Advanced Texts in Econometrics

Advanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians have been invited to assess recent developments in the subject. Each volume explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Each text is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature.

C. W. J. Granger and G. E. Mizon

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	ARCH: Selected Readings $84.00 Add ARCH: Selected Readings to Cart Robert F. Engle 9780198774327 Paperback 28 December 1995 Advanced Texts in Econometrics
	Bayesian Inference in Dynamic Econometric Models $200.00 Add Bayesian Inference in Dynamic Econometric Models to Cart Luc Bauwens, Michel Lubrano, and Jean-François Richard 9780198773122 Hardcover 23 March 2000 Advanced Texts in Econometrics
	Bayesian Inference in Dynamic Econometric Models $80.00 Add Bayesian Inference in Dynamic Econometric Models to Cart Luc Bauwens, Michel Lubrano, and Jean-François Richard 9780198773139 Paperback 23 March 2000 Advanced Texts in Econometrics
	Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data $84.00 Add Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data to Cart Anindya Banerjee, Juan Dolado, J. W. Galbraith... 9780198288107 Paperback 19 September 1993 Advanced Texts in Econometrics
	Dynamic Econometrics $110.00 Add Dynamic Econometrics to Cart David F. Hendry 9780198283164 Paperback 13 April 1995 Advanced Texts in Econometrics
	Finite Sample Econometrics $85.00 Add Finite Sample Econometrics to Cart Aman Ullah 9780198774488 Paperback 29 July 2004 Advanced Texts in Econometrics
	Generalized Method of Moments $84.00 Add Generalized Method of Moments to Cart Alastair R. Hall 9780198775201 Paperback 03 March 2005 Advanced Texts in Econometrics
	Likelihood-Based Inference in Cointegrated Vector Autoregressive Models $84.00 Add Likelihood-Based Inference in Cointegrated Vector Autoregressive Models to Cart Søren Johansen 9780198774501 Paperback 01 February 1996 Advanced Texts in Econometrics
	Long-Run Economic Relationships Readings in Cointegration $84.00 Add Long-Run Economic Relationships to Cart R. F. Engle and C. W. J. Granger 9780198283393 Paperback 12 November 1992 Advanced Texts in Econometrics
	Micro-Econometrics for Policy, Program, and Treatment Effects $69.00 Add Micro-Econometrics for Policy, Program, and Treatment Effects to Cart Myoung-jae Lee 9780199267699 Paperback 23 June 2005 Advanced Texts in Econometrics
	Micro-Econometrics for Policy, Program, and Treatment Effects $195.00 Add Micro-Econometrics for Policy, Program, and Treatment Effects to Cart Myoung-jae Lee 9780199267682 Hardcover 23 June 2005 Advanced Texts in Econometrics
	Modelling Economic Series Readings in Econometric Methodology $84.00 Add Modelling Economic Series to Cart C. W. J. Granger 9780198287360 Paperback 30 May 1991 Advanced Texts in Econometrics
	Modelling Nonlinear Economic Relationships $84.00 Add Modelling Nonlinear Economic Relationships to Cart Clive W. J. Granger and Timo Teräsvirta 9780198773207 Paperback 02 December 1993 Advanced Texts in Econometrics
	Modelling Nonlinear Economic Time Series $140.00 Add Modelling Nonlinear Economic Time Series to Cart Timo Terasvirta, Dag Tjostheim, and Clive W. J. Granger 9780199587148 Hardcover 11 February 2011 Advanced Texts in Econometrics
	Modelling Nonlinear Economic Time Series $59.00 Add Modelling Nonlinear Economic Time Series to Cart Timo Terasvirta, Dag Tjostheim, and Clive W. J. Granger 9780199587155 Paperback 11 February 2011 Advanced Texts in Econometrics
	Modelling Seasonality $115.00 Add Modelling Seasonality to Cart Svend Hylleberg 9780198773184 Paperback 01 October 1992 Advanced Texts in Econometrics
	Nonstationary Time Series Analysis and Cointegration $90.00 Add Nonstationary Time Series Analysis and Cointegration to Cart Colin P. Hargreaves 9780198773924 Paperback 01 December 1994 Advanced Texts in Econometrics
	Panel Data Econometrics $56.00 Add Panel Data Econometrics to Cart Manuel Arellano 9780199245291 Paperback 28 August 2003 Advanced Texts in Econometrics
	Periodic Time Series Models $150.00 Add Periodic Time Series Models to Cart Philip Hans Franses and Richard Paap 9780199242023 Hardcover 03 June 2004 Advanced Texts in Econometrics
	Periodic Time Series Models $90.00 Add Periodic Time Series Models to Cart Philip Hans Franses and Richard Paap 9780199242030 Paperback 03 June 2004 Advanced Texts in Econometrics

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Advanced Texts in Econometrics