Econometrics

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Essays in Econometrics: Volume 1, Spectral Analysis, Seasonality, Nonlinearity, Methodology, and Forecasting: Collected Papers of Clive W. J. Granger
Cambridge University Press (2001)
AU$72.60

These are econometrician Clive W. J. Granger's major essays in spectral analysis, seasonality,...

Advances in Economics and Econometrics: Volume 1: Theory and Applications, Eighth World Congress

Advances in Economics and Econometrics: Volume 1

Theory and Applications, Eighth World Congress

Cambridge University Press (2003)
AU$45.10

This volume contains recent surveys of the most important topics in economics.

Empirical Modeling in Economics: Specification and Evaluation
Cambridge University Press (1999)
AU$48.40

Lucid account of the process of constructing and evaluating an empirical model.

Statistics, Econometrics and Forecasting
Cambridge University Press (2004)
AU$35.20

Analysis and appreciation of the structural econometric, time series analysis approach to...

Nonparametric Econometrics
Cambridge University Press (1999)
AU$56.10

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

Unit Roots, Cointegration, and Structural Change
Cambridge University Press (1999)
AU$62.70

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

Forecasting, Structural Time Series Models and the Kalman Filter
Cambridge University Press (1990)
AU$70.40

This book is concerned with modelling economic and social time series and with addressing the...

Structural Vector Autoregressive Analysis
Cambridge University Press (2017)
AU$72.60

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

A First Course in Quantitative Finance
Cambridge University Press (2018)
AU$66.00

Using stereoscopic images and other novel pedagogical features, this book offers a comprehensive...

Quantitative Financial Economics: Stocks, Bonds and Foreign Exchange

Quantitative Financial Economics (2nd ed.)

Stocks, Bonds and Foreign Exchange

This new edition of the hugely successful Quantitative Financial Economics has been revised and...