Modelling nonlinear economic time series od Terasvirta, Timo

The cointegrated VAR model methodology and applications od Juselius, Katarina

Generalized method of moments od Hall, Alastair R.

The Econometrics of macroeconomic modelling

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

Stochastic volatility selected readings

Finite sample econometrics od Ullah, Aman

Panel data econometrics od Arellano, Manuel

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

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