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Advances in Econometrics, Volume 20B: Econometric Analysis of Financial and Economic Time Series
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Advances in Econometrics, Volume 6: Computation & Simulation
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Thomas B. Fomby
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George F. Rhodes
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— published 1985
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Advances in Econometrics, Volume 20A: Econometric Analysis of Financial and Economic Time Series, Part A
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Advances in Econometrics, Volume 8: Co-Integration, Spurious Regressions, & Unit Roots
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Daniel J. Slottje
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— published 1990
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Advances in Econometrics, Volume 11B: Bayesian Methods Applied To Time Series Data
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R. Carter Hill
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— published 1996
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Advances in Econometrics, Volume 11
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— published 1996
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Advances in Econometrics, Volume 12: Applying Maximum Entropy to Econometric Problems
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R. Carter Hill
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— published 1997
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Advances in Econometrics, Volume 13: Messy Data — Missing Observations, Outliers, and Mixed-Frequency Data
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— published 1999
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Advances in Econometrics, Volume 14: Applying Kernel And Nonparametric Estimation To Economic Topics
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Advances in Econometrics, Volume 17: Maximum Likelihood Estimation of Misspecified Models: Twenty Years Later
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— published 2003
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