Econometric Theory and Methods International Edition provides a unified treatment of modern econometric theory and practical econometric methods. The geometrica

A guide to economics, statistics and finance that explores the mathematical foundations underling econometric methods An Introduction to Econometric Theory offe

A concise treatment of modern econometrics and statistics, including underlying ideas from linear algebra, probability theory, and computer programming. This bo

This book introduces econometric analysis of cross section, time series and panel data with the application of statistical software. It serves as a basic text f

This book surveys recent developments in the rapidly expanding field of asymptotic distribution theory, placing special emphasis on the problems of time-depende