Modelling nonlinear economic time series অনুযায়ী Terasvirta, Timo

The cointegrated VAR model methodology and applications অনুযায়ী Juselius, Katarina

Stochastic volatility selected readings

The Econometrics of macroeconomic modelling

Generalized method of moments অনুযায়ী Hall, Alastair R.

Micro-econometrics for policy, program, and treatment effects অনুযায়ী Lee, Myoung-jae

Finite sample econometrics অনুযায়ী Ullah, Aman

Panel data econometrics অনুযায়ী Arellano, Manuel

Bayesian inference in dynamic econometric models অনুযায়ী Bauwens, Luc 1952-

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Bayesian inference in dynamic econometric models অনুযায়ী Bauwens, Luc 1952-, Lubrano, Michel, Richard, Jean-François