The econometric analysis of time series / by Harvey, Andrew C.

Econometric Modelling with Time Series : Specification, Estimation and Testing / by Martin, Vance, 1955-

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The econometric analysis of time series / by Harvey, A. C. (Andrew C.)

Applied econometric time series / by Enders, Walter

Time consistent commitments of intermediate duration by Jones, Michael

Time series analysis and its applications : with R examples / by Shumway, Robert H.

Table of Contents: “…1. Characteristics of time series -- 2. Time series regression and exploratory data analysis -- 3. …”

Pricing the travel time of busy women / by Cavagnoli, Donatella

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New introduction to multiple time series analysis / by Lütkepohl, Helmut, 1951-

Table of Contents: “…Fitting finite order VAR models to infinite order processes -- Pte.5. Time series topiccs: 16. Multivariate ARCH and GARCH models -- 17. …”

IMF surveillance, policy coordination, and time consistency by Jones, Michael

Time-dependent pricing and new keynesian Phillips curve / by Yao, Fang

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The value and allocation of time in high-income countries : implications for fertility by Schultz, T Paul

Optimal public deficit rules in a discrete time setting by Wibaut, Serge

Exploratory fitting of autoregressive and moving models to well-behaved time series data by Mentz, Raúl Pedro, Abril, Juan Carlos, Cardozo, Zulema N, Ceballos, María B

Money demand in Venezuela : multiple cycle extraction in a cointegration framework by Cuevas, Mario A

Monetary policy with model uncertainty : distribution forecast targeting / by Svensson, Lars E. O., 1947-

Table of Contents: “…Examples -- 5. Arbitrary time-varying instrument rules and instrument paths -- 6. …”
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The Theory and practice of econometrics /

Table of Contents: “…. -- Inference in general statistical models and time series. -- Some Asymptotic Theory and Other General Results for the Linear Statistical Model. -- Nonlinear Statistical Models. -- Time Series. -- Dynamic specifications. -- Autocorrelation. -- Finite Distributed Lags. -- Infinite Distributed Lags. -- Some alternative covariance structures. -- Heteroskedasticity. -- Disturbance-Related Sets of Regression Equations. -- Inference in Models that Combine Time Series and Cross-Sectional Data. -- Inference in simultaneous equation models. -- Specification and Identification in Simultaneous Equation Models. -- Estimation and Inference in a System of Simultaneous Equations. -- Multiple Time Series and Systems of Dynamic Simultaneous Equations. -- Further model extensions. -- Unobservable Variables. -- Qualitative and Limited Dependent Variable Models. -- Varying and Random Coefficient Models. -- Non-Normal Disturbances. -- On Selecting the Set of Aggressors. -- Multicollinearity. -- Appendices.…”

Contributions to financial econometrics : theoretical and practical issues /

Table of Contents: “…The econometrics of financial time series / Michael McAleer and Les Oxley -- 2. …”

Introduction to econometrics : global edition / by Stock, James H.

Table of Contents: “…Regression analysis of economic time series data: 14. Introduction to time series regression and forecasting -- 15. …”

Determinants of crime rates in Latin America and the world : an empirical assessment / by Fajnzylber, Pablo

Learning and practicing econometrics / by Griffiths, William E.

Table of Contents: “…Estimation and Inference for the Simultaneous Equations Model. TIME--SERIES AND DYNAMIC ECONOMIC MODELS. Bivariate and Multivariate Time--Series Models. …”