Books in Shelfclass 2.L, Econometrics & time series analysis:

Number of books: 86

Shelfclass Sortkey Title
2.L ABRAHAM-FROIS, GILBERT Non-Linear Dynamics and Endogenous Cycles
2.L AITCHISON, J Statistical Prediction Analysis
2.L ARELLANO, MANUEL Panel Data Econometrics
2.L BILLINGSLEY, PATRICK Statistical Inference for Management and Economics
2.L BISGAARD, TORBEN MAACK Characteristic Functions and Moment Sequences: Positive Definiteness in Probability
2.L BOX, GEORGE E. P Time Series Analysis: Forecasting and Control
2.L BRILLINGER, DAVID R Time Series: Data Analysis and Theory
2.L BROCKWELL, PETER J Introduction to Time Series and Forecasting
2.L BROCKWELL, PETER J Time Series: Theory and Methods
2.L BULACH, MARCIA WOOLF Canonical Auto and Cross Correlations of Multivariate Time Series
2.L CHAGHAGHI, FRANCOIS S Time Series Package (TSPACK)
2.L CHIANG, ALPHA C Fundamental Methods of Mathematical Economics
2.L CLEMENTS, MICHAEL P Forecasting Non-Stationary Economic Time Series
2.L CONT, RAMA Financial Modelling With Jump Processes
2.L CROMWELL, JEFF B Multivariate Tests for Time Series Models
2.L DHRYMES, PHOEBUS Time Series, Unit Roots, and Cointegration
2.L DORFMAN, JEFFREY H Bayesian Economics Through Numerical Methods: A Guide to Econometrics and Decision-Making with Prior Information
2.L DUFRÉNOT, GILLES Recent Developments in Nonlinear Cointegration with Applications to Macroeconomics and Finance
2.L ENDERS, WALTER Applied Econometric Time Series
2.L ENGLE, ROBERT F ARCH: Selected Readings
2.L FINDLEY, DAVID F Applied Time Series Analysis
2.L FINDLEY, DAVID F Applied Time Series Analysis II
2.L FISHER, FRANKLIN M The Identification Problem in Econometrics
2.L FULLER, WAYNE A Introduction to Statistical Time Series
2.L GHOSAL, A Applied Cybernetics: Its Relevance in Operations Research
2.L GHYSELS, ERIC The Econometric Analysis of Seasonal Time Series
2.L GOLAN, AMOS Maximum Entropy Econometrics: Robust Estimation with Limited Data
2.L GOURIEROUX, CHRISTIAN Econometrics of Qualitative Dependent Variables
2.L GOURIEROUX, CHRISTIAN Statistics and Econometric Models, Volume 1: General Concepts, Estimation, Prediction, and Algorithms
2.L GOURIEROUX, CHRISTIAN Statistics and Econometric Models, Volume 2: testing, Confidence Regions, Model Selection, and Asymptotic Theory
2.L GRANGER, CLIVE W. J Forecasting Economic Time Series
2.L GRANGER, CLIVE W. J Modelling Nonlinear Economic Relationships
2.L GRILICHES, ZVI Handbook of Econometrics, Volume 1
2.L GRILICHES, ZVI Handbook of Econometrics, Volume 2: Vol. 2
2.L GRILICHES, ZVI Handbook of Econometrics, Volume 3: Vol. 3
2.L HALDRUP, NIELS Essays on the Estimation and Inference in Non-Stationary Time Series Models
2.L HAMILTON, JAMES D Time Series Analysis
2.L HANNAN, EDWARD JAMES Multiple Time Series
2.L HARRIS, RICHARD I. D Using Cointegration Analysis in Econometric Modelling
2.L HARVEY, ANDREW C Forecasting, Structural Time Series Models and the Kalman Filter
2.L HARVEY, ANDREW C The Econometric Analysis of Time Series
2.L HATANAKA, MICHIO Time-Series-Based Econometrics: Unit Roots and Co-Integration
2.L HAYASHI, FUMIO Econometrics
2.L HSU, CHIENTE Volume and the Nonlinear Dynamics of Stock Returns
2.L INKMANN, JOACHIM Conditional Moment Estimation of Nonlinear Equation Systems: With an Application to an Oligopoly Model of Cooperative R & D
2.L JUDGE, GEORGE G The Theory and Practice of Econometrics
2.L KARLIN, SAMUEL Studies in Econometrics, Time Series, and Multivariate Statistics
2.L KEDEM, BENJAMIN Regression Models for Time Series Analysis
2.L KENKEL, JAMES L Dynamic Linear Economic Models
2.L KING, MAXWELL L Specification Analysis in the Linear Model: In Honour of Donald Cochrane
2.L KOKOT, STEFAN The Econometrics of Sequential Trade Models: Theory and Applications Using High Frequency Data
2.L MADDALA, G. S Unit Roots, Cointegration, and Structural Change
2.L MÁTYÁS, LÁSZLÓ Generalized Method of Moments Estimation
2.L MILLS, TERENCE C The Econometric Modelling of Financial Time Series
2.L MORALES, J.-A Bayesian Full Information Structural Analysis
2.L NEUMANN, KLAUS Stochastic Project Networks: Temporal Analysis, Scheduling and Cost Minimization
2.L OTNES, ROBERT K Applied Time Series Analysis: Volume I: Basic Techniques
2.L OTNES, ROBERT K Digital Time Series Analysis
2.L PAGAN, ADRIAN Nonparametric Econometrics
2.L PESARAN, M. HASHEM Nonlinear Dynamics, Chaos and Econometrics
2.L PRIESTLEY, M. B Spectral Analysis and Time Series
2.L REINSEL, GREGORY C Elements of Multivariate Time Series Analysis
2.L RICHARDS, J. A Analysis of Periodically Time-Varying Systems
2.L ROSENBLATT, MURRAY Proceedings of the Symposium on Time Series Analysis: Held at Brown University [Providence, Rhode Island], June 11-14, 1962
2.L ROTHMAN, PHILIP Nonlinear Time Series Analysis of Economic and Financial Data
2.L SARGENT, THOMAS J Macroeconomic Theory
2.L SUBBA RAO, T Developments in Time Series Analysis: In Honour of Maurice B. Priestley
2.L TANAKA, KATSUTO Time Series Analysis: Nonstationary and Noninvertible Distribution Theory
2.L TEEKENS, R Prediction Methods in Multiplicative Models
2.L TSA TSA 1980: Time Series Analysis: Proceedings of the International Conference held at Houston, Texas, August 1980
2.L TSA TSA 1981: Applied Time Series Analysis: Proceedings of the International Conference held at Houston, Texas, August 1981
2.L TSA TSA 1981: Time Series Analysis: Theory and Practice 1: Proceedings of the International Conference held at Valencia, Spain, June 1981
2.L TSA TSA 1981: Time Series Analysis: Theory and Practice 4: Proceedings of the International Conference held at Cincinnati, Ohio, August 1981
2.L TSA TSA 1983: Time Series Analysis: Theory and Practice 6: Hydrological, Geophysical and Spatial Applications: Proceedings of the International Conference held at Toronto, Canada, 10-14 August 1983
2.L TSAY, RUEY S Analysis of Financial Time Series
2.L TUCCI, MARCO P The Rational Expectation Hypothesis, Time-Varying Parameters and Adaptive Control: A Promising Combination?
2.L VEGA-REDONDO, FERNANDO Complex Social Networks
2.L WEI, WILLIAM W. S Time Series Analysis: Univariate and Multivariate Methods
2.L WEI, WILLIAM W. S. Multivariate Time Series Analysis and Applications
2.L WEST, MIKE Bayesian Forecasting and Dynamic Models
2.L WHITE, HALBERT Asymptotic Theory for Econometricians
2.L WHITE, HALBERT Estimation, Inference and Specification Analysis
2.L WHITEMAN, CHARLES H Linear Rational Expectations Models: a user's guide
2.L WIENER, NORBERT Time Series
2.L WOLTERS, JÜRGEN Stochastic Dynamic Properties of Linear Econometric Models
2.L YATCHEW, ADONIS Semiparametric Regression for the Applied Econometrician