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Dynamic Econometrics    DavidF. Hendry

A Companion to TheoreticalEconometrics  B. Baltagi

Handbook of EconomicForecasting G. Elliott, C. W.J. Granger,A. Timmermann

Econometric Analysis of Cross Section and Panel Data①   J. M. W ooldridge

Microeconometrics Using Stata A.Cameron, P. Trivedi

Microeconometrics    A. Cameron, P. Trivedi

微观计量经济学要义    林少宫主编

Analysisof Panel Data2+王+白       萧琛

Panel data econometrics     M. Arellano

Panel dataeconometrics : methods-of-moments and limited dependent variables         M. Lee

Micro-Econometrics_Methods of Moments and Limited Dependent Variables          M. Lee

Micro-Econometrics for Policy,Program, and Treatment Effect s     M.Lee

Discrete Choice Methods with Simulation    K. Train

Contemporary BayesianEconometrics and Statistics       J. Geweke

An Introduction toCategorical Data Analysis    A. Agresti

Categorical Data Analysis      A. Agresti

Splus (And R)Manual To Accompany Agresti’S Categorical Data Analysis

空间计量经济学导论      J. LeSage

空间计量经济学            沈体雁

Limited-Dependent and Qualitative Variables in Econometrics G.S.Maddala

Econometrics of Qualitative Dependent Variables C. Gourieroux

Regression modelsfor categorical dependent variables using Stata            J. Long, J. Freese

Bayesian Econometrics               G. Koop

An Introduction to Modern Bayesian econometrics              T. Lancaster

Introduction to Bayesian econometrics E. Greenberg

An Introduction to Bayesian Inference inEconometrics 2     A. Zellner

Bayesian forecasting and dynamic models    M. West

Nonparametric econometrics A.Pagan, A. Ullah

SemiparametricRegression for the Applied Econometrician    A. Yatchew

TimeSeries Analysis 2          Hamilton

Applied econometric time series2 W.Enders

Introduction to time series and forecasting       P. J.Brockwell, R. A. Davis

TimeSeries2   P. J. Brockwell, R. A. Davis

TimeSeries Analysis           W. S. Wei

TimeSeries Analysis Box, Jenkins, Reinsel

Econometric Theory          J. Davidson

Time Series Analysis and its Applications R. H. Shumway, D. S. Stoffer

Time SeriesAnalysis - With Applications in R    J. Cryer

Introductory TimeSeries with R    P. Cowpertwait

Introduction to statisticaltime series       W. A. Fuller

季节时间序列理论与应用  杜勇宏 王健

TheEconometric Analysis of Seasonal Time Series E.Ghysels, D. R. Osborn

New Introductionto Multiple Time Series Analysis H. Lütkepohl

An introduction towavelets and other filtering methods in finance and economics     R. Gençay

Analysis ofIntegrated and Co-integrated Time Series with R B. Pfaff

Unit roots, Cointegration,and Structural Change G.S. Maddala, In-Moo Kim

Modellingnon-stationary economic time series: a multivariate approach S. P. Burke，J. Hunter

Using cointegrationanalysis in econometric modeling          R.I.D. Harris

Analysis of Integratedand Cointegrated Time Series with R         B. Pfaff

ModellingNon-stationary Economic Time Series         P. Burke, J. Hunter

A Primer for Unit Root Testing     K.Patterson

Anintroduction to state space time series analysis     J.Commandeur, S. J. Koopman

Timeseries analysis by state space methods J. Durbin, S.J.Koopman

State-space models with regime switching          Chang-Jin Kim, C. Nelson

Forecasting, structural time series models, and theKalman filter   A.Harvey

State-space models with regime switching       Chang-JinKim

Dynamic Linear Models with R   G.Petris

ForecastingEconomic Time Series  C.W.J. Granger, P.Newbold

Forecastingin Business and Economics       C. W.J. Granger

Forecasting Non-stationary Economic Time series       M.P. Clements, D. F. Hendry

预测时间经济序列    M. P. Clements, D. F. Hendry,陆懋祖

Understanding economic forecasts    David F. Hendry

EvaluatingEconometric Forecasts of Economic and Financial Variables M. P. Clements

Nonlinear Time Series 2    范剑青 姚琦伟

Nonlinear Time Series Modelsin Empirical Finance  P. Franses

NonlinearTime Series Analysis of Business Cycles C. Milas

Analysisof Financial Time Series   Ruey S. Tsay

Modeling financialtime series with S-plus     E. Zivot

时间序列与金融数据分析    陈毅恒

高等数理统计             苏良军

Mathematicsfor Econometrics    P. J. DhRymes

MatrixDifferential Calculus  JanR. Magnus, Heinz Neudecker

Asymptotic theory foreconometricians     H. White

Introduction to themathematical and statistical foundations of econometrics      H. Bierens

StochasticLimit Theory  James Davidson

An Introduction to Econometric Theory   A. Ronald Gallant