Themes in modern econometrics

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econometric analysis of seasonal tim...

econometric analysis of seasonal time series

time series and dynamic models

unit roots, cointegration, and struc...

unit roots, cointegration, and structural change

introduction to the mathematical and...

introduction to the mathematical and statistical foundations of econometrics

statistics and econometric models

econometric modelling with time seri...

econometric modelling with time series : specification, estimation and testing