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Themes in Modern Econometrics

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.

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

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Found 19 Results
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  • Financial Econometrics

    Theory and Applications

    Shi, Shuping
    Wang, Xiaohu
    Zeng, Tao
    Published: Not yet published - available from April 2025

    £100.00

    Hardback

    Pre-order
  • Econometric Analysis of Stochastic Dominance

    Concepts, Methods, Tools, and Applications

    Whang, Yoon-Jae
    Published: April 2019

    £57.99

    Add to cart
  • Structural Vector Autoregressive Analysis

    Kilian, Lutz
    Lütkepohl, Helmut
    Published: November 2017

    £59.99

    Add to cart
  • Almost All about Unit Roots

    Foundations, Developments, and Applications

    Choi, In
    Published: May 2015

    £34.99

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  • Granularity Theory with Applications to Finance and Insurance

    Gagliardini, Patrick
    Gouriéroux, Christian
    Published: November 2014

    £26.99

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  • Econometric Modelling with Time Series

    Specification, Estimation and Testing

    textbook

    Martin, Vance
    Hurn, Stan
    Harris, David
    Published: March 2013

    (1 reviews)

    £70.99

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  • Econometric Modeling and Inference

    textbook

    Florens, Jean-Pierre
    Marimoutou, Velayoudom
    Peguin-Feissolle, Anne
    (+ 2 others)
    Published: August 2007

  • Introduction to the Mathematical and Statistical Foundations of Econometrics

    Bierens, Herman J.
    Published: March 2005

    £39.99

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  • Applied Time Series Econometrics

    Lütkepohl, Helmut
    Krätzig, Markus
    Published: October 2004

    £40.99

    Add to cart
  • Semiparametric Regression for the Applied Econometrician

    Yatchew, Adonis
    Published: December 2003

    £29.99

    Add to cart
  • The Econometric Analysis of Seasonal Time Series

    Ghysels, Eric
    Osborn, Denise R.
    Published: September 2001

    £39.99

    Add to cart
  • Econometrics of Qualitative Dependent Variables

    textbook

    Gourieroux, Christian
    Klassen, Paul B.
    Published: November 2000

    £36.99

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  • Nonparametric Econometrics

    Pagan, Adrian
    Ullah, Aman
    Published: August 1999

    £44.99

    Add to cart
  • Generalized Method of Moments Estimation

    Matyas, Laszlo
    Published: July 1999

    £37.99

    Add to cart
  • Unit Roots, Cointegration, and Structural Change

    Maddala, G. S.
    Kim, In-Moo
    Published: January 1999

    £37.99

    Add to cart
  • Time Series and Dynamic Models

    Gourieroux, Christian
    Monfort, Alain
    Gallo, Giampiero
    Published: January 1997

    £45.99

    Add to cart
  • Statistics and Econometric Models

    Gourieroux, Christian
    Monfort, Alain
    Vuong, Quang
    Published: October 1995

    £86.99

    Multiple copy pack

    Notify me when available
  • Statistics and Econometric Models

    Gourieroux, Christian
    Monfort, Alain
    Vuong, Quang
    Published: October 1995
    Volume 2. Testing, Confidence Regions, Model Selection and Asymptotic Theory

    £37.99

    Add to cart
  • Statistics and Econometric Models

    Gourieroux, Christian
    Monfort, Alain
    Vuong, Quang
    Published: October 1995
    Volume 1. General Concepts, Estimation, Prediction and Algorithms

    £37.99

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Found 19 Results
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