Advanced Texts in Econometrics

Series Editors: Manuel Arellano, Guido Imbens, Grayham E. Mizon, Adrian Pagan, Mark Watson. Advisory Editor: C.W.J. Granger

Advanced Texts in Econometrics is a distinguished and rapidly expanding series in which leading econometricians have been invited to assess recent developments in the subject. Each volume explains the nature and applicability of a topic in greater depth than possible in introductory textbooks or single journal articles. Each text is formatted to be as accessible and convenient for those who are not familiar with the detailed primary literature.



Recent highlights

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The Econometrics of Macroeconomic Modelling
Gunnar Bårdsen; Øyvind Eitrheim; Eilev S. Jansen; Ragnar Nymoen
Micro-Econometrics for Policy, Program and Treatment Effects
Myoung-jae Lee
Readings in Unobserved Components Models
Andrew Harvey; and Tommaso Proietti
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Stochastic Volatility Selected Readings
Neil Shephard
Generalized Method of Moments
Alastair R. Hall
Finite Sample Econometrics
Aman Ullah

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