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1
Likelihood-based inference in cointegrated vector autoregressive models
by
Johansen, S²ren
Published 1995
Oxford University Press
“
...
Advanced
texts
in
econometrics
/
Advanced
texts
in
econometrics
...
”
Call Number:
HB141
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2
Panel data econometrics
by
Arellano, Manuel
Published 2003
Oxford University Press
“
...
Advanced
texts
in
econometrics
/
Advanced
texts
in
econometrics
...
”
Call Number:
HB139
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3
Periodic time series models
by
Franses, Philip Hans
Published 2004
Oxford University Press
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econometrics
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HB141
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4
Dynamic econometrics
by
Hendry, David F.
Published 1995
Oxford University Press
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HB141
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5
Finite sample econometrics
by
Ullah, Aman
Published 2004
Oxford University Press
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HB139
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6
Stochastic limit theory : an introduction for econometricians
by
Davidson, James
Published 1994
Oxford University Press
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HB139
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7
Time-series-based econometrics : unit roots and co-integrations
by
Hatanaka, Michio
Published 1996
Oxford University Press
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Advanced
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Call Number:
HB139
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8
Co-integration, error correction, and the econometric analysis of non-stationary data
by
Banerjee, Anindya
Published 1993
Oxford University Press
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HB141
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