図書

Advanced texts in econometrics

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Advanced texts in econometrics

Material type
図書
Author
Granger, C. W. J. (Clive William John)ほか
Publisher
Oxford University Press
Publication date
-
Material Format
Paper
Capacity, size, etc.
-
NDC
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Notes on use

Note (General):

General editors: C. W. J. Granger, G. E. Mizon

Related materials as well as pre- and post-revision versions

ARCH : selected readingsLeave the NDL website. Periodicity and stochastic trends in economic time seriesLeave the NDL website. The cointegrated VAR model : methodology and applicationsLeave the NDL website. Nonstationary time series analysis and cointegrationLeave the NDL website. Generalized method of momentsLeave the NDL website. Readings in unobserved components modelsLeave the NDL website. Time series with long memoryLeave the NDL website. Modelling nonlinear economic time seriesLeave the NDL website. Micro-econometrics for policy, program, and treatment effectsLeave the NDL website. Workbook on cointegrationLeave the NDL website. Periodic time series modelsLeave the NDL website. The econometrics of macroeconomic modellingLeave the NDL website. Dynamic econometricsLeave the NDL website. Workbook on cointegrationLeave the NDL website. Testing exogeneityLeave the NDL website. Long-run economic relationships : readings in cointegrationLeave the NDL website. Time-series-based econometrics : unit roots and co-integrationsLeave the NDL website. Modelling nonlinear economic relationshipsLeave the NDL website. Modelling economic series : readings in econometric methodologyLeave the NDL website. Panel data econometricsLeave the NDL website. Bayesian inference in dynamic econometric modelsLeave the NDL website. Dynamic econometricsLeave the NDL website. Stochastic volatility : selected readingsLeave the NDL website. Co-integration, error correction, and the econometric analysis of non-stationary dataLeave the NDL website. Finite sample econometricsLeave the NDL website. The cointegrated VAR model : methodology and applicationsLeave the NDL website. Modelling seasonalityLeave the NDL website. Volatility and time series econometrics : essays in honor of Robert F. EngleLeave the NDL website. Stochastic limit theory : an introduction for econometriciansLeave the NDL website. Likelihood-based inference in cointegrated vector autoregressive modelsLeave the NDL website. Periodicity and stochastic trends in economic time seriesLeave the NDL website. ARCH : selected readingsLeave the NDL website.

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Table of Contents

  • ARCH : selected readings

  • Periodicity and stochastic trends in economic time series

  • The cointegrated VAR model : methodology and applications

  • Nonstationary time series analysis and cointegration

  • Generalized method of moments

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Paper

Material Type
図書
Publication, Distribution, etc.
Place of Publication (Country Code)
uk
Target Audience
一般
Note (General)
General editors: C. W. J. Granger, G. E. Mizon
Related Material
ARCH : selected readings
Periodicity and stochastic trends in economic time series
The cointegrated VAR model : methodology and applications
Nonstationary time series analysis and cointegration
Generalized method of moments
Readings in unobserved components models
Time series with long memory
Modelling nonlinear economic time series
Micro-econometrics for policy, program, and treatment effects
Workbook on cointegration
Periodic time series models
The econometrics of macroeconomic modelling
Dynamic econometrics
Workbook on cointegration
Testing exogeneity
Long-run economic relationships : readings in cointegration
Time-series-based econometrics : unit roots and co-integrations
Modelling nonlinear economic relationships
Modelling economic series : readings in econometric methodology
Panel data econometrics
Bayesian inference in dynamic econometric models
Dynamic econometrics
Stochastic volatility : selected readings
Co-integration, error correction, and the econometric analysis of non-stationary data
Finite sample econometrics
The cointegrated VAR model : methodology and applications
Modelling seasonality
Volatility and time series econometrics : essays in honor of Robert F. Engle
Stochastic limit theory : an introduction for econometricians
Likelihood-based inference in cointegrated vector autoregressive models
Periodicity and stochastic trends in economic time series
ARCH : selected readings
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国立情報学研究所 : CiNii Research