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Econometric modelling with time series : specification, estimation and testing

Time series and dynamic models

Econometric modeling and inference

Semiparametric regression for applied practitioners

Statistics and Econometric Models

Granularity theory with applications to finance and insurance

Structural vector autoregressive analysis

Granularity theory with applications to finance and insurance

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

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

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

Applied time series econometrics

Generalized method of moments estimation

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

The econometric analysis of seasonal time series

Applied time series econometrics [electronic resource] / edited by Helmut Lütkepohl, Markus Krätzig.

Statistics and Econometric Models 2 volume set

Semiparametric regression for the applied econometrician

Introduction to the mathematical and statistical foundations of econometrics

Introduction to the mathematical and statistical foundations of econometrics [electronic resource] / Herman J. Bierens.

Unit roots, cointegration and structural change

Econometric modeling and inference

Almost All About Unit Roots: Foundations, Developments, and Applications

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