. The general theory is presented in the language of firm dynamics for the sake of convenience but applies to many other …

this question from a point of view not covered in existing works on time-series econometrics and forecasting. Clements … perspective, surveys offer insight into how economic agents form their expectations. Michael Clements is Professor of Econometrics … Econometrics and Palgrave Advanced Texts in Econometrics, and has published extensively on time series econometrics, modelling and …

sophisticated. The interaction between economics and econometrics resulted in a huge publication output, deepening and widening … phenomena that can be better understood in higher dimensions. Oddly, applications rushed ahead of theory in this field. This …

This survey of portfolio theory, from its modern origins through more sophisticated, “postmodern” incarnations … special attention to measures of market risk in global banking regulation. Despite the deficiencies of modern portfolio theory … postmodern portfolio theory captures many of the advances in financial learning since the original articulation of modern …

Economics", I am impressed because now it is time when "econometrics" is becoming more appreciated by economists and by schools …

and their application in practice. Accordingly, it covers broad topics in the theory and application of both empirical …