Specially selected from The New Palgrave Dictionary of Economics 2nd edition, each article within this compendium covers the fundamental themes within the disci

This text presents modern developments in time series analysis and focuses on their application to economic problems. The book first introduces the fundamental

'An excellent reference volume of this author's work, bringing together articles published over a 25 year span on the statistical analysis of economic time seri

In this book, the author rejects the theorem-proof approach as much as possible, and emphasize the practical application of econometrics. They show with example

This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series. It contains the most important a