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1、theeconometricsofmacroeconomicmodellingOtherAdvancedTextsinEconometricsARCH:SelectedReadingsEditedbyRobertF.EngleAsymptoticTheoryforIntegratedProcessesByH.PeterBoswijkBayesianInferenceinDynamicEconometricModelsByLucBauwens,MichelLubrano,andJean-Fran?coisRichardCo-integration,ErrorCorre
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3、ByS?renJohansenLong-RunEconometricRelationships:ReadingsinCointegrationEditedbyR.F.EngleandC.W.J.GrangerMicro-EconometricsforPolicy,Program,andTreatmentE?ectByMyoung-jaeLeeModellingEconomicSeries:ReadingsinEconometricMethodologyEditedbyC.W.J.GrangerModellingNon-LinearEconomicRelationsh
4、ipsByCliveW.J.GrangerandTimoTer¨asvirtaModellingSeasonalityEditedbyS.HyllebergNon-StationaryTimesSeriesAnalysisandCointegrationEditedbyColinP.HargeavesOutlierRobustAnalysisofEconomicTimeSeriesByAndr′eLucas,PhilipHansFranses,andDickvanDijkPanelDataEconometricsByManuelArellanoPeriodicity
5、andStochasticTrendsinEconomicTimeSeriesByPhilipHansFransesProgressiveModelling:Non-nestedTestingandEncompassingEditedbyMassimilianoMarcellinoandGrayhamE.MizonReadingsinUnobservedComponentsEditedbyAndrewHarveyandTommasoProiettiStochasticLimitTheory:AnIntroductionforEconometriciansByJame
6、sDavidsonStochasticVolatilityEditedbyNeilShephardTestingExogeneityEditedbyNeilR.EricssonandJohnS.IronsTheEconometricsofMacroeconomicModellingByGunnarB?ardsen,?yvindEitrheim,EilevS.Jansen,andRagnarNymoenTimeSerieswithLongMemoryEditedbyPeterM.RobinsonTime-Series-BasedEconometrics:UnitRoo
7、tsandCo-integrationsByMichioHatanakaWorkbookonCointegrationByPeterReinhardHansenandS?renJohansenTheEconometricsofMacroeconomicModellingGUNNARB?ARDSEN?YVINDEITRHEIMEILEVS.JANSENANDRAGNARNYMOEN13GreatClarendonStreet,Oxfordox26dpOxfordUniversityPressisadepartmentoftheUniversityofOxford.
