The Cointegrated VAR Model : Methodology and Applications
Katarina Juselius
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Micro-Econometrics for Policy, Program and Treatment Effects
Myoung-jae Lee
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The Cointegrated VAR Model : Methodology and Applications
Katarina Juselius
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Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
Soren Johansen
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Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
Søren (Professor, Institute of Mathematical Statistics, Prof Johansen
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Panel Data Econometrics
Manuel (, Professor of Econometrics, CEMFI, Madrid) Arellano
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Dynamic Econometrics
David F. (Leverhulme Personal, Leverhulme Personal, Research P Hendry
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The Cointegrated VAR Model : Methodology and Applications
Katarina (Professor at the Institute of Economics, Universit Juselius
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Bayesian Inference in Dynamic Econometric Models
Luc (Professor of Economics, Centre for Operations Research a Bauwens
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ARCH: Selected Readings
Robert F. (Chair of the Department of Economics, Chair of the D Engle
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Workbook on Cointegration
Peter Reinhard (Economics Department, Economics Department, Un Hansen
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Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data
Anindya (Tutor in Economics and Barnett Fellow, Tutor in Eco Banerjee
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Micro-Econometrics for Policy, Program and Treatment Effects
Myoung-jae (Singapore Management University) Lee
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Time-Series-Based Econometrics : Unit Roots and Co-integrations
Michio (Professor of Economics, Professor of Economics, Tezu Hatanaka
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The Econometrics of Macroeconomic Modelling
Gunnar (, Central Bank of Norway and Norwegian University of Bardsen
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Modelling Nonlinear Economic Time Series
Timo (, Professor of Economics, CREATES, Aarhus University Terasvirta
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Long-Run Economic Relationships : Readings in Cointegration
R. F. Engle
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Modelling Non-Linear Economic Relationships
Clive W. J. (Professor, Professor, Centre for Econometric Ana Granger
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Non-Stationary Time Series Analysis and Cointegration
Colin P. (Director (CEO), Director (CEO), Economic Modelli Hargreaves
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Finite Sample Econometrics
Aman (, Professor of Economics, University of California, River Ullah
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Modelling Seasonality
S. (Professor of Economics, Professor of Economics, Univers Hylleberg
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Testing Exogeneity
Neil R. (Research Economist, Research Economist, Federal Res Ericsson
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Generalized Method of Moments
Alastair R. (North Carolina State University) Hall
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Panel Data Econometrics
Manuel (, Professor of Econometrics, CEMFI, Madrid) Arellano
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