Offers an introduction to the subject of econometrics, which literally means measurement in economics . This book includes such Web-based supplements as an instructor's manual and data sets.

This handbook brings together papers on several aspects of robust inference. Many of the areas included have not been covered in previous surveys in this area.

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

Including developments in the field, the previous editions of this text were renowned for author's exposition and the presentation of concepts in an easily accessible manner. It includes chapters, which have been included on panel data analysis, large sample inference and small sample inference.

This book presents the econometric analysis of single-equation and simultaneous-equation models in which the jointly dependent variables can be continuous, categorical, or truncated.