This booklet was begun as an appendix to Introductory Econometrics. As it progressed, requirements of consistency and … typical student's mathematical training, to the extent relevant for the study of econometrics. Thus, it contains a collection … of mathematical results employed at various stages of Introductory Econometrics. More generally, however, it would be a …

Provides an analysis of dynamic modelling in econometrics by bridging the unit-root gap between structural and time …

posteriors is critical to selecting priors that work, the large sample theory is developed systematically, illustrated by various … learning, as well as in application areas such as econometrics and biostatistics. …