As conceived by the founders of the Econometric Society, econometrics is a field that uses economic theory and statistical methods to address empirical problems

This collection of original articles—8 years in the making—shines a bright light on recent advances in financial econometrics. From a survey of mathematical

Palgrave Handbooks of Econometrics comprises 'landmark' essays by the world's leading scholars and provides authoritative guidance in key areas of econometrics.

Bayesian econometric methods have enjoyed an increase in popularity in recent years. Econometricians, empirical economists, and policymakers are increasingly ma

This handbook presents emerging research exploring the theoretical and practical aspects of econometric techniques for the financial sector and their applicatio