Time Series and Dynamic Models (Themes in Modern Econometrics)

Time Series Analysis: Univariate and Multivariate Methods - VERY GOOD

Model Selection and Model Averaging - Cambridge Series Statistical Mathematics

Random Coefficient Models (Oxford Statistical Science Series)

Time Series and Dynamic Models (Themes in Modern Econometrics) B

Time Series and Dynamic Models (The..., Gourieroux, Chr

Nonparametric Regression and Generalized Linear Models: A roughness penalty ...

Introduction to Time Series Analysis and Forecasting - Hardcover - VERY GOOD