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Modelling Nonlinear Economic Time Series (Advanced Texts in Econometrics)
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Timo Terasvirta, Dag Tjostheim and Clive W. J. Granger
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Darrell Duffie
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Andrew Gelman and Deborah Nolan
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Measurements and their Uncertainties: A practical guide to modern error analysis
Ifan Hughes and Thomas Hase
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Frederic Ferraty and Yves Romain
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Time Series Analysis by State Space Methods (Oxford Statistical Science)
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