The most up-to-date and accessible guide to one of the fastest growing areas in financial analysis by one of Europes's leading teaching and researching teams. This classroom-tested advanced undergraduate and graduate textbook provides an in-depth treatment of non-linear models, including...

This book has grown out of half a century of experience of teaching undergraduate econometrics at the Econometric Institute in Rotterdam. It combines a solid exposition of econometric methods with the application-oriented approach that is characteristic of the Rotterdam tradition in...

With a new author team contributing decades of practical experience, this fully updated and thoroughly classroom-tested second edition textbook prepares students and practitioners to create effective forecasting models and master the techniques of time series analysis. Taking a practical and...