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Introduction to the mathematical and statistical foundations of econometrics

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

Structural vector autoregressive analysis

Applied time series econometrics

Unit roots, cointegration and structural change

Econometrics of qualitative dependent variables

Nonparametric econometrics

Econometric modelling with time series : specification, estimation and testing

Generalized method of moments estimation

The econometric analysis of seasonal time series

Time series and dynamic models

Statistics and Econometric Models

Econometric modeling and inference

Semiparametric regression for applied practitioners

Granularity theory with applications to finance and insurance

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