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Advanced texts in econometrics

データ種別 図書
出版者 Oxford : Oxford University Press
著者標目 Granger, Clive William John, 1934-
Mizon, Grayham E.
書誌ID LT00471515

子書誌情報を非表示

1 Modelling economic series : readings in econometric methodology / edited by C.W.J. Granger Oxford : Clarendon Press , 1991
2 Long-run economic relationships : readings in cointegration / edited by R.F. Engle and C.W.J. Granger Oxford ; Tokyo : Oxford University Press , 1991
3 Stochastic limit theory : an introduction for econometricians / James Davidson : hard,: pbk. - Oxford : Oxford University Press , 1994
4 Dynamic econometrics / David F. Hendry Oxford : Oxford University Press , 1995
5 Co-integration, error correction, and the econometric analysis of non-stationary data / Anindya Banerjee ... [et al.] Oxford : Oxford University Press , 1993
6 Time-series-based econometrics : unit roots and co-integrations / Michio Hatanaka Oxford : Oxford University Press , 1996
7 Modelling seasonality / edited by S. Hylleberg Oxford : Oxford University Press , 1992
8 Nonstationary time series analysis and cointegration / edited by Colin P. Hargreaves Oxford : Oxford University Press , 1994
9 Testing exogeneity / edited by Neil R. Ericsson and John S. Irons Oxford : Oxford University Press , 1994
10 Modelling nonlinear economic relationships / Clive W.J. Granger and Timo Teräsvirta Oxford : Oxford University Press , 1993
11 Likelihood-based inference in cointegrated vector autoregressive models / Søren Johansen Oxford : Oxford University Press , 1995
12 Time series with long memory / edited by Peter M. Robinson New York : Oxford University Press , 2003
13 Panel data econometrics / Manuel Arellano Oxford ; Tokyo : Oxford University Press , 2003
14 Micro-econometrics for policy, program, and treatment effects / Myoung-jae Lee : hbk,: pbk. - Oxford : Oxford University Press , 2005
15 Bayesian inference in dynamic econometric models / Luc Bauwens, Michel Lubrano, and Jean-François Richard : hbk. - Oxford ; Tokyo : Oxford University Press , 1999
16 The econometrics of macroeconomic modelling / Gunnar Bårdsen ... [et al.] : pbk. - Oxford : Oxford University Press , 2005
17 The cointegrated VAR model : methodology and applications / Katarina Juselius : pbk. - Oxford : Oxford University Press , 2006
18 Readings in unobserved components models / edited by Andrew C. Harvey and Tommaso Proietti : pbk. - Oxford : Oxford University Press , 2005
19 ARCH : selected readings / edited by Robert F. Engle : pbk. - Oxford : Oxford University Press , 2004
20 Modelling seasonality / edited by S. Hylleberg Oxford : Oxford University Press , 2003
21 Finite sample econometrics / Aman Ullah : pbk. - Oxford : Oxford University Press , 2004
22 Periodic time series models / Philip Hans Franses and Richard Paap : hbk. - Oxford : Oxford University Press , 2004
23 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
24 Modelling nonlinear economic time series / by Timo Teräsvirta, Dag Tjøstheim, Clive W.J. Granger : pbk. - Oxford : Oxford University Press , 2010
25 Periodicity and stochastic trends in economic time series / Philip Hans Franses : pbk. - Oxford : Oxford University Press , c1996
26 Workbook on cointegration / Peter Reinhard Hansen, Søren Johansen : pbk. - Oxford, UK : Oxford University Press , c1998
27 Stochastic volatility : selected readings / edited by Neil Shephard : pbk. - Oxford : Oxford University Press , 2005
28 Generalized method of moments / Alastair R. Hall : pbk. - Oxford ; Tokyo : Oxford University Press , c2005

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本文言語 英語
NCID BA12388775