A synthesis of the authors' groundbreaking econometric research on automatic model selection, which uses powerful computational algorithms and theory evaluation

The main problem in econometric modelling of time series is discovering sustainable and interpretable relationships between observed economic variables. The pri

The University of Oxford has been and continues to be one of the most important global centres for economics. With six chapters on themes in Oxford economics an

Lucid account of the process of constructing and evaluating an empirical model.

An introduction to the theory and methods of empirical asset pricing, integrating classical foundations with recent developments. This book offers a comprehensi