Publisher description for Palgrave handbook of econometrics / edited by Terence C. Mills and Kerry Patterson.

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The Palgrave Handbooks of Econometrics comprise landmark essays by the world's leading scholars and provide authoritative guidance in key areas of econometrics. The Handbooks are 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, modeling with integrated variables, Bayesian econometrics, simulation methods and a selection of special topics.

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