysis
Lutz (University of Michigan, Ann Arbor) Kilian
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Granularity Theory with Applications to Finance and Insurance
Patrick Gagliardini
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Econometric Analysis of Stochastic Dominance : Concepts, Methods, Tools, and Applications
Yoon-Jae (Seoul National University) Whang
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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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The Econometric Analysis of Seasonal Time Series
Eric (University of North Carolina, Chapel Hill) Ghysels
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Generalized Method of Moments Estimation
Laszlo (Budapest University of Economic Sciences) Matyas
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