Modelling nonlinear economic time series gan Terasvirta, Timo

The cointegrated VAR model methodology and applications gan Juselius, Katarina

Generalized method of moments gan Hall, Alastair R.

The Econometrics of macroeconomic modelling

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

Stochastic volatility selected readings

Finite sample econometrics gan Ullah, Aman

Panel data econometrics gan Arellano, Manuel

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

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