Surveys in Econometrics

Lex Oxley is a Lecturer in Economics at the Universiyt 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 foundaing 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 camroeconomic and monetary theory and policy and the interface between economics and politics. He is a joint founding editor of the Journal of Economic Surveys.

1. Introduction 2. Three Econometric Methodologies I. 3. Three Econometric Methodologies II. 4. Estimation and Testing in Econometrics. 5. Diagnostics Checks. 6. On Error-Correction Models. 7. Econometric Modelling. 8. On ARCH Models. 9. Nonlinear Time Series. 10 Testing Rational Expectations. 11. Nonparametric & Semi.