Modelling nonlinear economic time series por Terasvirta, Timo

The cointegrated VAR model methodology and applications por Juselius, Katarina

Stochastic volatility selected readings

The Econometrics of macroeconomic modelling

Generalized method of moments por Hall, Alastair R.

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

Finite sample econometrics por Ullah, Aman

Panel data econometrics por Arellano, Manuel

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

Table of contents only

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