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

`This most commendable volume brings together a set of papers which permits ready access to the means of estimating quantitative relationships using cointegrati

In the 16th Edition of Advances in Econometrics we present twelve papers discussing the current interface between Marketing and Econometrics. The authors are le

This book surveys big data tools used in macroeconomic forecasting and addresses related econometric issues, including how to capture dynamic relationships amon

Unit Roots and Structural Breaks.