Surveys in Econometrics

This book comprises ten carefully chosen, up-to-date and comprehensive surveys on econometrics taken from the prestigious Journal of Economic Surveys. The contributions are accessible to technically competent students and those wishing to develop an interest in current econometric issues.

Issues covered include

• Debates on econometric methodology
• Pre-testing
• Diagnostic checks
• Cointegration and unit roots
• Error correction mechanisms
• Nonparametric/semiparametric estimation

This collection bridges the gap between a textbook and specialist journal contributions and is a unique resource for advanced undergraduate and postgraduate students on quantitative/econometrics courses.

Lex Oxley is a Lecturer in Economics at the University of Edinburgh. He has held visiting positions at the Australian National University, Monash University and the University of Wester Australia. He has published widely on applied econometrics and macroeconomic dynamics and is a joint founding editor of the Journal of Economic Surveys.

Donald A. R. George is a Lecturer in Economics at the University of Edinburgh. He has held visiting positions at the Copenhagen School of Economics, The European University Institute (Florence) and Queens University (Canada). He has published extensively on the economics of worker participation and on economic social theory and is joint founding of the Journal of Economic Surveys.

Colin J. Roberts is a Lecturer in Economics at the University of Edinburgh. He has taught theoretical and applied econometrics at all levels and has conducted major research into the application of econometric techniques to issues including innovation and patents. He is a joint founding editor of the Journal of Economic Surveys.

Stuart Sayer is a Lecturer in Economics at the University of Edinburgh. He has published widely in his current research areas which are macroeconomics and monetary theory and policy and the interface between economics and politics. He is a joint founding editor of the Journal of Economic Surveys.