Advances In Econometrics

A comprehensive guide to the statistical methods used in economics and quantitative economics. Acknowledged experts cover topics such as:
• Semiparametic and non-parametic interference
• Time series behaviour of commodity prices
• Applications of Edgeworth expansions and quantitative methods in development economics.

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.

G. S. Maddala is a University Eminent Scholar at the Ohio State University.

Peter C. B. Phillips is Sterling Professor of Economics and Statistics at Yale University.

T. N. Srinivasan is Samuel C. Park Jr. Professor of Economics at Yale University, all USA.