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1
Yield curve modeling and forecasting : the dynamic Nelson-Siegel approach
Princeton : Princeton University Press, 2013“…Econometric and Tinbergen Institutes lectures…”
Format: Book
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2
The econometric analysis of recurrent events in macroeconomics and finance
Princeton, New Jersey : Princeton University Press, 2016“…Econometric and Tinbergen Institutes lectures…”
Format: Book
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3
Complete and incomplete econometric models
Princeton : Princeton University Press, 2010“…Econometric and Tinbergen Institutes lectures…”
Format: Book
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4
Bayesian non- and semi-parametric methods and applications
Princeton : Princeton University Press, 2014“…Econometric and Tinbergen Institutes lectures…”
Format: Book
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