Advances in econometrics and quantitative economics

by Rao, C. Radhakrishna

Advances in Econometrics and Quantitative Economics brings together contributions from those acknowledged to be among the world's leading econometricians and statisticians. The focus of the volume is the application of statistical methods to econometrics. The range and quality of the contributions gives unparalleled coverage of the current state of knowledge in the field. Each article is designed to be both rigorous and accessible to give in-depth coverage of key topics such as: semiparametric and nonparametric inference; multivariate analysis; diagnostic tests; time series models; and...

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