macroeconomic theory, econometrics, and computational programming using RATS, MATLAB, or Gauss. Inevitably a modern treatment of … econometrics. Rather than list a series of estimators and their properties, Canova starts from a class of DSGE models, finds an …

is accompanied by rigorous applications of econometrics. Econometrics contain elucidations of both the statistical theory … optimization, econometrics, and data analyses together to provide a rigorous and sharp intellect for investment and financial …

Intended primarily to prepare first-year graduate students for their ongoing work in econometrics, economic theory, and … finance, this innovative book presents the fundamental concepts of theoretical econometrics, from measure …, statisticians, and finance professionals interested in the ideas and implications of theoretical econometrics. …