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The cointegrated VAR model: methodology and applications

by Juselius, Katarina.

Series: Advanced texts in econometrics Publication details: Oxford Oxford University Press 2006Availability: Items available for loan: Vikram Sarabhai Library (1) Call number: 330.0151563 J8C6.

Volatility and time series econometrics: essays in honor of Robert F.Engle

by Bollerslev, Tim.

Series: Advanced texts in econometricsMaterial type: Text Book; Format: print ; Literary form: Not fiction Publication details: Oxford Oxford University Press 2010Availability: Items available for loan: Vikram Sarabhai Library (1) Call number: 330.0151955 V6.

Generalized method of moments

by Hall, Alastair R.

Series: Advanced Texts in Econometrics Publication details: Oxford Oxford University Press 2005Availability: Items available for loan: Vikram Sarabhai Library (1) Call number: 330.015195 H2G3.

Panel data econometrics

by Arellano, Manuel.

Series: Advanced Texts in Econometrics Publication details: Oxford Oxford University Press 2003Availability: Items available for loan: Vikram Sarabhai Library (1) Call number: 330.015195 A7P2.

Periodicity and stochastic trends in economic time series

by Franses, Philip Hans.

Series: Advanced texts in econometrics Publication details: New York Oxford University Press 1996Availability: Items available for loan: Vikram Sarabhai Library (1) Call number: 330.18 F7P3.

Modeling economic series: readings in econometric methodology

by Granger, C. W. J [Editor].

Series: Advanced texts in econometricsMaterial type: Text Book; Format: print ; Literary form: Not fiction Publication details: Oxford Clarendon Press 1990Availability: Items available for loan: Vikram Sarabhai Library (1) Call number: 330.182 M64.

Stochastic limit theory: an introduction for econometricians

by Davidson, James.

Series: Advanced texts in EconometricsMaterial type: Text Book; Format: print ; Literary form: Not fiction Publication details: Oxford Oxford University Press 2002Availability: Items available for loan: Vikram Sarabhai Library (1) Call number: 330.182 D2S8.

The Econometrics of macroeconomic modelling

by Bardsen, Gunnar | Eitrheim, Oyvind | Jansen, Eilev S | Nynomen, Ragnar.

Series: Advanced texts in econometrics Publication details: Oxford Oxford University Press 2005Availability: Items available for loan: Vikram Sarabhai Library (1) Call number: 339.015195 B2E2.

Periodic time series models

by Franses, Philip Hans | Paap, Richard.

Series: Advanced texts in econometrics Publication details: Oxford Oxford University Press 2005Availability: Items available for loan: Vikram Sarabhai Library (1) Call number: 330.015195 F7P3.

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