"This second edition is revised and updated and explains how to use many recent technical developments in time series econometrics. The main objective of this book is to help many applied economists, with a limited background in econometric estimation theory, to understand and apply widely used...

"Handbook of Computational Econometrics examines the state of the art of computational econometrics and provides exemplary studies dealing with computational issues arising from a wide spectrum of econometric fields including such topics as bootstrapping, the evaluation of econometric software,...