Palgrave Handbook of Econometrics Volume 1: Econometric Theory

Palgrave Handbook of Econometrics comprises 'landmark' essays by the world's leading scholars and provides authoritative and definitive guidance in key areas of econometrics. With definitive contributions on the subject, the Handbook is an essential source of reference for professional econometricians, economists, researchers and students. Volume I covers developments in theoretical econometrics, including essays on the methodology and history of econometrics, developments in time-series and cross-section econometrics, modelling with integrated variables, Bayesian econometrics, simulation methods and a selection of special topics.

“'I forecast that this is a text that will be much referenced and cited in the future and certainly welcome its appearance.' - Sir Clive Granger, University of California, USA”

TERENCE C. MILLS is Professor of Applied Statistics and Econometrics at Loughborough University, UK. KERRY PATTERSON is Professor of Econometrics at University of Reading, UK.

"The Palgrave Handbooks of Econometrics" comprise landmark essays by the world's leading scholars and provide authoritative guidance in key areas of econometrics.

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