“...Introduction to Econometrics has been written as a core textbook for a first course in econometrics taken by undergraduate or graduate students. It is intended...”

“...Illustrates the scope and diversity of modern applications, reviews advances, and highlights many desirable aspects of inference and computations. This work...”

“...In this paper, we develop methods for estimation and forecasting in large time-varying parameter vector autoregressive models (TVP-VARs). To overcome...”

“...We use factor augmented vector autoregressive models with time-varying coefficients and stochastic volatility to construct a financial conditions index that...”

“...This paper is motivated by the recent interest in the use of Bayesian VARs for forecasting, even in cases where the number of dependent variables is large. In...”

“...Summary Output growth estimates for regions of the UK are currently published at an annual frequency only, released with a long delay, and offer limited...”