A comprehensive introduction to the statistical and econometric methods for analyzing high-frequency financial data High-frequency trading is an algorithm-based

In many applications of econometrics and economics, a large proportion of the questions of interest are identification. An economist may be interested in uncove

Including contributions spanning a variety of theoretical and applied topics in econometrics, this volume of Advances in Econometrics is published in honour of

This book presents the econometric foundations and applications of multi-dimensional panels, including modern methods of big data analysis. The last two decades

This edited collection concerns nonlinear economic relations that involve time. It is divided into four broad themes that all reflect the work and methodology o