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＜Books＞
Advanced texts in econometrics

Publisher Oxford : Oxford University Press
Codes ID=1000036857 NCID=BA12388775

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Language Undetermined
Notes General editors: C. W. J. Granger, G. E. Mizon
Authors Granger, C. W. J. (Clive William John), 1934-
Mizon, Grayham E.

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1 Likelihood-based inference in cointegrated vector autoregressive models / Søren Johansen :,: pbk. - Oxford : Oxford University Press , 1995
2 Micro-econometrics for policy, program, and treatment effects / Myoung-jae Lee : hbk,: pbk. - Oxford : Oxford University Press , 2005
3 The cointegrated VAR model : methodology and applications / Katarina Juselius : hbk,: pbk. - Oxford : Oxford University Press , 2006
4 Modelling nonlinear economic time series / by Timo Teräsvirta, Dag Tjøstheim, and Clive W.J. Granger : hbk,: pbk. - Oxford : Oxford University Press , 2010
5 Volatility and time series econometrics : essays in honor of Robert F. Engle / edited by Tim Bollerslev, Jeffrey R. Russell, and Mark W. Watson : hbk. - Oxford : Oxford University Press , 2010
6 Stochastic limit theory : an introduction for econometricians / James Davidson : hard,: pbk. - Oxford : Oxford University Press , 1994
7 ARCH : selected readings / edited by Robert F. Engle : hbk,: pbk. - Oxford ; New York : Oxford University Press , 1995
8 Co-integration, error correction, and the econometric analysis of non-stationary data / Anindya Banerjee ... [et al.] : hbk,: pbk. - New York, N.Y. ; Oxford : Oxford University Press , 1993
9 Dynamic econometrics / David F. Hendry : hard,: pbk. - Oxford : Oxford University Press , 1995
10 Modelling economic series : readings in econometric methodology / edited by C.W.J. Granger : pbk. - Oxford : Clarendon Press , 1991
11 Nonstationary time series analysis and cointegration / edited by Colin P. Hargreaves : hard,: pbk. - Oxford ; New York : Oxford University Press , 1994
12 Readings in unobserved components models / edited by Andrew C. Harvey and Tommaso Proietti : hbk,: pbk. - Oxford : Oxford University Press , 2005
13 Modelling nonlinear economic relationships / Clive W.J. Granger and Timo Teräsvirta : pbk. - Oxford ; New York : Oxford University Press , c1993
14 Testing exogeneity / edited by Neil R. Ericsson and John S. Irons : pbk. - Oxford : Oxford University Press , 1994
15 Time-series-based econometrics : unit roots and co-integrations / Michio Hatanaka : pbk. - Oxford ; New York : Oxford University Press , 1996
16 Workbook on cointegration / Peter Reinhard Hansen, Søren Johansen : pbk,: hbk. - Oxford, UK : Oxford University Press , 1998
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