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Anindya Banerjee, Juan J. Dolado, John W. Galbraith, David Hendry, 1993
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David F. Hendry, 1995
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  Econometrics: Alchemy or Science? - Essays in Econometric Methodology
David F. Hendry, 2000
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Aman Ullah, 2004
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  The Formation of Econometrics - A Historical Perspective
Duo Qin, 1997
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  Global and National Macroeconometric Modelling - A Long-Run Structural Approach
Anthony Garratt, Kevin Lee, M. Hashem Pesaran, Yongcheol Shin, 2006
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Søren Johansen, 1995
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Harold O. Fried (Editor), C. A. Knox Lovell (Editor), Shelton S. Schmidt (Editor), 2008
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  The Methodology and Practice of Econometrics - A Festschrift in Honour of David F. Hendry
Jennifer Castle (Editor), Neil Shephard (Editor), 2009
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Myoung-jae Lee, 2005
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Manuel Arellano, 2003
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Philip Hans Franses, Richard Paap, 2004
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  Pricing Decisions in the Euro Area - How Firms Set Prices and Why
Silvia Fabiani (Editor), Claire Suzanne Loupias (Editor), Fernando Manuel Monteiro Martins (Editor), Roberto Sabbatini (Editor), 2007
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Christian Gouriéroux, Alain Monfort, 1997
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  Stochastic Limit Theory - An Introduction for Econometricians
James Davidson, 1994
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  Time-Series-Based Econometrics - Unit Roots and Co-integrations
Michio Hatanaka, 1996
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