The field of econometrics has gone through remarkable changes during the last thirty-five years. Widening its earlier focus on testing macroeconomic theories, i

This book presents a unique collection of contributions on modern topics in statistics and econometrics, written by leading experts in the respective discipline

In this book leading German econometricians in different fields present survey articles of the most important new methods in econometrics. The book gives an ove

This book illustrates how economists first learnt to harness statistical methods to measure and test the 'laws' of economics.

A comprehensive review of unit roots, cointegration and structural change from a best-selling author.