Econometrics

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An Introduction to Econometric Theory: Measure-Theoretic Probability and Statistics with Applications to Economics
Author A. Ronald Gallant
Empirical Dynamic Asset Pricing: Model Specification and Econometric Assessment
Author Kenneth J. Singleton
Mastering 'Metrics: The Path from Cause to Effect
Author Joshua D. Angrist
Methods for Applied Macroeconomic Research
Author Fabio Canova
Structural Macroeconometrics: Second Edition
Author David N. DeJong
The Econometrics of Financial Markets
Author John Y. Campbell
Complete and Incomplete Econometric Models
Author John Geweke
Anticipating Correlations: A New Paradigm for Risk Management
Author Robert Engle
An Introduction to Mathematical Analysis for Economic Theory and Econometrics
Author Dean Corbae
Econometrics
Author Fumio Hayashi
Bayesian Non- and Semi-parametric Methods and Applications
Author Peter Rossi
Econometric Modeling: A Likelihood Approach
Author David F. Hendry
Nonparametric Econometrics: Theory and Practice
Author Qi Li
Mostly Harmless Econometrics: An Empiricist's Companion
Author Joshua D. Angrist
Predicting GDP Growth using Knowledge-based Economy Indicators: A Comparison between Neural Network and Econometric Approaches
Author Sunway University
Generalized Inverses and Applications: Proceedings of an Advanced Seminar Sponsored by the Mathematics Research Center, the University of Wisconsin—Madison, October 8 - 10, 1973
Author Elsevier Books Reference
Econometrics and the Philosophy of Economics: Theory-Data Confrontations in Economics
Author Bernt P. Stigum
The Econometric Analysis of Recurrent Events in Macroeconomics and Finance
Author Don Harding
Mathematical Algorithms for Linear Regression
Author Helmuth Späth
High-Frequency Financial Econometrics
Author Yacine Aït-Sahalia
Econometrics: A Simple Introduction
Author K.H. Erickson
IFRS 9 and CECL Credit Risk Modelling and Validation: A Practical Guide with Examples Worked in R and SAS
Author Tiziano Bellini
Applied Econometrics: An Introduction
Author Massimiliano Marcellino
Optimal Transport Methods in Economics
Author Alfred Galichon
Modelling Stock Market Volatility: Bridging the Gap to Continuous Time
Author Elsevier Books Reference
Forecasting Economic Time Series
Author C. W. J. Granger
Asymptotic Theory for Econometricians
Author Halbert White
R&D and Productivity: The Econometric Evidence
Author Zvi Griliches
Federal Tax Policy and Charitable Giving
Author Charles T. Clotfelter
Microbehavioral Econometric Methods: Theories, Models, and Applications for the Study of Environmental and Natural Resources
Author S. Niggol Seo

View All In Econometrics

Econometrics

Bestselling in Econometrics

An Introduction to Econometric Theory: Measure-Theoretic Probability and Statistics with Applications to Economics

Empirical Dynamic Asset Pricing: Model Specification and Econometric Assessment

Mastering 'Metrics: The Path from Cause to Effect

Methods for Applied Macroeconomic Research

Structural Macroeconometrics: Second Edition

The Econometrics of Financial Markets

Complete and Incomplete Econometric Models

Anticipating Correlations: A New Paradigm for Risk Management

An Introduction to Mathematical Analysis for Economic Theory and Econometrics

Econometrics

Bayesian Non- and Semi-parametric Methods and Applications

Econometric Modeling: A Likelihood Approach

Nonparametric Econometrics: Theory and Practice

Mostly Harmless Econometrics: An Empiricist's Companion

Predicting GDP Growth using Knowledge-based Economy Indicators: A Comparison between Neural Network and Econometric Approaches

Generalized Inverses and Applications: Proceedings of an Advanced Seminar Sponsored by the Mathematics Research Center, the University of Wisconsin—Madison, October 8 - 10, 1973

Econometrics and the Philosophy of Economics: Theory-Data Confrontations in Economics

The Econometric Analysis of Recurrent Events in Macroeconomics and Finance

Mathematical Algorithms for Linear Regression

High-Frequency Financial Econometrics

Econometrics: A Simple Introduction

IFRS 9 and CECL Credit Risk Modelling and Validation: A Practical Guide with Examples Worked in R and SAS

Applied Econometrics: An Introduction

Optimal Transport Methods in Economics

Modelling Stock Market Volatility: Bridging the Gap to Continuous Time

Forecasting Economic Time Series

Asymptotic Theory for Econometricians

R&D and Productivity: The Econometric Evidence

Federal Tax Policy and Charitable Giving

Microbehavioral Econometric Methods: Theories, Models, and Applications for the Study of Environmental and Natural Resources