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Econometrics BIBLIOGRAPHY ISSUE 28, OCTOBER-NOVEMBER 2013 Econometrics http://library.bankofgreece.gr http://library.bankofgreece.gr Tables of contents Introduction...................................................................................................................2 I. Print collection of the Library...........................................................................................3 I.1 Monographs .................................................................................................................3 I.2 Periodicals.................................................................................................................. 33 II. Electronic collection of the Library ................................................................................ 35 II.1 Full text articles ..................................................................................................... 35 IΙI. Resources from the World Wide Web ......................................................................... 59 IV. List of topics published in previous issues of the Bibliography........................................ 61 Image cover: It has created through the website http://www.wordle.net All the issues are available at the internet: http://www.bankofgreece.gr/Pages/el/Bank/Library/news.aspx Bank of Greece / Centre for Culture, Research and Documentation / Library Unit / 21 El. Venizelos, 102 50 Athens / [email protected]/ Tel. 210 320 2446, 2522 / Bibliography: bimonthly electronic edition, Issue 28, September- October 2013 Contributors: E. Semertzaki, M. Gavrili, A. Nadali 1 Econometrics, issue 28, October-November 2013 Introduction The Bibliography – the bimonthly electronic publication of the Library - aims to reveal the print and electronic collection of the Library with documentation mainly related with the current economic and banking topics. The purpose of the publication is to create subject tools which will be utilized as an aggregation of resources, prepared proactively for the researcher and everyone interested in each individual topic. The topic of the 28th issue of the Bibliography is Econometrics1. The first section of the current issue includes bibliographic references of books and periodicals from the print collection of the Library. The oldest book is dated in 1953. The second section includes a selection of articles deprived from the electronic resources of the Library. The older article is dated in 1933. The last section includes a selection of internet resources. Athens, October 2013 1 Econometrics aims to give empirical content to economic relations for testing economic theories, forecasting, decision making, and for ex post decision/policy evaluation (Source: The new Palgrave dictionary of economics, 2nd ed., v.2, 2008) 2 Econometrics, issue 28, October-November 2013 I. Print collection of the Library I.1 Monographs The following bibliographic references are arranged in chronological order. 2013 Introductory econometrics: a modern approach / Jeffrey M. Wooldridge -- 5th ed. -- Australia: South-Western/Cengage Learning, 2013 -- xxvii, 878 p. : col. ill. ; 23 cm. Main Library 330.015 195 /W882-I/ED.5 2012 Econometric analysis / William H. Greene -- 7th ed. -- Harlow: Person, c2012 -- 1038 p. : 24 cm. Main Library 330.015 195 /G799-E/ED.7 Econometric modelling with time series: specification, estimation and testing / Vance Martin, Stan Hurn, David Harris -- Cambridge: Cambridge University Press, 2012 -- xxxv, 887 p. : ill. ; 25 cm. -- (Themes in modern econometrics) Main Library 330.015 195 5 /M3631-E Fundamentals of applied econometrics / by Richard Ashley -- Hoboken, NJ: Wiley, c2012 -- xxv, 710 p. : ill. ; 24 cm. Main Library 330.015 195 /AS356-F A guide to modern econometrics / Marno Verbeek -- 4th ed. -- Chichester: John Wiley & Sons, 2012 -- xv, 497 p. : ill. ; 25 cm. Main Library 330.015 195 /V581-G/ED.4 Introduction to econometrics / James H. Stock, Mark W. Watson -- 3rd ed. -- Boston: Pearson, 2012 -- 827 p. : ill. ; 24 cm. -- (The Pearson series in economics) Main Library 330.015 195 /ST621-I/ED.3 2011 Advanced econometric theory / John S. Chipman -- London: Routledge, 2011 -- xiv, 393 p. : ill. ; 25 cm. -- (Routledge advanced texts in economics and finance, 14) Main Library 330.015 195 /C4599-A Applied econometrics / Dimitrios Asteriou, Stephen G. Hall -- 2nd ed. -- New York: Palgrave Macmillan, c2011 -- xxviii, 499 p. : ill. ; 25 cm. Main Library 330.015 195 /AS82-AE/ED.2 Econometrics / Badi H. Baltagi -- 5th ed. -- Berlin: Springer-Verlag, c2011 -- xv, 410 p. : ill. ; 26 cm. Main Library 330.015 195 /B197-EC/ED.5 Foundations of mathematical and computational economics / Kamran Dadkhah -- 2nd ed. -- New York: Springer, c2011 -- 542 p. ; 24 cm. Main Library 330.015 1 /D125-F/ED.2 3 Econometrics, issue 28, October-November 2013 Histories on econometrics / edited by Marcel Boumans, Ariane Dupont-Kieffer and Duo Qin Durham -- [N.C.]: Duke University Press, 2011 -- vi, 354 p. : 24 cm. -- (History of political economy. Annual supplement ; 2011) Main Library 330.015 195 /H62952 Introduction to econometrics / Christopher Dougherty -- 4th ed. -- Oxford: Oxford University Press, c2011 -- xvii, 573 p. : ill. ; 25 cm. Main Library 330.015 195 /D732-I/ED.4 2010 Analysis of financial time series / Ruey S. Tsay -- 3rd ed. -- Cambridge, Mass.: Wiley, c2010 -- xxiii, 677 p. : ill. ; 25 cm. -- (Wiley series in probability and statistics) Main Library 332.015 195 /T782-A/ED.3 Econometric analysis of cross section and panel data / Jeffrey M. Wooldridge -- 2nd ed. -- Cambridge, Mass.: MIT Press, c2010 – xxvii, 1064 p. : ill. 24 cm. Main Library 330.015 195 /W913-E/ED.2 Handbook of financial econometrics / edited by Yacine Ait-Sahalia, Lars Peter Hansen -- Amsterdam: North-Holland/Elsevier, c2010- -- v. : ill. ; 25 cm. -- (Handbooks in finance) Main Library 332.015 195 /H19134 Volatility and time series econometrics: essays in honor of Robert F. Engle / edited by Tim Bollerslev, Jeffrey R. Russell and Mark W. Watson -- Oxford: Oxford University Press, 2010 -- xi, 419 p. : ill., maps ; 26 cm. -- (Advanced texts in econometrics) Main Library 330.015 195 5 /V88 2009 A companion to econometric analysis of panel data / by Badi H. Baltagi -- West Sussex: John Wiley & Sons, 2009 -- xii, 295 p. : ill. ; 25 cm. Main Library 330.015 195 /B197-C Economic modeling and inference / Bent Jesper Christensen and Nicholas M. Kiefer -- Princeton, N.J.: Princeton University Press, c2009 -- xiv, 482 p. : ill. ; 24 cm. Main Library 330.015 195 /C4621-E The economics of inaction: stochastic control models with fixed costs / Nancy L. Stokey -- Princeton: Princeton University Press, c2009 -- ix, 308 p. : ill. ; 25 cm. Main Library 330.015 192 33 /ST678-E Introduction to econometrics / G.S. Maddala, Kajal Lahiri -- 4th ed. -- Chichester, West Sussex: John Wiley, c2009 -- xx, 634 p. : ill. ; 24 cm. Main Library 330.015 195 /M179-I/ED.4 Introductory econometrics: a modern approach / Jeffrey M. Wooldridge -- 4th ed. -- Australia: South-Western/CENGAGE learning, 2009 -- xx, 865 p. : ill. ; 24 cm. Main Library 330.015 195 /W882-I/ED.4 Mostly harmless econometrics: an empiricist's companion / Joshua D. Angrist and Jorn-Steffen Pischke, Angrist Joshua David -- Princeton, N.J.: Princeton University Press, c2009 -- xvii, 373 p. : ill. ; 23 cm. Main Library 330.015 195 /AN482-M 4 Econometrics, issue 28, October-November 2013 Time series data analysis using EViews / I Gusti Ngurah Agung -- Singapore: John Wiley & Sons (Asia), 2009 -- xx, 609 p. : ill. ; 24 cm. -- (Statistics in practice) Main Library 519.55 /AG95-T 2008 Computational macroeconomics for the open economy / G. C. Lim and Paul D. McNelis -- Cambridge: MIT Press, c2008 -- xiv, 231 p. : ill. ; 24 cm. Main Library 339.015 195 /L6285-C Econometric analysis of panel data / Badi H. Baltagi -- 4th ed. -- Chichester: John Wiley & Sons, c2008 – xiii, 351 p. : ill. ; 25 cm. Main Library 330.015 195 /B197-E/ED.4 Econometrics / Badi H. Baltagi -- 4th ed. -- Berlin: Springer-Verlag, c2008 – xv, 392 p. : ill. ; 26 cm. Main Library 330.015 195 /B197-EC/ED.4 Exchange rates and macroeconomic dynamics / edited by Pavlos Karadeloglou and Virginie Terraza -- Basingstoke, Hampshire: Palgrave Macmillan, 2008 -- xii, 245 p. : ill. ; 23 cm. -- (Applied Econometrics Association series) Main Library 332.456 /EX24-R A guide to econometrics / Peter Kennedy -- 6th ed. – Malden, MA: Blackwell Pub., 2008 – xii, 585 p. : ill. ; 26 cm. Main Library 330.015 195 /K35-G/ED.6 A guide to modern econometrics / Marno Verbeek -- 3rd ed. -- Chichester: John Wiley & Sons, c2008 – xv, 472 p. : ill. ; 25 cm. Main Library 330.015 195 /V581-G/ED.3 Introduction to econometrics / Gary Koop -- West Sussex: John Wiley & Sons Ltd, c2008 -- xi, 371 p. : ill. ; 24 cm. Main Library 330.015 195 /K8378-I Introductory econometrics for finance / Chris Brooks -- 2nd ed. -- Cambridge: Cambridge University Press, 2008 -- xxiv, 648 p. : ill. ; 25 cm. Main Library 332.015 195 /B791-I/ED.2 Robustness / Lars Peter Hansen, Thomas J. Sargent -- Princeton, N.J.: Princeton University Press, c2008 -- xvii, 435 p. : ill. ; 27 cm. Main Library 330.015 118 /H1982-R 2007 Εισαγωγή στην οικονομετρία / Γεωργίου Κ. Χρήστου -- 3η έκδ. -- Αθήνα: Gutenberg, 2007 -- 2 τ. : εικ. ; 25 εκ. + 1 CD-ROM (4 3/4 in.). Main Library 330.015 195 /C467-E/ED.3 Μαθηματικές μέθοδοι στα οικονομικά: θεωρία και εφαρμογές / Αναστάσιος Π. Ξεπαπαδέας με τη συνεργασία Ιωάννη Χ. Γιαννίκου -- Αθήνα: Gutenberg, 2007-2009 -- 2 τ. : εικ. ; 25 εκ. Main Library 330.015 1 /X26-M 5 Econometrics,
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