Books on Advanced Econometrics/Quantitative Techniques

General texts

• Karim M. Abadir, Jan R. Magnus (2005) Matrix Algebra
• Jerome Adda, Russell W Cooper (2003) Dynamic Economics: Quantitative Methods and Applications
• Manuel Arellano (2003) Panel Data Econometrics (Advanced Texts in Econometrics)
• Kenneth J. Arrow, Leonid Hurwicz (Eds.) (1977) Studies in Resource Allocation Processes
• Badi H. Baltagi (Ed.) (2002) Recent Developments in the Econometrics of Panel Data
• Badi H. Baltagi (2011) Econometrics
• Herman J. Bierens (2004) Introduction to the Mathematical and Statistical Foundations of Econometrics
• Herman J. Bierens (1996) Topics in Advanced Econometrics
• Fabio Canova (2006) Methods for Applied Macroeconomic Research
• John Chipman (2011) An Introduction to Advanced Econometric Theory
• Bent Jesper Christensen, Nicholas M. Kiefer (2009) Economic Modeling and Inference
• Michael P. Clements, David F. Hendry (Eds.) (2011) The Oxford Handbook of Economic Forecasting (Oxford Handbooks in Economics)
• Chetan Dave, David N. DeJong (2007) Structural Macroeconometrics
• Russell Davidson (1993) Estimation and Inference in Econometrics
• Russell Davidson, James G. Mackinnon (2003) Econometric Theory and Methods
• James Davidson (2000) Econometric Theory
• Gerard Debreu (1986) Mathematical Economics
• W.Davis Dechert (Ed.) (1996) Chaos Theory in Economics: Methods, Models and Evidence
• Mathias Dewatripont, Lars Peter Hansen, Stephen J. Turnovsky (2003) Advances in Economics and Econometrics: Theory and Applications Volume 1
• Mathias Dewatripont, Lars Peter Hansen, Stephen J. Turnovsky (Eds.) (2003) Advances in Economics and Econometrics: Theory and Applications: Eighth World Congress Vol 2
• Mathias Dewatripont, Lars Peter Hansen, Stephen J. Turnovsky (2003) Advances in Economics and Econometrics: Theory and Applications Volume 3
• Mathias Dewatripont, Lars Peter Hansen, Stephen J. Turnovsky (Eds.) (2003) Advances in Economics and Econometrics: Theory and Applications 3 Volume Set (Hardback) Theory and Applications, ... Volume 1 (Econometric Society Monographs)
• Ludwig Fahrmeir, Thomas Kneib (2011) Bayesian Smoothing and Regression for Longitudinal, Spatial and Event History Data (Oxford Statistical Science Series)
• Jean-Pierre Florens, Velayoudom Marimoutou, Anne Peguin-Feissolle (2007) Econometric Modeling and Inference (Themes in Modern Econometrics)
• Angel de la Fuente (2000) Mathematical Methods and Models for Economists
• Anthony Garratt, Kevin Lee, M.Hashem Pesaran, Yongcheol Shin (2006) Global and National Macroeconometric Modelling: A Long-Run Structural Approach
• John Geweke (2005) Contemporary Bayesian Econometrics and Statistics (Wiley Series in Probability and Statistics)
• Jacques Girod, Regis Bourbonnais, Jan Horst Keppler (Eds.) (2006) The Econometrics of Energy Systems
• R.M. Goodwin (1990) Chaotic Economic Dynamics
• Christian Gourieroux (1995) Statistics and Econometric Models, Vol.1
• Christian Gourieroux (1995) Statistics and Econometric Models, Vol.2
• Clive W. J. Granger (2001) Essays in Econometrics, Vol.1
• Clive W. J. Granger (2001) Essays in Econometrics 2 Volume Hardback Set: Essays in Econometrics: Collected Papers of Clive W. J. Granger: Volume 2 (Econometric Society Monographs)
• Clive W. J. Granger (2001) Essays in Econometrics, Vol.2
• Zvi Griliches (1998) Practising Econometrics: Essays in Method and Application
• James Douglas Hamilton (1994) Time Series Analysis
• F. Hayashi (2001) Econometrics
• David F. Hendry (1995) Dynamic Econometrics
• David F. Hendry, Bent Nielsen (2007) Econometric Modeling: A Likelihood Approach
• John Hicks (1987) Capital and Time: A Neo-Austrian Theory
• Cheng Hsiao (2003) Analysis of Panel Data (Econometric Society Monographs)
• George G. Judge, William E. Griffiths, R. Carter Hill (1985) The Theory and Practice of Econometrics,
• Gary Koop (2003) Bayesian Econometrics
• Gary Koop, Dale J. Poirier, Justin L. Tobias (2007) Bayesian Econometric Methods (Econometric Exercises)
• Gary Koop, Dale J. Poirier, Justin L. Tobias (2007) Bayesian Econometric Methods
• David M. Kreps (1997) Advances in Economics and Econometrics: Theory and Applications
• Jean-Jacques Laffont (1995) Advances in Economic Theory
• Peter J. Lambert (1985) Advanced Mathematics for Economists
• Q. Li, Jeffrey Scott Racine (2007) Nonparametric Econometrics: Theory and Practice
• Lim, G C (2008) Computational Macroeconomics for the Open Economy
• Andrew W. Lo, A. Craig MacKinlay (2001) A Non-Random Walk Down Wall Street
• Yuh-Dauh Lyuu (2001) Financial Engineering and Computation: Principles, Mathematics, Algorithms
• Stephen P. Magee, William A. Brock, Leslie Young (1989) Black Hole Tariffs and Endogenous Policy Theory: Political Economy in General Equilibrium
• Paul Marriott, Mark Salmon (Eds.) (2010) Applications of Differential Geometry to Econometrics
• Gian Luigi Mazzi, Giovanni Savio (Eds.) (2006) Growth and Cycle in the Euro-zone
• William David McComb (2007) Renormalization Methods: A Guide For Beginners
• Alfredo Medio, Marji Lines (2001) Nonlinear Dynamics: A Primer
• Christian Gourieroux;Alain Monfort (1995) Statistics and Econometric Models: General Concepts, Estimation, Prediction and Algorithms v. 1
• K. W. Morton, D. F. Mayers (2005) Numerical Solution of Partial Differential Equations: An Introduction
• Adam Ostaszewski (1991) Advanced Mathematical Methods
• Kerry Patterson, T.C. Mills (Eds.) (2006) Palgrave Handbook of Econometrics: Econometric Theory v. 1
• M. Hashem Pesaran (1999) Handbook of Applied Econometrics Volume 1
• M Hashem Pesaran, Peter Schmidt (Eds.) (1999) Handbook of Applied Econometrics Volume 2
• Garry D.A. Phillips, Elias Tzavalis (Eds.) (2007) The Refinement of Econometric Estimation and Test Procedures: Finite Sample and Asymptotic Analysis
• Svetlozar T. Rachev, Stoyan V. Stoyanov, Frank J. Fabozzi CFA (2011) A Probability Metrics Approach to Financial Risk Measures
• Alan Randall (2011) Risk and Precaution
• Sidney Redner (2007) A Guide to First-passage Processes
• Ariel Rubinstein (2000) Economics and Language: Five Essays (Churchill Lectures in Economics): Five Essays (Churchill Lectures in Economics)
• Andrzej Ruszczynski (2006) Nonlinear Optimization
• Aris Spanos (1986) Statistical Foundations of Econometric Modelling
• J Stachurski (2009) Economic Dynamics: Theory and Computation
• Mills T (2008) Palgrave Handbook of Econometrics
• Darrell Turkington (2006) Mathematical Tools for Economics
• E. Roy Weintraub (1983) Mathematics for Economists

Books on Specific topics

• Yves Achdou, Olivier Pironneau (2005) Computational Methods for Option Pricing (Frontiers in Applied Mathematics)
• Sydney N. Afriat (1987) Logic of Choice and Economic Theory
• Takeshi Amemiya (1994) Studies in Econometric Theory: The Collected Essays of Takeshi Amemiya
• Masanao Aoki (2002) Modeling Aggregate Behavior and Fluctuations in Economics
• Krzysztof Apt (2003) Principles of Constraint Programming
• Manuel Arellano (2002) Panel Data Econometrics
• Sunny Y. Auyang (1999) Foundations of Complex-system Theories
• Belal E. Baaquie (2007) Quantum Finance: Path Integrals and Hamiltonians for Options and Interest Rates
• Fabio-Cesare Bagliano, Giuseppe Bertola (2004) Models for Dynamic Macroeconomics
• Richard T. Baillie (1990) The Foreign Exchange Market
• Anindya Banerjee, Juan J. Dolado, John W. Galbraith, David Hendry (1993) Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data
• Julius B. Barbanel (2005) The Geometry of Efficient Fair Division
• William A. Barnett, John Geweke, Karl Shell (Eds.) (2005) Economic Complexity: Chaos, Sunspots, Bubbles, and Nonlinearity: Proceedings of the Fourth International Symposium in Economic Theory and Econometrics
• William A. Barnett, Ernst R. Berndt, Halbert White (Eds.) (2005) Dynamic Econometric Modeling: Proceedings of the Third International Symposium in Economic Theory and Econometrics
• William A. Barnett, David F. Hendry, Svend Hylleberg, Timo Teräsvirta, Dag Tjøstheim, Allan Würtz (Eds.) (2006) Nonlinear Econometric Modeling in Time Series: Proceedings of the Eleventh International Symposium in Economic Theory (International Symposia in Economic ... in Economic Theory and Econometrics)
• William A. Barnett, Giancarlo Gandolfo, Claude Hillinger (Eds.) (2011) Dynamic Disequilibrium Modeling: Theory and Applications: Proceedings of the Ninth International Symposium in Economic Theory and Econometrics ... Symposia in Economic Theory and Econometrics)
• William A. Barnett (1991) Nonparametric and Semiparametric Methods in Econometrics and Statistics
• Luc Bauwens, Michel Lubrano, Jean François Richard (2000) Bayesian Inference in Dynamic Econometric Models
• Jamil Baz, George Chacko (2004) Financial Derivatives: Pricing, Applications, and Mathematics
• Brian Beavis (1990) Optimisation and Stability Theory for Economic Analysis
• Aharon Ben-Tal, Laurent El Ghaoui, Arkadi Nemirovski (2009) Robust Optimization (Princeton Series in Applied Mathematics)
• Albert Rex Bergstrom, Khalid Ben Nowman (2007) A Continuous Time Econometric Model of the United Kingdom with Stochastic Trends
• Truman Fassett Bewley (1995) Advances in Econometrics, Fifth World Congress, Vol.2
• Truman Fassett Bewley (1994) Advances in Econometrics, Fifth World Congress, Vol.1
• Rabi Bhattacharya, Mukul Majumdar (2007) Random Dynamical Systems: Theory and Applications
• M.Ishaq Bhatti, Hatem Al-Shanfari, M. Zakir Hossain (2006) Econometric Analysis of Model Selection and Model Testing
• Herman J. Bierens, A.Ronald Gallant (Eds.) (1997) Nonlinear Models
• Charles Blackorby, Walter Bossert, David J. Donaldson (2005) Population Issues in Social Choice Theory, Welfare Economics and Ethics
• Kim C. Border (1990) Fixed Point Theorems with Applications to Economics and Game Theory
• H. Peter Boswijk (2001) Asymptotic Theory for Integrated Processes
• Luc Bovens, Stephan Hartmann (2004) Bayesian Epistemology
• Roger J. Bowden, Darrell A. Turkington (1990) Instrumental Variables (Econometric Society Monographs)
• Janet M. Box-Steffensmeier, Bradford S. Jones (2004) Event History Modeling: A Guide for Social Scientists
• Stephen Boyd, Lieven Vandenberghe (2004) Convex Optimization
• Jan Brinkhuis, Vladimir M. Tikhomirov (2005) Optimization: Insights and Applications
• William A. Brock (2001) Growth Theory, Nonlinear Dynamics and Economic Modelling: Scientific Essays of William Allen Brock
• Simon Burke, John Hunter (2003) Modelling Non-Stationary Economic Time Series
• A. Colin Cameron (1998) Regression Analysis of Count Data
• Julia Campos, Neil R. Ericsson, David F. Hendry (2005) General-to-Specific Modelling
• Michael R. Caputo (2005) Foundations of Dynamic Economic Analysis: Optimal Control Theory and Applications
• Rene A. Carmona, Boris Rozovskii (2002) Stochastic Partial Differential Equations: Six Perspectives
• Ales Cerny (2009) Mathematical Techniques in Finance: Tools for Incomplete Markets
• B.K. Chakrabarti, Anirban Chakraborti, Arnab Chatterjee (Eds.) (2006) Econophysics and Sociophysics: Trends and Perspectives
• Christophe P. Chamley (2003) Rational Herds: Economic Models of Social Learning
• Fwu-Ranq Chang (2004) Stochastic Optimization in Continuous Time
• Umberto Cherubini, Elisa Luciano, Walter Vecchiato (2004) Copula Methods in Finance
• Carl Chiarella, Peter Flaschel, Reiner Franke (2011) Foundations for a Disequilibrium Theory of the Business Cycle: Qualitative Analysis and Quantitative Assessment
• Graciela Chichilnisky (Ed.) (1998) Mathematical Economics
• John Chipman (Ed.) (2012) Econometric Research in International Trade
• Carl F. Christ (Ed.) (1994) Simultaneous Equations Estimation
• Michael Clements (1998) Forecasting Economic Time Series
• Michael Clements (2005) Evaluating Econometric Forecasts of Economic and Financial Variables (Palgrave Texts in Econometrics)
• John H. Cochrane (2005) Asset Pricing: (Revised)
• P. Dean Corbae, Steven N. Durlauf, Bruce E. Hansen (Eds.) (2006) Econometric Theory and Practice: Frontiers of Analysis and Applied Research
• David Cox (2006) Selected Statistical Papers of Sir David Cox: Volume 2, Foundations of Statistical Inference, Theoretical Statistics, Time Series and Stochastic Processes
• J. S. Cramer (2011) Logit Models from Economics and Other Fields
• J. S. Cramer (2003) Logit Models from Economics and Other Fields
• John Creedy (2002) Modelling Income Distribution
• John Creedy (2002) Nonlinear Models, Labour Markets and Exchange: Introductory Surveys in Economics
• John Creedy, etc., Alan S. Duncan, Mark Harris, Rosanna Scutella (2002) Microsimulation Modelling of Taxation and the Labour Market: The Melbourne Institute Tax and Transfer Simulator
• John Creedy, Vance Martin (Eds.) (1997) Nonlinear Economic Models: Cross-sectional, Times Series and Neural Network Applications
• Ross Cressman (2003) Evolutionary Dynamics and Extensive Form Games
• BASU DIPAK (2009) ECONOMIC MODELS: METHODS, THEORY AND APPLICATIONS
• A.C. Darnell, J.L. Evans (1991) The Limits of Econometrics
• A.C. Darnell (Ed.) (1994) The History of Econometrics (The International Library of Critical Writings in Economics Series)
• Jan W. Dash (2004) Quantitative Finance and Risk Management: A Physicist's Approach
• James Davidson (1994) Stochastic Limit Theory
• Philippa S. Dee, Michael J. Ferrantino (Eds.) (2005) Quantitative Methods For Assessing The Effects Of Non-tariff Measures & Trade Facilitation
• Rob B. Dellink (2005) Modelling the Costs of Environmental Policy: A Dynamic Applied General Equilibrium Assessment
• Mathias Dewatripont, Lars Peter Hansen, Stephen J. Turnovsky (Eds.) (2003) Advances in Economics and Econometrics: Theory and Applications 3 Volume Set (Paperback): Eighth World Congress: Theory and Applications: Eighth World Congress Set (Econometric Society Monographs)
• Mathias Dewatripont, Lars Peter Hansen, Stephen J. Turnovsky (Eds.) (2003) Advances in Economics and Econometrics: Theory and Applications 3 Volume Set (Hardback) Volume 2 (Econometric Society Monographs)
• Mathias Dewatripont, Lars Peter Hansen, Stephen J. Turnovsky (Eds.) (2003) Advances in Economics and Econometrics: Theory and Applications Volume 3
• Phoebus J. Dhrymes (1995) Theoretical and Applied Econometrics: The Selected Papers of Phoebus J.Dhrymes
• Peter Diggle, Patrick Heagerty, Kung-Yee Liang, Scott Zeger (2002) Analysis of Longitudinal Data
• Cees Diks (1999) Nonlinear Time Series Analysis: Methods and Applications (Nonlinear Time Series & Chaos)
• Avinash Dixit, Victor Norman (1980) Theory of International Trade: A Dual, General Equilibrium Approach
• Jon Doyle (2006) Extending Mechanics to Minds: The Mechanical Foundations of Psychology and Economics
• Jacques H. Dreze (Ed.) (1974) Allocation Under Uncertainty: Equilibrium and Optimality - International Economics Association Workshop Proceedings (International Economic Association)
• James Durbin, Siem Jan Koopman, J. Durbin, S. J. Koopman (2001) Time Series Analysis by State Space Models
• James Durbin, Siem Jan Koopman (2012) Time Series Analysis by State Space Methods: Second Edition (Oxford Statistical Science Series)
• Lev Dynkin, Anthony Gould, Jay Hyman, Vadim Konstantinovsky, Bruce Phelps (2006) Quantitative Management of Bond Portfolios (Advances in Financial Engineering)
• Louis Eeckhoudt, Christian Gollier, Harris Schlesinger (2005) Economic and Financial Decisions under Risk
• R. F. Engle, C. W. J. Granger (1991) Long-Run Economic Relationships
• Robert F. Engle (1995) ARCH: Selected Readings
• Robert Engle (2009) Anticipating Correlations: A New Paradigm for Risk Management (The Econometric Institute Lectures)
• Neil R. Ericsson, John S. Irons (1995) Testing Exogeneity
• Ray C. Fair (2004) Estimating How the Macroeconomy Works
• Rolf Fare, Shawna Grosskopf, C.A.Knox Lovell (1993) Production Frontiers
• Carlo A. Favero (2001) Applied Macroeconometrics
• Manfred M. Fischer, Jinfeng Wang (2011) Spatial Data Analysis: Models, Methods and Techniques
• Franklin M. Fisher (1989) Disequilibrium Foundations of Equilibrium Economics
• Franklin M. Fisher (1998) Economic Analysis of Production Price Indexes
• John Foster, Werner Holzl (Eds.) (2004) Applied Evolutionary Economics and Complex Systems
• Jean-Pierre Fouque (2000) Derivatives in Financial Markets with Stochastic Volatility
• Alexander L. Fradkov, Alexander Yu. Pogromsky (1998) Introduction to Control of Oscillations and Chaos (World Scientific Series on Nonlinear Science, Series a)
• Joseph F. Francois, Clinton R. Shiells (Eds.) (1994) Modeling Trade Policy: Applied General Equilibrium Assessments of North American Free Trade
• Philip Hans Franses (1996) Periodicity and Stochastic Trends in Economic Time Series
• Philip Hans Franses, Richard Paap (2004) Periodic Time Series Models (Advanced Texts in Econometrics)
• Philip Hans Franses, Richard Paap (2004) Periodic Time Series Models
• Philip Hans Franses (2002) Time Series Models for Business and Economic Forecasting
• Philip Hans Franses, Dick van Dijk (2000) Non-Linear Time Series Models in Empirical Finance
• Philip Hans Franses (2000) Non-Linear Time Series Models in Empirical Finance
• Edward W. Frees (2004) Longitudinal and Panel Data: Analysis and Applications in the Social Sciences
• Ragnar Frisch (1995) Foundations of Modern Econometrics: The Selected Essays of Ragnar Frisch
• Douglas Gale (1982) Money: In Equilibrium (Cambridge Economic Handbooks)
• Andreas Galka (2000) Topics in Nonlinear Time Series Analysis: With Implications for EEG Analysis (Advanced Series in Nonlinear Dynamics)
• A. R. Gallant (1997) An Introduction to Econometric Theory: Measure-Theoretic Probability and Statistics with Applications to Economics
• Paul Garthwaite, Ian Jolliffe, Byron Jones, I. T. Jolliffe (2002) Statistical Inference
• Donald George (2000) Surveys in Economic Dynamics
• Arthur Getis, Jesús Mur Lacambra, Henry G. Zoller (2003) Spatial Econometrics and Spatial Statistics
• A. K. Ghosh, J. K. Ghosh, Barun Mukhopadhyay (Eds.) (2002) Sustainable Environments: A Statistical Analysis
• Eric Ghysels, Denise R. Osborn (2001) The Econometric Analysis of Seasonal Time Series
• L. G. Godfrey (1991) Misspecification Tests in Econometrics
• Georg Goldrian (Ed.) (2007) Handbook of Survey-based Business Cycle Analysis
• Christian Gourieroux (1997) Time Series and Dynamic Models
• Christian Gourieroux (2000) Econometrics of Qualitative Dependent Variables
• Christian Gouriéroux, Alain Monfort (1997) Simulation-based Econometric Methods
• C. W. J. Granger (1991) Modelling Economic Series
• Clive W. J. Granger, Timo Teräsvirta (1993) Modelling Non-Linear Economic Relationships
• Clive W. J. Granger (2001) Essays in Econometrics 2 Volume Hardback Set: Essays in Econometrics Collected Papers of Clive W. J. Granger: Volume 1 (Econometric Society Monographs): Volume 1
• Clive Granger (1999) Empirical Modeling in Economics
• Clive W. J. Granger (2001) Essays in Econometrics 2 Volume Paperback Set: Collected Papers of Clive W. J. Granger (Econometric Society Monographs)
• Clive W. J. Granger (2001) Essays in Econometrics 2 Volume Hardback Set: Collected Papers of Clive W. J. Granger (Econometric Society Monographs)
• Paul De Grauwe (Ed.) (2005) Exchange Rate Economics: Where Do We Stand?
• Edward Greenberg (2007) Introduction to Bayesian Econometrics
• Timothy C. Haab, Kenneth E. McConnell (2003) Valuing Environmental and Natural Resources: The Econometrics of Non-market Valuation
• D. Hale, G. Lady, et al. (1999) Nonparametric Comparative Statics and Stability
• Alastair Hall (2005) Generalized Method of Moments
• Sean Holly;Andrew Hughes Hallett;Andrew Hughes Hallet (1989) Optimal Control, Expectations and Uncertainty
• O. F. Hamouda, J.C.R. Rowley (Eds.) (1997) Probability Approach to Simultaneous Equations
• O. F. Hamouda, J.C.R. Rowley (Eds.) (1997) Time Series Models, Causality and Exogeneity
• O. F. Hamouda, J.C.R. Rowley (Eds.) (1997) Reappraisal of Econometrics
• O. F. Hamouda, J.C.R. Rowley (Eds.) (1997) Discrete and Continuous Systems, Cointegration and Chaos
• Peter Reinhard Hansen, Søren Johansen (1998) Workbook on Cointegration
• Lars Peter Hansen, Thomas J. Sargent (2008) Robustness
• Wolfgang Hardle (1992) Applied Nonparametric Regression
• Colin P. Hargreaves (1994) Non-Stationary Time Series Analysis and Cointegration
• J. Richard Harrison, Glenn R. Carroll (2006) Culture and Demography in Organizations
• Andrew Harvey, Tommaso Proietti (Eds.) (2005) Readings in Unobserved Components Models
• Andrew Harvey (1991) Forecasting, Structural Time Series Models and the Kalman Filter
• Andrew Harvey, Siem Jan Koopman, Neil Shephard (Eds.) (2004) State Space and Unobserved Component Models: Theory and Applications
• Michio Hatanaka (1996) Time-Series-Based Econometrics
• David C. Heath, Glen Swindle (2000) Introduction to Mathematical Finance: American Mathematical Society Short Course, January 6-7, 1997, San Diego, California
• Thomas S. Y. Ho, Sang Bin Lee, Sang-Bin Yi (2004) The Oxford Guide to Financial Modeling: Applications for Capital Markets, Corporate Finance, Risk Management and Financial Institutions
• Thomas A. Ho, Sang Bin Lee (2005) Securities Valuation: Applications of Financial Modeling
• Ken Holden (1991) Economic Forecasting
• Cheng Hsiao (2003) Analysis of Panel Data
• Cheng Hsiao (2001) Nonlinear Statistical Modeling
• Leonid Hurwicz, Stanley Reiter (2006) Designing Economic Mechanisms
• S. Hylleberg (1992) Modelling Seasonality
• Eilev S. Jansen, Gunnar Bardsen, Oyvind Eitrheim (2005) The Econometrics Of Macroeconomic Modelling
• Alireza Javaheri (2005) Inside Volatility Arbitrage: The Secrets of Skewness
• Søren Johansen (2004) Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
• Neil F. Johnson, Paul Jeffries, Pak Ming Hui, Paul Jefferies (2003) Financial Market Complexity
• Mark S. Joshi (2008) C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk)
• Mark S. Joshi (2003) The Concepts and Practice of Mathematical Finance
• Timothy J. Kehoe, T. N. Srinivasan, John Whalley (Eds.) (2005) Frontiers in Applied General Equilibrium Modeling: In Honor of Herbert Scarf
• D. Kendrick, P. Ruben Mercado, Hans M. Amman (2006) Computational Economics
• Hugo A. Keuzenkamp (2006) Probability, Econometrics and Truth: The Methodology of Econometrics
• Gary King, Ori Rosen, Martin Tanner (Eds.) (2004) Ecological Inference: New Methodological Strategies
• G. King (1997) A Solution to the Ecological Inference Problem: Reconstructing Individual Behavior from Aggregate Data
• Christian Kleiber, Samuel Kotz (2003) Statistical Size Distributions in Economics and Actuarial Sciences
• Judy L. Klein (2005) Statistical Visions in Time: A History of Time Series Analysis, 1662-1938
• Roger Koenker (2005) Quantile Regression (Econometric Society Monographs)
• Erricos Kontoghiorghes, David A. Belsley (2009) Handbook of Computational Econometrics
• David M. Kreps, Kenneth F. Wallis (Eds.) (1997) Advances in Economics and Econometrics: Theory and Applications 3 volume set: Seventh World Congress
• David M. Kreps, Kenneth F. Wallis (Eds.) (1997) Advances in Economics and Econometrics: Theory and Applications Volume 2
• David M. Kreps, Kenneth F. Wallis (Eds.) (1997) Advances in Economics and Econometrics: Theory and Applications Volume 1
• Subal C. Kumbhakar, C. A. Knox Lovell (2003) Stochastic Frontier Analysis
• Kajal Lahiri (1992) Leading Economic Indicators
• Tony Lancaster (1992) The Econometric Analysis of Transition Data
• B. Lapeyre, E. Pardoux, R. Sentis, Alan Craig, Fionn Craig (2003) Introduction to Monte-Carlo Methods for Transport and Diffusion Equations
• Melvin Lax, Wei Cai, Min Xu (2006) Random Processes in Physics and Finance (Oxford Finance Series)
• Myoung-Jae Lee (2005) Micro-Econometrics for Policy, Program and Treatment Effects
• Myoung-Jae Lee (2004) Micro-Econometrics for Treatment-Effect Analysis
• Lee (2004) Urban and Regional Transportation Modeling: Essays in Honor of David Boyce
• Roberto Leombruni, Matteo Richiardi (Eds.) (2005) Industry and Labor Dynamics: The Agent-Based Computational Economics Approach, Proceedings of the Wild@Ace 2003 Workshop, Torino, Italy, 3-4 October 2003
• Daniel Leonard (1992) Optimal Control Theory and Static Optimization in Economics
• Robert De Levie (2004) Advanced Excel for Scientific Data Analysis
• Iu. N. Linkov (2001) Asymptotic Statistical Methods for Stochastic Processes
• Andreas Loeffler (2005) Discounted Cash Flow
• Francisco Louca, J.P.G. Reijnders (Eds.) (1999) The Foundations of Long Wave Theory: Models and Methodology
• Jordan J. Louviere, David A. Hensher, Joffre D. Swait Wiktor Adamowicz (2000) Stated Choice Methods
• Andre Lucas, Philip H. Franses, Dick Van Dijk (2002) Outlier Robust Analysis of Economic Time Series
• David G. Luenberger (1997) Investment Science
• Helmut Lutkepohl, Markus Kratzig (Eds.) (2004) Applied Time Series Econometrics
• Helmut Lütkepohl, Markus Krätzig (Eds.) (2004) Applied Time Series Econometrics (Themes in Modern Econometrics)
• G. S. Maddala (1986) Limited-Dependent and Qualitative Variables in Econometrics
• G. S. Maddala, In-Moo Kim (1999) Unit Roots, Cointegration, and Structural Change
• G. S. Maddala, T. N. Srinivasan, Peter Phillips (Eds.) (1995) Advances in Econometrics and Quantitative Economics: Essays in Honor of Professor C.R.Rao
• Nikolai Alexandrovich Magnitsk, Sergey Vasilevich Sidorov (2006) New Methods for Chaotic Dynamics (World Scientific Series on Nonlinear Science: Series A)
• Don K. Mak (2006) Mathematical Techniques in Financial Market Trading
• Charles F. Manski (2006) Social Choice with Partial Knowledge of Treatment Response
• Charles F. Manski (2008) Economics to Econometrics: In Honor of Daniel L. Mcfadden (International Economic Review)
• Rosario N. Mantegna, H. Eugene Stanley (2007) Introduction to Econophysics: Correlations and Complexity in Finance
• Massimiliano Marcellino, Grayham E. Mizon (Eds.) (2002) Progressive Modelling
• Ramon Marimon, Andrew Scott (2001) Computational Methods for the Study of Dynamic Economies
• Laszlo Matyas (1999) Generalized Method of Moments Estimation
• Michael McAleer, Les Oxley (Eds.) (1999) Practical Issues in Cointegration Analysis
• Michael McAlfer (2003) Contributions to Financial Econometrics
• Alexander J. McNeil, Rudiger Frey, Paul Embrechts (2005) Quantitative Risk Management: Concepts, Techniques and Tools
• Terence C. Mills (1999) The Econometric Modelling of Financial Time Series
• Terence C. Mills, Raphael N. Markellos (2008) The Econometric Modelling of Financial Time Series
• Karl O. Moene (1998) Public Policy and Economic Theory
• Hervi Moulin (1988) Axioms of Cooperative Decision Making (Econometric Society Monographs)
• Hervi Moulin (1991) Axioms of Cooperative Decision Making
• Kenneth R. Mount, Stanley Reiter (2002) Computation and Complexity in Economic Behavior and Organization
• Ryo Nagata (2004) Theory of Regular Economies
• Edward J. Nell, Karim Errouaki (2012) Rational Econometric Man: Transforming Structural Econometrics
• Marc Nerlove (2005) Essays in Panel Data Econometrics
• Paul Newbold, Stephen J. Leybourne (2003) Recent Developments in Time Series
• Mark Newman, Albert-Laszlo Barabasi, Duncan J. Watts (2006) The Structure and Dynamics of Networks: (Princeton Studies in Complexity)
• Harry J. Paarsch, Han Hong, M. Ryan Haley (2006) An Introduction to the Structural Econometrics of Auction Data
• Adrian Pagan (1999) Nonparametric Econometrics
• Robert A. Pollak, Terence J. Wales (1995) Demand System Specification and Estimation
• David Pollard (2001) A User's Guide to Measure Theoretic Probability
• Nicholas Polson, George C. Tiao (Eds.) (1995) Bayesian Inference
• William H. Press, Saul A. Teukolsky, William T. Vetterling, (2002) Numerical Recipes in C++
• Samuel Proops, Paul Safonov (Eds.) (2004) Modelling in Ecological Economics
• Duo Qin (1997) Formation of Econometrics
• Mohammed Quaddus, M. A. B. Siddique (Eds.) (2004) Handbook of Sustainable Development Planning: Studies in Modelling and Decision Support
• C. Radhakrishna Ran, M. Bhaskara Rao (1998) Matrix Algebra and its Applications to Statistics and Econometrics
• B. Bhaskara Rao (1994) Cointegration for the Applied Economist
• Subhash C. Ray (2004) Data Envelopment Analysis: Theory and Techniques for Economics and Operations Research
• Peter M. Robinson (2003) Time Series With Long Memory
• Bertrand M. Roehner (2005) Patterns of Speculation: A Study in Observational Econophysics
• Bertrand M. Roehner (2007) Driving Forces in Physical, Biological and Socio-economic Phenomena: A Network Science Investigation of Social Bonds and Interactions
• Richard Roll, Stephen M. Schaefer, Stephen Schaefer (Eds.) (2001) The Foundations of Continuous Time Finance (International Library of Critical Writings in Financial Economics)
• Alvin E. Roth (1992) Two-Sided Matching
• David Ruppert, M. P. Wand, R. J. Carroll (2003) Semiparametric Regression
• Matthias Ruth, Bruce Hannon (2012) Modeling Dynamic Economic Systems (Modeling Dynamic Systems)
• Pier Paolo Saviotti (Ed.) (2003) Applied Evolutionary Economics: New Empirical Methods and Simulation Techniques
• Leo Schrattenholzer, Asami Miketa, Keywan Riahi, Richard Alexander Roehrl (2004) Achieving a Sustainable Global Energy System: Identifying Possibilities Using Long-term Energy Scenarios
• Jati K. Sengupta (2000) Dynamic and Stochastic Efficiency Analysis: Economics of Data Envelopment Analysis
• Esther-Mirjam Sent (2006) The Evolving Rationality of Rational Expectations: An Assessment of Thomas Sargent's Achievements
• Neil Shephard (Ed.) (2005) Stochastic Volatility: Selected Readings (Advanced Texts in Econometrics)
• Ronald Shone (2002) Economic Dynamics: Phase Diagrams and Their Economic Application
• Christopher A. Sims (1996) Advances in Econometrics, Sixth World Congress, Vol.2
• Christopher A. Sims (1996) Advances in Econometrics, Sixth World Congress, Vol.1
• Judith D. Singer, John B. Willett (2003) Applied Longitudinal Data Analysis: Modeling Change and Event Occurrence
• Kenneth J. Singleton (2006) Empirical Dynamic Asset Pricing: Model Specification and Econometric Assessment
• Michael Small (2005) Analysis in Physics, Medicine and Economics (World Scientific Series on Nonlinear Science: Series A)
• Aris Spanos (1999) Probability Theory and Statistical Inference
• T.D. Stanley (2000) Challenging Times Series: Limits to Knowledge, Inertia and Caprice
• Richard Stapleton, Ser-Huang Poon (2005) Asset Pricing in Discrete Time: A Complete Markets Approach
• Nancy L. Stokey (2008) The Economics of Inaction: Stochastic Control Models with Fixed Costs
• Steinar Strøm (1999) Econometrics and Economic Theory in the 20th Century
• Rangarajan K. Sundaram (1996) A First Course in Optimization Theory
• Rangarajan K. Sundaram (1996) A First Course in Optimization Theory
• Rachev Svetlozar, Stefan Mittnik PhD (2000) Stable Paretian Models in Finance
• Ferenc Szidarovszky (2002) Introducation to Matrix theory
• Akira Takayama (1985) Mathematical Economics
• Lyn C. Thomas, David B. Edelman, Jonathan N. Crook (2004) Readings in Credit Scoring: Foundations, Developments, and Aims
• Howell Tong (Ed.) (1993) Dimension Estimation and Models (Nonlinear Time Series & Chaos)
• Donald M. Topkis (1998) Supermodularity and Complementarity (Frontiers of Economic Research)
• Kenneth E. Train (2009) Discrete Choice Methods with Simulation
• Darrell A. Turkington (2005) Matrix Calculus and Zero-One Matrices: Statistical and Econometric Applications
• Darrell A. Turkington (2002) Matrix Calculus and Zero-One Matrices
• Aman Ullah (2004) Finite Sample Econometrics (Advanced Texts in Econometrics)
• Aman Ullah (2004) Finite Sample Econometrics
• A. W. Van Der Vaart (2000) Asymptotic Statistics
• S. R. S. Varadhan (2001) Probability Theory (Courant Lecture Notes, 7)
• Fernando Vega-Redondo (2007) Complex Social Networks (Econometric Society Monographs)
• K. Vela Velupillai, Stefano Zambelli, Stephen Kinsella (Eds.) (2005) Computational Economics (The International Library of Critical Writings in Economics Series)
• Kenneth F. Wallis (1995) Time Series Analysis and Macroeconometric Modelling: The Collected Papers of Kenneth F.Wallis
• Peijie Wang (2002) Financial Econometrics
• Duncan J. Watts (2003) Small Worlds: The Dynamics of Networks Between Order and Randomness (Princeton Studies in Complexity)
• Halbert White (2000) Asymptotic Theory for Econometricians
• Halbert White (1996) Estimation, Inference and Specification Analysis
• Harrison C. White (2004) Markets from Networks: Socioeconomic Models of Production
• Halbert White (2004) New Perspectives in Econometric Theory: The Selected Works of Halbert White
• Halbert White (1998) Advances in Econometric Theory: The Selected Works of Halbert White
• M Wickens (2008) Macroeconomic Theory A Dynamic General Equilibrium Approach
• Jeffrey C. Williams, Brian D. Wright (2005) Storage and Commodity Markets
• P. Wilmott (2004) Quantative Financial Review: v. 1
• Paul Wilmott (1995) The Mathematics of Financial Derivatives
• MARIANO ROBERT S & TSE YIU-KUEN (2008) ECONOMETRIC FORECASTING AND HIGH-FREQUENCY DATA ANALYSIS: 13 (Lecture Notes Series, Institute for Mathematical Sciences)
• Xiaokai Yang (Ed.) (2005) Inframarginal Approach To Trade Theory
• Adonis Yatchew (2003) Semiparametric Regression for the Applied Econometrician
• Asad Zaman (1996) Statistical Foundations for Econometric Techniques
• Arnold Zellner, Franz C. Palm (Eds.) (2011) The Structural Econometric Time Series Analysis Approach
• Arnold Zellner (2004) Statistics, Econometrics and Forecasting
• Arnold Zellner, Hugo A. Keuzenkampf, Michael McAleer, Hugo A. Keuzenkamp (Eds.) (2002) Simplicity, Inference and Modeling: Keeping It Sophisticatedly Simple
• Arnold Zellner, Franz Palm (2002) The Structural Econometric Time Series Analysis Approach
• Stavros A. Zenios (1996) Financial Optimization
• Wei-Bin Zhang (2005) Differential Equations, Bifurcations, and Chaos in Economics

General texts

Matrix Algebra

Dynamic Economics: Quantitative Methods and Applications

Panel Data Econometrics (Advanced Texts in Econometrics)

Studies in Resource Allocation Processes

Recent Developments in the Econometrics of Panel Data

Econometrics

Introduction to the Mathematical and Statistical Foundations of Econometrics

Topics in Advanced Econometrics

Methods for Applied Macroeconomic Research

An Introduction to Advanced Econometric Theory

Economic Modeling and Inference

The Oxford Handbook of Economic Forecasting (Oxford Handbooks in Economics)

Structural Macroeconometrics

Estimation and Inference in Econometrics

Econometric Theory and Methods

Econometric Theory

Mathematical Economics

Chaos Theory in Economics: Methods, Models and Evidence

Advances in Economics and Econometrics: Theory and Applications Volume 1

Advances in Economics and Econometrics: Theory and Applications: Eighth World Congress Vol 2

Advances in Economics and Econometrics: Theory and Applications Volume 3

Advances in Economics and Econometrics: Theory and Applications 3 Volume Set (Hardback) Theory and Applications, ... Volume 1 (Econometric Society Monographs)

Bayesian Smoothing and Regression for Longitudinal, Spatial and Event History Data (Oxford Statistical Science Series)

Econometric Modeling and Inference (Themes in Modern Econometrics)

Mathematical Methods and Models for Economists

Global and National Macroeconometric Modelling: A Long-Run Structural Approach

Contemporary Bayesian Econometrics and Statistics (Wiley Series in Probability and Statistics)

The Econometrics of Energy Systems

Chaotic Economic Dynamics

Statistics and Econometric Models, Vol.1

Statistics and Econometric Models, Vol.2

Essays in Econometrics, Vol.1

Essays in Econometrics 2 Volume Hardback Set: Essays in Econometrics: Collected Papers of Clive W. J. Granger: Volume 2 (Econometric Society Monographs)

Essays in Econometrics, Vol.2

Practising Econometrics: Essays in Method and Application

Time Series Analysis

Econometrics

Dynamic Econometrics

Econometric Modeling: A Likelihood Approach

Capital and Time: A Neo-Austrian Theory

Analysis of Panel Data (Econometric Society Monographs)

The Theory and Practice of Econometrics,

Bayesian Econometrics

Bayesian Econometric Methods (Econometric Exercises)

Bayesian Econometric Methods

Advances in Economics and Econometrics: Theory and Applications

Advances in Economic Theory

Advanced Mathematics for Economists

Nonparametric Econometrics: Theory and Practice

Computational Macroeconomics for the Open Economy

A Non-Random Walk Down Wall Street

Financial Engineering and Computation: Principles, Mathematics, Algorithms

Black Hole Tariffs and Endogenous Policy Theory: Political Economy in General Equilibrium

Applications of Differential Geometry to Econometrics

Growth and Cycle in the Euro-zone

Renormalization Methods: A Guide For Beginners

Nonlinear Dynamics: A Primer

Statistics and Econometric Models: General Concepts, Estimation, Prediction and Algorithms v. 1

Numerical Solution of Partial Differential Equations: An Introduction

Advanced Mathematical Methods

Palgrave Handbook of Econometrics: Econometric Theory v. 1

Handbook of Applied Econometrics Volume 1

Handbook of Applied Econometrics Volume 2

The Refinement of Econometric Estimation and Test Procedures: Finite Sample and Asymptotic Analysis

A Probability Metrics Approach to Financial Risk Measures

Risk and Precaution

A Guide to First-passage Processes

Economics and Language: Five Essays (Churchill Lectures in Economics): Five Essays (Churchill Lectures in Economics)

Nonlinear Optimization

Statistical Foundations of Econometric Modelling

Economic Dynamics: Theory and Computation

Palgrave Handbook of Econometrics

Mathematical Tools for Economics

Mathematics for Economists

Books on Specific topics

Computational Methods for Option Pricing (Frontiers in Applied Mathematics)

Logic of Choice and Economic Theory

Studies in Econometric Theory: The Collected Essays of Takeshi Amemiya

Modeling Aggregate Behavior and Fluctuations in Economics

Principles of Constraint Programming

Panel Data Econometrics

Foundations of Complex-system Theories

Quantum Finance: Path Integrals and Hamiltonians for Options and Interest Rates

Models for Dynamic Macroeconomics

The Foreign Exchange Market

Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data

The Geometry of Efficient Fair Division

Economic Complexity: Chaos, Sunspots, Bubbles, and Nonlinearity: Proceedings of the Fourth International Symposium in Economic Theory and Econometrics

Dynamic Econometric Modeling: Proceedings of the Third International Symposium in Economic Theory and Econometrics

Nonlinear Econometric Modeling in Time Series: Proceedings of the Eleventh International Symposium in Economic Theory (International Symposia in Economic ... in Economic Theory and Econometrics)

Dynamic Disequilibrium Modeling: Theory and Applications: Proceedings of the Ninth International Symposium in Economic Theory and Econometrics ... Symposia in Economic Theory and Econometrics)

Nonparametric and Semiparametric Methods in Econometrics and Statistics

Bayesian Inference in Dynamic Econometric Models

Financial Derivatives: Pricing, Applications, and Mathematics

Optimisation and Stability Theory for Economic Analysis

Robust Optimization (Princeton Series in Applied Mathematics)

A Continuous Time Econometric Model of the United Kingdom with Stochastic Trends

Advances in Econometrics, Fifth World Congress, Vol.2

Advances in Econometrics, Fifth World Congress, Vol.1

Random Dynamical Systems: Theory and Applications

Econometric Analysis of Model Selection and Model Testing

Nonlinear Models

Population Issues in Social Choice Theory, Welfare Economics and Ethics

Fixed Point Theorems with Applications to Economics and Game Theory

Asymptotic Theory for Integrated Processes

Bayesian Epistemology

Instrumental Variables (Econometric Society Monographs)

Event History Modeling: A Guide for Social Scientists

Convex Optimization

Optimization: Insights and Applications

Growth Theory, Nonlinear Dynamics and Economic Modelling: Scientific Essays of William Allen Brock

Modelling Non-Stationary Economic Time Series

Regression Analysis of Count Data

General-to-Specific Modelling

Foundations of Dynamic Economic Analysis: Optimal Control Theory and Applications

Stochastic Partial Differential Equations: Six Perspectives

Mathematical Techniques in Finance: Tools for Incomplete Markets

Econophysics and Sociophysics: Trends and Perspectives

Rational Herds: Economic Models of Social Learning

Stochastic Optimization in Continuous Time

Copula Methods in Finance

Foundations for a Disequilibrium Theory of the Business Cycle: Qualitative Analysis and Quantitative Assessment

Mathematical Economics

Econometric Research in International Trade

Simultaneous Equations Estimation

Forecasting Economic Time Series

Evaluating Econometric Forecasts of Economic and Financial Variables (Palgrave Texts in Econometrics)

Asset Pricing: (Revised)

Econometric Theory and Practice: Frontiers of Analysis and Applied Research

Selected Statistical Papers of Sir David Cox: Volume 2, Foundations of Statistical Inference, Theoretical Statistics, Time Series and Stochastic Processes

Logit Models from Economics and Other Fields

Logit Models from Economics and Other Fields

Modelling Income Distribution

Nonlinear Models, Labour Markets and Exchange: Introductory Surveys in Economics

Microsimulation Modelling of Taxation and the Labour Market: The Melbourne Institute Tax and Transfer Simulator

Nonlinear Economic Models: Cross-sectional, Times Series and Neural Network Applications

Evolutionary Dynamics and Extensive Form Games

ECONOMIC MODELS: METHODS, THEORY AND APPLICATIONS

The Limits of Econometrics

The History of Econometrics (The International Library of Critical Writings in Economics Series)

Quantitative Finance and Risk Management: A Physicist's Approach

Stochastic Limit Theory

Quantitative Methods For Assessing The Effects Of Non-tariff Measures & Trade Facilitation

Modelling the Costs of Environmental Policy: A Dynamic Applied General Equilibrium Assessment

Advances in Economics and Econometrics: Theory and Applications 3 Volume Set (Paperback): Eighth World Congress: Theory and Applications: Eighth World Congress Set (Econometric Society Monographs)

Advances in Economics and Econometrics: Theory and Applications 3 Volume Set (Hardback) Volume 2 (Econometric Society Monographs)

Advances in Economics and Econometrics: Theory and Applications Volume 3

Theoretical and Applied Econometrics: The Selected Papers of Phoebus J.Dhrymes

Analysis of Longitudinal Data

Nonlinear Time Series Analysis: Methods and Applications (Nonlinear Time Series & Chaos)

Theory of International Trade: A Dual, General Equilibrium Approach

Extending Mechanics to Minds: The Mechanical Foundations of Psychology and Economics

Allocation Under Uncertainty: Equilibrium and Optimality - International Economics Association Workshop Proceedings (International Economic Association)

Time Series Analysis by State Space Models

Time Series Analysis by State Space Methods: Second Edition (Oxford Statistical Science Series)

Quantitative Management of Bond Portfolios (Advances in Financial Engineering)

Economic and Financial Decisions under Risk

Long-Run Economic Relationships

ARCH: Selected Readings

Anticipating Correlations: A New Paradigm for Risk Management (The Econometric Institute Lectures)

Testing Exogeneity

Estimating How the Macroeconomy Works

Production Frontiers

Applied Macroeconometrics

Spatial Data Analysis: Models, Methods and Techniques

Disequilibrium Foundations of Equilibrium Economics

Economic Analysis of Production Price Indexes

Applied Evolutionary Economics and Complex Systems

Derivatives in Financial Markets with Stochastic Volatility

Introduction to Control of Oscillations and Chaos (World Scientific Series on Nonlinear Science, Series a)

Modeling Trade Policy: Applied General Equilibrium Assessments of North American Free Trade

Periodicity and Stochastic Trends in Economic Time Series

Periodic Time Series Models (Advanced Texts in Econometrics)

Periodic Time Series Models

Time Series Models for Business and Economic Forecasting

Non-Linear Time Series Models in Empirical Finance

Non-Linear Time Series Models in Empirical Finance

Longitudinal and Panel Data: Analysis and Applications in the Social Sciences

Foundations of Modern Econometrics: The Selected Essays of Ragnar Frisch

Money: In Equilibrium (Cambridge Economic Handbooks)

Topics in Nonlinear Time Series Analysis: With Implications for EEG Analysis (Advanced Series in Nonlinear Dynamics)

An Introduction to Econometric Theory: Measure-Theoretic Probability and Statistics with Applications to Economics

Statistical Inference

Surveys in Economic Dynamics

Spatial Econometrics and Spatial Statistics

Sustainable Environments: A Statistical Analysis

The Econometric Analysis of Seasonal Time Series

Misspecification Tests in Econometrics

Handbook of Survey-based Business Cycle Analysis

Time Series and Dynamic Models

Econometrics of Qualitative Dependent Variables

Simulation-based Econometric Methods

Modelling Economic Series

Modelling Non-Linear Economic Relationships

Essays in Econometrics 2 Volume Hardback Set: Essays in Econometrics Collected Papers of Clive W. J. Granger: Volume 1 (Econometric Society Monographs): Volume 1

Empirical Modeling in Economics

Essays in Econometrics 2 Volume Paperback Set: Collected Papers of Clive W. J. Granger (Econometric Society Monographs)

Essays in Econometrics 2 Volume Hardback Set: Collected Papers of Clive W. J. Granger (Econometric Society Monographs)

Exchange Rate Economics: Where Do We Stand?

Introduction to Bayesian Econometrics

Valuing Environmental and Natural Resources: The Econometrics of Non-market Valuation

Nonparametric Comparative Statics and Stability

Generalized Method of Moments

Optimal Control, Expectations and Uncertainty

Probability Approach to Simultaneous Equations

Time Series Models, Causality and Exogeneity

Reappraisal of Econometrics

Discrete and Continuous Systems, Cointegration and Chaos

Workbook on Cointegration

Robustness

Applied Nonparametric Regression

Non-Stationary Time Series Analysis and Cointegration

Culture and Demography in Organizations

Readings in Unobserved Components Models

Forecasting, Structural Time Series Models and the Kalman Filter

State Space and Unobserved Component Models: Theory and Applications

Time-Series-Based Econometrics

Introduction to Mathematical Finance: American Mathematical Society Short Course, January 6-7, 1997, San Diego, California

The Oxford Guide to Financial Modeling: Applications for Capital Markets, Corporate Finance, Risk Management and Financial Institutions

Securities Valuation: Applications of Financial Modeling

Economic Forecasting

Analysis of Panel Data

Nonlinear Statistical Modeling

Designing Economic Mechanisms

Modelling Seasonality

The Econometrics Of Macroeconomic Modelling

Inside Volatility Arbitrage: The Secrets of Skewness

Likelihood-Based Inference in Cointegrated Vector Autoregressive Models

Financial Market Complexity

C++ Design Patterns and Derivatives Pricing (Mathematics, Finance and Risk)

The Concepts and Practice of Mathematical Finance

Frontiers in Applied General Equilibrium Modeling: In Honor of Herbert Scarf

Computational Economics

Probability, Econometrics and Truth: The Methodology of Econometrics

Ecological Inference: New Methodological Strategies

A Solution to the Ecological Inference Problem: Reconstructing Individual Behavior from Aggregate Data

Statistical Size Distributions in Economics and Actuarial Sciences

Statistical Visions in Time: A History of Time Series Analysis, 1662-1938

Quantile Regression (Econometric Society Monographs)

Handbook of Computational Econometrics

Advances in Economics and Econometrics: Theory and Applications 3 volume set: Seventh World Congress

Advances in Economics and Econometrics: Theory and Applications Volume 2

Advances in Economics and Econometrics: Theory and Applications Volume 1

Stochastic Frontier Analysis

Leading Economic Indicators

The Econometric Analysis of Transition Data

Introduction to Monte-Carlo Methods for Transport and Diffusion Equations

Random Processes in Physics and Finance (Oxford Finance Series)

Micro-Econometrics for Policy, Program and Treatment Effects

Micro-Econometrics for Treatment-Effect Analysis

Urban and Regional Transportation Modeling: Essays in Honor of David Boyce

Industry and Labor Dynamics: The Agent-Based Computational Economics Approach, Proceedings of the Wild@Ace 2003 Workshop, Torino, Italy, 3-4 October 2003

Optimal Control Theory and Static Optimization in Economics

Advanced Excel for Scientific Data Analysis

Asymptotic Statistical Methods for Stochastic Processes

Discounted Cash Flow

The Foundations of Long Wave Theory: Models and Methodology

Stated Choice Methods

Outlier Robust Analysis of Economic Time Series

Investment Science

Applied Time Series Econometrics

Applied Time Series Econometrics (Themes in Modern Econometrics)

Limited-Dependent and Qualitative Variables in Econometrics

Unit Roots, Cointegration, and Structural Change

Advances in Econometrics and Quantitative Economics: Essays in Honor of Professor C.R.Rao

New Methods for Chaotic Dynamics (World Scientific Series on Nonlinear Science: Series A)

Mathematical Techniques in Financial Market Trading

Social Choice with Partial Knowledge of Treatment Response

Economics to Econometrics: In Honor of Daniel L. Mcfadden (International Economic Review)

Introduction to Econophysics: Correlations and Complexity in Finance

Progressive Modelling

Computational Methods for the Study of Dynamic Economies

Generalized Method of Moments Estimation

Practical Issues in Cointegration Analysis

Contributions to Financial Econometrics

Quantitative Risk Management: Concepts, Techniques and Tools

The Econometric Modelling of Financial Time Series

The Econometric Modelling of Financial Time Series

Public Policy and Economic Theory

Axioms of Cooperative Decision Making (Econometric Society Monographs)

Axioms of Cooperative Decision Making

Computation and Complexity in Economic Behavior and Organization

Theory of Regular Economies

Rational Econometric Man: Transforming Structural Econometrics

Essays in Panel Data Econometrics

Recent Developments in Time Series

The Structure and Dynamics of Networks: (Princeton Studies in Complexity)

An Introduction to the Structural Econometrics of Auction Data

Nonparametric Econometrics

Demand System Specification and Estimation

A User's Guide to Measure Theoretic Probability

Bayesian Inference

Numerical Recipes in C++

Modelling in Ecological Economics

Formation of Econometrics

Handbook of Sustainable Development Planning: Studies in Modelling and Decision Support

Matrix Algebra and its Applications to Statistics and Econometrics

Cointegration for the Applied Economist

Data Envelopment Analysis: Theory and Techniques for Economics and Operations Research

Time Series With Long Memory

Patterns of Speculation: A Study in Observational Econophysics

Driving Forces in Physical, Biological and Socio-economic Phenomena: A Network Science Investigation of Social Bonds and Interactions

The Foundations of Continuous Time Finance (International Library of Critical Writings in Financial Economics)

Two-Sided Matching

Semiparametric Regression

Modeling Dynamic Economic Systems (Modeling Dynamic Systems)

Applied Evolutionary Economics: New Empirical Methods and Simulation Techniques

Achieving a Sustainable Global Energy System: Identifying Possibilities Using Long-term Energy Scenarios

Dynamic and Stochastic Efficiency Analysis: Economics of Data Envelopment Analysis

The Evolving Rationality of Rational Expectations: An Assessment of Thomas Sargent's Achievements

Stochastic Volatility: Selected Readings (Advanced Texts in Econometrics)

Economic Dynamics: Phase Diagrams and Their Economic Application

Advances in Econometrics, Sixth World Congress, Vol.2

Advances in Econometrics, Sixth World Congress, Vol.1

Applied Longitudinal Data Analysis: Modeling Change and Event Occurrence

Empirical Dynamic Asset Pricing: Model Specification and Econometric Assessment

Analysis in Physics, Medicine and Economics (World Scientific Series on Nonlinear Science: Series A)

Probability Theory and Statistical Inference

Challenging Times Series: Limits to Knowledge, Inertia and Caprice

Asset Pricing in Discrete Time: A Complete Markets Approach

The Economics of Inaction: Stochastic Control Models with Fixed Costs

Econometrics and Economic Theory in the 20th Century

A First Course in Optimization Theory

A First Course in Optimization Theory

Stable Paretian Models in Finance

Introducation to Matrix theory

Mathematical Economics

Readings in Credit Scoring: Foundations, Developments, and Aims

Dimension Estimation and Models (Nonlinear Time Series & Chaos)

Supermodularity and Complementarity (Frontiers of Economic Research)

Discrete Choice Methods with Simulation

Matrix Calculus and Zero-One Matrices: Statistical and Econometric Applications

Matrix Calculus and Zero-One Matrices

Finite Sample Econometrics (Advanced Texts in Econometrics)

Finite Sample Econometrics

Asymptotic Statistics

Probability Theory (Courant Lecture Notes, 7)

Complex Social Networks (Econometric Society Monographs)

Computational Economics (The International Library of Critical Writings in Economics Series)

Time Series Analysis and Macroeconometric Modelling: The Collected Papers of Kenneth F.Wallis

Financial Econometrics

Small Worlds: The Dynamics of Networks Between Order and Randomness (Princeton Studies in Complexity)

Asymptotic Theory for Econometricians

Estimation, Inference and Specification Analysis

Markets from Networks: Socioeconomic Models of Production

New Perspectives in Econometric Theory: The Selected Works of Halbert White

Advances in Econometric Theory: The Selected Works of Halbert White

Macroeconomic Theory A Dynamic General Equilibrium Approach

Storage and Commodity Markets

Quantative Financial Review: v. 1

The Mathematics of Financial Derivatives

ECONOMETRIC FORECASTING AND HIGH-FREQUENCY DATA ANALYSIS: 13 (Lecture Notes Series, Institute for Mathematical Sciences)

Inframarginal Approach To Trade Theory

Semiparametric Regression for the Applied Econometrician

Statistical Foundations for Econometric Techniques

The Structural Econometric Time Series Analysis Approach

Statistics, Econometrics and Forecasting

Simplicity, Inference and Modeling: Keeping It Sophisticatedly Simple

The Structural Econometric Time Series Analysis Approach

Financial Optimization

Differential Equations, Bifurcations, and Chaos in Economics