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Themes in Modern Econometrics

Themes in Modern Econometrics provides an organized sequence of textbooks in econometrics aimed directly at the student population, and is the first series in the discipline to have this as its express aim. Written at a level accessible to students with an introductory course in econometrics behind them, each book addresses topics or themes that students and researchers encounter daily. While each book is able to stand alone as an authoritative survey in its own right, the distinct emphasis throughout is on pedagogic excellence.

Managing Editor: Peter C. B. Phillips, Yale University, Connecticut
General Editors: Eric Ghysels, University of North Carolina, Chapel Hill; Richard J. Smith, University of Warwick

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