Thomas B. Fomby
Dynamic Factor Models
Advanced Econometric Methods
Advances in Econometrics
Advances in Econometrics (Advances in Econometrics, Vol.11, (2 Part Set))
Applying kernel and nonparametric estimation to economic topics
Applying maximum entropy to econometric problems
Econometric analysis of financial and economic time series
Maximum likelihood estimation of misspecified models
Spatial Econometrics
Studies in the economics of uncertainty in honor of Josef Hadar
VAR Models in Macroeconomics : New Developments and Applications
Advanced econometric methods