Jansen, and Ragnar Nymoen 2005 The moral rights of the authors have been asserted Database right Oxford University Press (maker) First published 2005 All rights reserved. It furthers the University’s objective of excellence in research, scholarship, and education by publishing worldwide in Oxford New York Auckland Cape Town Dar es Salaam Hong Kong Karachi Kuala Lumpur Madrid Melbourne Mexico City Nairobi New Delhi Shanghai Taipei Toronto With offices in Argentina Austria Brazil Chile Czech Republic France Greece Guatemala Hungary Italy Japan Poland Portugal Singapore South Korea Switzerland Thailand Turkey Ukraine Vietnam Oxford is a registered trade mark of Oxford University Press in the UK and in certain other countries Published in the United States by Oxford University Press Inc., New York c Gunnar B˚ ardsen, Øyvind Eitrheim, Eilev S. JANSEN AND RAGNAR NYMOENģ Great Clarendon Street, Oxford ox2 6dp Oxford University Press is a department of the University of Oxford. The Econometrics of Macroeconomic Modelling GUNNAR B˚ ARDSEN ØYVIND EITRHEIM EILEV S. Robinson Time-Series-Based Econometrics: Unit Roots and Co-integrations By Michio Hatanaka Workbook on Cointegration By Peter Reinhard Hansen and Søren Johansen
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Jansen, and Ragnar Nymoen Time Series with Long Memory Edited by Peter M. Irons The Econometrics of Macroeconomic Modelling By Gunnar B˚ ardsen, Øyvind Eitrheim, Eilev S. Mizon Readings in Unobserved Components Edited by Andrew Harvey and Tommaso Proietti Stochastic Limit Theory: An Introduction for Econometricians By James Davidson Stochastic Volatility Edited by Neil Shephard Testing Exogeneity Edited by Neil R. Hargeaves Outlier Robust Analysis of Economic Time Series By Andr´ e Lucas, Philip Hans Franses, and Dick van Dijk Panel Data Econometrics By Manuel Arellano Periodicity and Stochastic Trends in Economic Time Series By Philip Hans Franses Progressive Modelling: Non-nested Testing and Encompassing Edited by Massimiliano Marcellino and Grayham E. Hylleberg Non-Stationary Times Series Analysis and Cointegration Edited by Colin P. Granger and Timo Ter¨ asvirta Modelling Seasonality Edited by S. Granger Modelling Non-Linear Economic Relationships By Clive W. Granger Micro-Econometrics for Policy, Program, and Treatment Effect By Myoung-jae Lee Modelling Economic Series: Readings in Econometric Methodology Edited by C. Hendry Finite Sample Econometrics By Aman Ullah Generalized Method of Moments By Alastair Hall Likelihood-Based Inference in Cointegrated Vector Autoregressive Models By Søren Johansen Long-Run Econometric Relationships: Readings in Cointegration Edited by R. Galbraith, and David Hendry Dynamic Econometrics By David F. Peter Boswijk Bayesian Inference in Dynamic Econometric Models By Luc Bauwens, Michel Lubrano, and Jean-Fran¸ cois Richard Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data By Anindya Banerjee, Juan J. Engle Asymptotic Theory for Integrated Processes By H. Other Advanced Texts in Econometrics ARCH: Selected Readings Edited by Robert F.
The econometrics of macroeconomic modelling
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