A Dictionary of Econometrics

Abstract

This important new dictionary – the first of its kind, now available in paperback - presents an accessible source of reference on the main concepts and techniques in econometrics. Featuring entries on all the major areas in theoretical econometrics, the dictionary will be used by students, both undergraduate and post graduate, to aid their understanding of the subject. Sorted by alphabetical order, each entry is a short essay which is designed to present the essential points of a particular concept or technique and offer a concise guide to other relevant literature.