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SUBJECT : ECONOMETRICS
 
No

Title & AuthorYearView e-book
1Financial econometrics (2nd ed.) / Peijie Wang2009
2Computational macroeconomics for the open economy / G C Lim and Paul D McNelis2008
3Applied choice analysis / John M Rose2005
4Identification and inference for econometric models / Donald W K Andrews2005
5Quantile regression / Roger Koenkere2005
6Applied time series econometrics / Marcus Kratzig2004
7Introduction to the mathematical and statistical foundations of econometrics / Michael Wickens2004
8Statistics, econometrics and forecasting / Arnold Zellner2004
9The structural econometric : time series analysis approach / Franz C Palm2004
10Discrete choice methods with simulation / Kenneth E Train2003
11Quantitative models in marketing research / Philip Hans Franses2003
12Semiparametric regression for the applied econometrician / Adonis Yatchew2003
13Simplicity, inference and modelling / Hugo A Keuzenkamp2002
14Essays in econometrics: spectral analysis, seasonality, nonlinearity, methodology and forecasting (volume 1) / Eric Ghysels2001
15Essays in econometrics: causality, integration and cointegration and long memory (volume 2) / Mark W Watson 2001
16Non-linear time series models in empirical finance / Dick van Dijk2000
17Analysis of panels and limited dependent variable models / Hsiao Cheng1999
18Probability theory and statistical inference / Aris Spanos1999
19The econometric modelling of financial time series (2nd ed.) / Terence C Mills1999
 
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January-February 2017
 
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