Written in honor of Peter C.B. Phillips of Yale University by some of his former students, these essays analyze a number of state of the art issues in econometr

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

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

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

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