Financial econometrics is a great success story in economics. Econometrics uses data and statistical inference methods … complexity of financial products. This has fueled the demand for people with advanced econometrics skills. For professionals and … to future advances. They present a balanced synthesis of financial theory and statistical methodology. Recognizing that …

many involving simulation. Econometric Theory and Methods is designed for beginning graduate courses. The book is suitable …Econometric Theory and Methods provides a unified treatment of modern econometric theory and practical econometric … wide variety of estimators and tests. Simulation methods, including the bootstrap, are introduced early and used …