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Semiparametric Regression for the Applied Econometrician

Themes in Modern Econometrics

  • General Editors: Eric Ghysels, University of North Carolina, Chapel Hill, Richard J. Smith, University of Warwick
  • Managing Editor: Peter C. B. Phillips, Yale University, Connecticut

Themes in Modern Econometrics provides an organized sequence of textbooks in econometrics aimed directly at the student population, and is the first series in the discipline to have this as its express aim. Written at a level accessible to students with an introductory course in econometrics behind them, each book addresses topics or themes that students and researchers encounter daily. While each book is able to stand alone as an authoritative survey in its own right, the distinct emphasis throughout is on pedagogic excellence.

Series book listing

There are 14 titles in this series

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These titles are sorted by publication date (descending)

Econometric Modelling with Time Series

Specification, Estimation and Testing
  • Vance Martin, Stan Hurn, David Harris
  • Paperback (ISBN-13: 9780521139816)
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  • Publication date: December 2012
  • Subject: Econometrics statistics and mathematical economics
Series Themes in Modern Econometrics
  • In stock
  • $90.00 (X)

Econometric Modeling and Inference

  • Jean-Pierre Florens, Velayoudom Marimoutou, Anne Peguin-Feissolle, Josef Perktold, Marine Carrasco
  • Paperback (ISBN-13: 9780521700061)
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  • Publication date: July 2007
  • Subject: Econometrics statistics and mathematical economics
Series Themes in Modern Econometrics
  • In stock
  • $55.00 (Z)

Introduction to the Mathematical and Statistical Foundations of Econometrics

  • Herman J. Bierens
  • Paperback (ISBN-13: 9780521542241)
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  • Publication date: December 2004
  • Subject: Econometrics statistics and mathematical economics
Series Themes in Modern Econometrics
  • Available
  • $52.00 (Z)

Applied Time Series Econometrics

  • Helmut Lütkepohl, Markus Krätzig
  • Paperback (ISBN-13: 9780521547871)
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  • Publication date: August 2004
  • Subject: Econometrics statistics and mathematical economics
Series Themes in Modern Econometrics
  • Available
  • $49.00 (Z)

Semiparametric Regression for the Applied Econometrician

  • Adonis Yatchew
  • Paperback (ISBN-13: 9780521012263)
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  • Publication date: June 2003
  • Subject: Econometrics statistics and mathematical economics
Series Themes in Modern Econometrics
  • Available
  • $37.99 (Z)

The Econometric Analysis of Seasonal Time Series

  • Eric Ghysels, Denise R. Osborn
  • Paperback (ISBN-13: 9780521565882)
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  • Publication date: June 2001
  • Subject: Econometrics statistics and mathematical economics
Series Themes in Modern Econometrics
  • Available
  • $39.99 (Z)

Econometrics of Qualitative Dependent Variables

  • Christian Gourieroux, Paul B. Klassen
  • Paperback (ISBN-13: 9780521589857)
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  • Publication date: October 2000
  • Subject: Econometrics statistics and mathematical economics
Series Themes in Modern Econometrics
  • In stock
  • $48.99 (Z)

Nonparametric Econometrics

  • Adrian Pagan, Aman Ullah
  • Paperback (ISBN-13: 9780521586115)
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  • Publication date: June 1999
  • Subject: Econometrics statistics and mathematical economics
Series Themes in Modern Econometrics
  • Available
  • $50.00 (Z)

Generalized Method of Moments Estimation

  • Laszlo Matyas
  • Paperback (ISBN-13: 9780521669672)
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  • Publication date: April 1999
  • Subject: Econometrics statistics and mathematical economics
Series Themes in Modern Econometrics
  • Available
  • $42.00 (Z)

Unit Roots, Cointegration, and Structural Change

  • G. S. Maddala, In-Moo Kim
  • Paperback (ISBN-13: 9780521587822)
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  • Publication date: March 1999
  • Subject: Econometrics statistics and mathematical economics
Series Themes in Modern Econometrics
  • Available
  • $61.00 (Z)

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