Time Series with Long Memory
Peter M. (, Department of Economics, London School of Econom Robinson
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Time-Series-Based Econometrics : Unit Roots and Co-integrations
Michio Hatanaka
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Modelling Economic Series : Readings in Econometric Methodology
C. W. J. (Professor of Economics, Professor of Economics, Uni Granger
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Bayesian Inference in Dynamic Econometric Models
Luc (Professor of Economics, Centre for Operations Research a Bauwens
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Stochastic Limit Theory : An Introduction for Econometricians
James (Professor of Economics, Professor of Economics, Unive Davidson
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Finite Sample Econometrics
Aman (, Professor of Economics, University of California, River Ullah
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Periodicity and Stochastic Trends in Economic Time Series
Philip Hans (Research Fellow, Research Fellow, Royal Netherla Franses
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Generalized Method of Moments
Alastair R. (North Carolina State University) Hall
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Workbook on Cointegration
Peter Reinhard (Economics Department, Economics Department, Un Hansen
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Periodic Time Series Models
Philip Hans (, Econometric Institute, Erasmus University, Rot Franses
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Periodic Time Series Models
Philip Hans (, Econometric Institute, Erasmus University, Rot Franses
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The Econometrics of Macroeconomic Modelling
Gunnar (, Central Bank of Norway and Norwegian University of Bardsen
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Stochastic Volatility : Selected Readings
Neil (, Professor of Economics and Fellow of Nuffield Colleg Shephard
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Micro-Econometrics for Policy, Program and Treatment Effects
Myoung-jae (Singapore Management University) Lee
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Readings in Unobserved Components Models
Andrew (Professor of Econometrics, University of Cambridge) Harvey
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The Cointegrated VAR Model : Methodology and Applications
Katarina (Professor at the Institute of Economics, Universit Juselius
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Volatility and Time Series Econometrics : Essays in Honor of Robert Engle
Tim (Professor of Economics and Finance, Duke University) Bollerslev
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Modelling Nonlinear Economic Time Series
Timo (, Professor of Economics, CREATES, Aarhus University Terasvirta
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