Themes In Modern Econometrics Series

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Applied Time Series Econometrics
Cambridge University Press (2004)

A demonstration of how time series econometrics can be used in economics and finance.

Introduction to the Mathematical and Statistical Foundations of Econometrics
Cambridge University Press (2004)

This book is intended for use in a rigorous introductory PhD level course in econometrics.

Semiparametric Regression for the Applied Econometrician
Cambridge University Press (2003)

This book provides simple and flexible (nonparametric) techniques for analyzing regression data.

Econometric Modelling with Time Series: Specification, Estimation and Testing

Econometric Modelling with Time Series

Specification, Estimation and Testing

Vance Martin, Stan Hurn and 1 more...
Cambridge University Press (2012)

This book provides a general framework for specifying, estimating and testing time series...

Nonparametric Econometrics
Cambridge University Press (1999)

This book systematically and thoroughly covers a vast literature on the nonparametric and...

Unit Roots, Cointegration, and Structural Change
Cambridge University Press (1999)

A comprehensive review of unit roots, cointegration and structural change from a best-selling...

Structural Vector Autoregressive Analysis
Cambridge University Press (2017)

This book discusses the econometric foundations of structural vector autoregressive modeling, as...

Generalized Method of Moments Estimation
Cambridge University Press (1999)

The principal objective of this volume is to offer a complete presentation of the theory of GMM...

The second volume in a major two-volume set of advanced texts in econometrics.

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

This is the first volume in a major two-volume set of advanced texts in econometrics.