Hardbound. A comprehensive reference work for teaching at graduate level and research in empirical finance. The chapters cover a wide range of statistical and probabilistic methods applied to a variety of financial methods and are written by internationally renowned experts.

"Advances in Econometrics and Quantitative Economics" is a comprehensive guide to the statistical methods used in econometrics and quantitative economics. Bringing together contributions from those acknowledged to be amongst the world's leading econometricians and statisticians this volume covers topics such as:

* Semiparametric and non-parametric interference.
* Multivariate analysis.
* Diagnostic tests.
* Time series behavior of commodity prices.
* Applications of Edgeworth expansions and quantitative methods in development economics.

The book is dedicated to Professor C. R. Rao, whose unique contribution to the subject has influenced econometricians for many years.

Time series analysis has undergone many changes during recent years with the advent of unit roots and cointegration. This textbook by G. S. Maddala and In-Moo Kim is based on a successful lecture program and provides a comprehensive review of these topics as well as structural change. G. S. Maddala is one of the most distinguished writers of graduate and undergraduate econometrics textbooks today and Unit Roots, Cointegration and Structural Change represents a major contribution that will be of interest both to specialists and graduate and undergraduate students.

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

Now in its fourth edition, this landmark text" "provides a fresh, accessible and well-written introduction to the subject. With a rigorous pedagogical framework, which sets it apart from comparable texts, the latest edition features an expanded website providing numerous real life data sets and examples.