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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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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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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