Modelling nonlinear economic time series 著者: Terasvirta, Timo

The cointegrated VAR model methodology and applications 著者: Juselius, Katarina

Generalized method of moments 著者: Hall, Alastair R.

The Econometrics of macroeconomic modelling

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

Stochastic volatility selected readings

Finite sample econometrics 著者: Ullah, Aman

Panel data econometrics 著者: Arellano, Manuel

Bayesian inference in dynamic econometric models 著者: Bauwens, Luc 1952-

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