David F. Hendry is a seminal figure in modern econometrics. He has pioneered the LSE approach to econometrics, and his influence is wide ranging. This book is a

Financial data are typically characterised by a time-series and cross-sectional dimension. Accordingly, econometric modelling in finance requires appropriate at

A comprehensive, up-to-date textbook on nonparametric methods for students and researchers Until now, students and researchers in nonparametric and semiparametr

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

Every major econometric method is illustrated by a persuasive, real life example applied to real data. * Explores subjects such as sample design, which are crit