"The first edition of Real Econometrics attempted to reduce math anxiety for students learning applied statistical techniques. Beginning with the assumption that students will learn more if they start with experiments and see how the statistical enterprise is used to approximate certain features...

This paper explores an econometric estimation technique for dynamic linear models. The method combines the analytics of moving average solutions to dynamic models together with computational advantages of the Whittle likelihood. A hypothesis of interest to international and financial economists...

This paper explores an econometric estimation technique for dynamic linear models. The method combines the analytics of moving average solutions to dynamic models together with computational advantages of the Whittle likelihood. A hypothesis of interest to international and financial economists...