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Advanced texts in econometrics

出版者 Oxford : Oxford University Press

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1 Long-run economic relationships : readings in cointegration / edited by R.F. Engle and C.W.J. Granger :,: pbk. - Oxford ; Tokyo : Oxford University Press , 1991
2 Modelling seasonality / edited by S. Hylleberg : pbk. - Oxford ; Tokyo : Oxford University Press , 1992
3 Co-integration, error correction, and the econometric analysis of non-stationary data / Anindya Banerjee ... [et al.] : hbk,: pbk. - New York, N.Y. ; Oxford : Oxford University Press , 1993
4 Stochastic limit theory : an introduction for econometricians / James Davidson : hard,: pbk. - Oxford : Oxford University Press , 1994
5 Testing exogeneity / edited by Neil R. Ericsson and John S. Irons : pbk. - Oxford : Oxford University Press , 1994
6 Dynamic econometrics / David F. Hendry : hard,: pbk. - Oxford : Oxford University Press , 1995
7 ARCH : selected readings / edited by Robert F. Engle : hbk,: pbk. - Oxford ; New York : Oxford University Press , 1995
8 Likelihood-based inference in cointegrated vector autoregressive models / Søren Johansen :,: pbk. - Oxford : Oxford University Press , 1995
9 Time-series-based econometrics : unit roots and co-integrations / Michio Hatanaka : pbk. - Oxford ; New York : Oxford University Press , 1996
10 Periodicity and stochastic trends in economic time series / Philip Hans Franses : pbk. - Oxford : Oxford University Press , c1996
11 Workbook on cointegration / Peter Reinhard Hansen, Søren Johansen : pbk,: hbk. - Oxford, UK : Oxford University Press , 1998
12 Bayesian inference in dynamic econometric models / Luc Bauwens, Michel Lubrano and Jean-François Richard : hbk,: pbk. - Oxford : Oxford University Press , 1999
13 Time series with long memory / edited by Peter M. Robinson : pbk. - New York : Oxford University Press , 2003
14 Panel data econometrics / Manuel Arellano : hbk,: pbk. - Oxford : Oxford University Press , 2003
15 Periodic time series models / Philip Hans Franses and Richard Paap Oxford : Oxford University Press , 2004
16 Finite sample econometrics / Aman Ullah : hbk,: pbk. - Oxford : Oxford University Press , 2004
17 Modelling economic series : readings in econometric methodology / edited by C.W.J. Granger : pbk. - Oxford : Clarendon Press , 1991
18 Generalized method of moments / Alastair R. Hall Oxford : Oxford University Press , 2005
19 Nonstationary time series analysis and cointegration / edited by Colin P. Hargreaves : hard,: pbk. - Oxford ; New York : Oxford University Press , 1994
20 Stochastic volatility : selected readings / edited by Neil Shephard : hbk,: pbk. - Oxford : Oxford University Press , 2005
21 Micro-econometrics for policy, program, and treatment effects / Myoung-jae Lee : hbk. - Oxford : Oxford University Press , 2005
22 Readings in unobserved components models / edited by Andrew C. Harvey and Tommaso Proietti : hbk. - Oxford : Oxford University Press , 2005
23 The econometrics of macroeconomic modelling / Gunnar Bardsen ... [et al.] Oxford : Oxford University Press , 2005
24 The cointegrated VAR model : methodology and applications / Katarina Juselius : hbk,: pbk. - Oxford ; New York : Oxford University Press , 2006
25 Volatility and time series econometrics : essays in honor of Robert F. Engle / edited by Tim Bollerslev, Jeffrey R. Russell, and Mark W. Watson : hbk. - Oxford : Oxford University Press , 2010
26 Modelling nonlinear economic time series / by Timo Teräsvirta, Dag Tjøstheim, Clive W.J. Granger : hbk,: pbk. - Oxford : Oxford University Press , 2010

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一般注記 General editors: C. W. J. Granger, G. E. Mizon
NCID BA12388775
本文言語 und
著者標目  Granger, C. W. J. (Clive William John), 1934-
 Mizon, Grayham E.
書誌ID BB01042407