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Nonparametric econometrics

Financial Econometrics : Theory and Applications

Econometric modeling and inference

Econometric modelling with time series : specification, estimation and testing

Econometric analysis of stochastic dominance concepts, methods, tools, and applications

Granularity theory with applications to finance and insurance

Almost all about unit roots : foundations, developments, and applications

Structural vector autoregressive analysis

The econometric analysis of seasonal time series

Generalized method of moments estimation

Applied time series econometrics

Statistics and Econometric Models: Volume 2, Testing, Confidence Regions, Model Selection and Asymptotic Theory

Introduction to the mathematical and statistical foundations of econometrics

Econometrics of qualitative dependent variables

Statistics and Econometric Models: Volume 1, General Concepts, Estimation, Prediction and Algorithms

Time series and dynamic models

Semiparametric regression for applied practitioners

Unit roots, cointegration and structural change

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