'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

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

This book surveys big data tools used in macroeconomic forecasting and addresses related econometric issues, including how to capture dynamic relationships amon

The book describes and illustrates many advances that have taken place in a number of areas in theoretical and applied econometrics over the past four decades.

Coverage has been extended to include recent topics. The book again presents a unified treatment of economic theory, with the method of maximum likelihood playi