Advances in Econometrics – serie

Applying Maximum Entropy to Econometric Problems

Messy Data

Missing Observations, Outliers, and Mixed-Frequency Data

Nonstationary Panels, Panel Cointegration, and Dynamic Panels

Econometric Models in Marketing

Maximum Likelihood Estimation of Misspecified Models

Twenty Years Later

Spatial and Spatiotemporal Econometrics

Applications of Artificial Intelligence in Finance and Economics

Econometric Analysis of Financial and Economic Time Series

Econometric Analysis of Financial and Economic Time Series

Modelling and Evaluating Treatment Effects in Econometrics

Maximum Simulated Likelihood Methods and Applications

Missing Data Methods

Time-Series Methods and Applications

DSGE Models in Macroeconomics

Estimation, Evaluation and New Developments

Essays in Honor of Jerry Hausman

30th Anniversary Edition

Var Models in Macroeconomics - New Developments and Applications

Essays in Honor of Christopher A. Sims

Structural Econometric Models

Essays in Honor of Peter C. B. Phillips

Bayesian Model Comparison

Dynamic Factor Models

Essays in Honor of Aman Ullah

Spatial Econometrics

Qualitative and Limited Dependent Variables

Regression Discontinuity Designs

Theory and Applications

Econometrics of Complex Survey Data

Theory and Applications

Topics in Identification, Limited Dependent Variables, Partial Observability, Experimentation, and Flexible Modeling

Essays in Honor of Cheng Hsiao

Essays in Honor of M. Hashem Pesaran

Prediction and Macro Modeling

Essays in Honor of M. Hashem Pesaran

Panel Modeling, Micro Applications, and Econometric Methodology

Essays in Honour of Fabio Canova