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Themes in Modern Econometrics

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Editors: Eric Ghysels, Peter C. B. Phillips, Richard J. Smith

Themes in Modern Econometrics provides an organized sequence of textbooks in econometrics aimed directly at the student population, and is the first series in the discipline to have this as its express aim. Written at a level accessible to students with an introductory course in econometrics behind them, each book addresses topics or themes that students and researchers encounter daily. While each book is able to stand alone as an authoritative survey in its own right, the distinct emphasis throughout is on pedagogic excellence.

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There are 24 titles in this series...

Applied Time Series Econometrics

Applied Time Series Econometrics

Econometric Modeling and Inference

  • Jean-Pierre Florens, Velayoudom Marimoutou, Anne Peguin-Feissolle, Translated by Josef Perktold, Marine Carrasco
  • Hardback | Published August 2007
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Econometric Modeling and Inference

  • Jean-Pierre Florens, Velayoudom Marimoutou, Anne Peguin-Feissolle, Translated by Josef Perktold, Marine Carrasco
  • Paperback | Published August 2007
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Econometrics of Qualitative Dependent Variables

Econometrics of Qualitative Dependent Variables

Generalized Method of Moments Estimation

Generalized Method of Moments Estimation

Introduction to the Mathematical and Statistical Foundations of Econometrics

Introduction to the Mathematical and Statistical Foundations of Econometrics

Nonparametric Econometrics

Nonparametric Econometrics

Semiparametric Regression for the Applied Econometrician

Semiparametric Regression for the Applied Econometrician

Statistics and Econometric Models

Volume 2, Testing, Confidence Regions, Model Selection and Asymptotic Theory

  • Christian Gourieroux, Alain Monfort, Translated by Quang Vuong
  • Hardback | Published October 1995
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Statistics and Econometric Models

Volume 2, Testing, Confidence Regions, Model Selection and Asymptotic Theory

  • Christian Gourieroux, Alain Monfort, Translated by Quang Vuong
  • Paperback | Published October 1995
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Statistics and Econometric Models

Volume 1, General Concepts, Estimation, Prediction and Algorithms

  • Christian Gourieroux, Alain Monfort, Translated by Quang Vuong
  • Hardback | Published October 1995
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Statistics and Econometric Models

Volume 1, General Concepts, Estimation, Prediction and Algorithms

  • Christian Gourieroux, Alain Monfort, Translated by Quang Vuong
  • Paperback | Published October 1995
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Statistics and Econometric Models 2 volume paperback set

  • Christian Gourieroux, Alain Monfort, Translated by Quang Vuong
  • 2 Paperback books | Published October 1995
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The Econometric Analysis of Seasonal Time Series

The Econometric Analysis of Seasonal Time Series

Time Series and Dynamic Models

  • Christian Gourieroux, Alain Monfort, Translated by Giampiero Gallo
  • Hardback | Published January 1997
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Time Series and Dynamic Models

  • Christian Gourieroux, Alain Monfort, Translated by Giampiero Gallo
  • Paperback | Published January 1997
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Unit Roots, Cointegration, and Structural Change