1 |
Stochastic limit theory : an introduction for econometricians / James Davidson
: hard,: pbk. - Oxford : Oxford University Press , 1994
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2 |
Nonstationary time series analysis and cointegration / edited by Colin P. Hargreaves
: hard,: pbk. - Oxford ; New York : Oxford University Press , 1994
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3 |
Modelling seasonality / edited by S. Hylleberg
: pbk. - Oxford ; Tokyo : Oxford University Press , 1992
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4 |
Co-integration, error correction, and the econometric analysis of non-stationary data / Anindya Banerjee ... [et al.]
: hbk,: pbk. - New York, N.Y. ; Oxford : Oxford University Press , 1993
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5 |
Long-run economic relationships : readings in cointegration / edited by R.F. Engle and C.W.J. Granger
:,: pbk. - Oxford ; Tokyo : Oxford University Press , c1991
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6 |
Dynamic econometrics / David F. Hendry
: hard,: pbk. - Oxford : Oxford University Press , 1995
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7 |
ARCH : selected readings / edited by Robert F. Engle
: hbk,: pbk. - Oxford ; New York : Oxford University Press , 1995
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8 |
Likelihood-based inference in cointegrated vector autoregressive models / Søren Johansen
:,: pbk. - Oxford : Oxford University Press , 1995
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9 |
Testing exogeneity / edited by Neil R. Ericsson and John S. Irons
: pbk. - Oxford : Oxford University Press , 1994
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10 |
Time-series-based econometrics : unit roots and co-integrations / Michio Hatanaka
: pbk. - Oxford ; New York : Oxford University Press , 1996
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11 |
Periodicity and stochastic trends in economic time series / Philip Hans Franses
: pbk. - Oxford : Oxford University Press , c1996
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12 |
Panel data econometrics / Manuel Arellano
: hbk,: pbk. - Oxford : Oxford University Press , 2003
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13 |
Stochastic volatility : selected readings / edited by Neil Shephard
: hbk,: pbk. - Oxford : Oxford University Press , 2005
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14 |
The cointegrated VAR model : methodology and applications / Katarina Juselius
: hbk,: pbk. - Oxford : Oxford University Press , 2006
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15 |
Readings in unobserved components models / edited by Andrew C. Harvey and Tommaso Proietti
: hbk,: pbk. - Oxford : Oxford University Press , 2005
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16 |
Generalized method of moments / Alastair R. Hall
: hbk,: pbk. - Oxford ; Tokyo : Oxford University Press , 2005
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17 |
The econometrics of macroeconomic modelling / Gunnar Bårdsen ... [et al.]
: .[pbk]. - Oxford : Oxford University Press , 2005
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18 |
Finite sample econometrics / Aman Ullah
: hbk,: pbk. - Oxford : Oxford University Press , 2004
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19 |
Micro-econometrics for policy, program, and treatment effects / Myoung-jae Lee
: hbk,: pbk. - Oxford : Oxford University Press , 2005
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20 |
Time series with long memory / edited by Peter M. Robinson
: pbk. - New York : Oxford University Press , 2003
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21 |
Bayesian inference in dynamic econometric models / Luc Bauwens, Michel Lubrano, and Jean-François Richard
: hbk,: pbk. - Oxford ; Tokyo : Oxford University Press , 1999
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22 |
Periodic time series models / Philip Hans Franses and Richard Paap
: hbk,: pbk. - Oxford : Oxford University Press , 2004
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23 |
Volatility and time series econometrics : essays in honor of Robert F. Engle / edited by Tim Bollerslev, Jeffrey R. Russell, and Mark W. Watson
: hbk. - Oxford : Oxford University Press , 2010
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24 |
Modelling nonlinear economic time series / by Timo Teräsvirta, Dag Tjøstheim, and Clive W.J. Granger
: hbk,: pbk. - Oxford : Oxford University Press , 2010
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