Series: Advanced Texts in Econometrics

Volatility and Time Series Econometrics

The Cointegrated VAR Model

Panel Data Econometrics

Periodic Time Series Models

Generalized Method of Moments

ARCH: Selected Readings

Dynamic Econometrics

Generalized Method of Moments

Finite Sample Econometrics

Long-Run Economic Relationships

Micro-Econometrics for Policy, Program and Treatment Effects

Finite Sample Econometrics

Workbook on Cointegration

The Econometrics of Macroeconomic Modelling

Periodicity and Stochastic Trends in Economic Time Series

Modelling Nonlinear Economic Time Series

The Econometrics of Macroeconomic Modelling

Stochastic Volatility

The Cointegrated VAR Model

Modelling Non-Linear Economic Relationships

Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data

Workbook on Cointegration

Non-Stationary Time Series Analysis and Cointegration

Bayesian Inference in Dynamic Econometric Models

Modelling Economic Series

Likelihood-Based Inference in Cointegrated Vector Autoregressive Models

Testing Exogeneity

Time Series with Long Memory