Books Authored by OxMetrics Developers

Handbook of Volatility Models and Their Applications (Hardcover)

by Luc Bauwens, Christian M. Hafner and Sebastien Laurent
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PcGive (In Japanese)

by Hendry, D.F., Doornik, J.A., and Ichikawa Hiroya
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Dynamic Econometrics

by David F Hendry
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Econometric Modeling: A Likelihood Approach

by David F. Hendry and Bent Nielsen
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Econometrics: Alchemy or Science?

by David F. Hendry
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A Companion to Economic Forecasting (hardback)

by Michael P. Clements, David F. Hendry
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A Companion to Economic Forecasting (paperback)

by Michael P. Clements, David F. Hendry
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An Introduction to State Space Time Series Analysis

by Jacques J.F. Commandeur and Siem Jan Koopman
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Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data

by Anindya Banerjee, Juan J. Dolado, J. W. Galbraith, and David Hendry
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Forecasting Economic Time Series

by Michael P. Clements, David F. Hendry
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Forecasting Non-Stationary Economic Time Series

by Michael P. Clements, David F. Hendry
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Nonlinear Econometric Modeling in Time Series (hardback)

by William A. Barnett, David F. Hendry, Svend Hylleberg, Timo Teräsvirta, Dag Tjøstheim, Allan Würtz
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Nonlinear Econometric Modeling in Time Series (paperback)

by William A. Barnett, David F. Hendry, Svend Hylleberg, Timo Teräsvirta, Dag Tjøstheim, Allan Würtz
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Readings of Unobserved Components Models

by Andrew C. Harvey and Tommaso Proietti
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State Space and Unobserved Component Models: Theory and Applications

by Andrew Harvey, Siem Jan Koopman and Neil Shephard
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The Foundations of Econometric Analysis

by David F. Hendry, Mary S. Morgan
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The Methodology and Practice of Econometrics A Festschrift in Honour of David F. Hendry (hardback)

by Jennifer Castle, Neil Shephard
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Time Series Analysis by State Space Methods

by James Durbin, Siem Jan Koopman
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Understanding Economic Forecasts

by David F. Hendry and Neil R. Ericsson
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