Econometric Exercises

VOLUMES IN PREPARATION

 

VOLUME 02 — Statistics (by Karim Abadir, Risto Heijmans and Jan Magnus)

VOLUME 03 — Econometric Theory, I
(by Paolo Paruolo)

VOLUME 04 — Empirical Applications, I (by Arthur van Soest, Marno Verbeek and Luc Bissonnette)

VOLUME 05 — Econometric Theory, II

VOLUME 06 — Empirical Applications, II

VOLUME 08 — Time Series Econometrics, I (by Peter C.B. Phillips and Zhijie Xiao)

VOLUME 09 — Time Series Econometrics, II (by Peter C. B. Phillips and Zhijie Xiao)

VOLUME 10 — Microeconometrics

VOLUME 11 — Panel Data (by Roger Moon)

VOLUME 12 — Nonlinear Models

VOLUME 13 — Nonparametrics and Semiparametrics

VOLUME 14 — Simulation-Based Econometrics

VOLUME 15 — Computational Methods

VOLUME 16 — Financial Econometrics (Sergio Pastorello, Eric Renault and Bas Werker)

VOLUME 17 — Robustness

VOLUME 18 — Econometric Methodology